E-LIB Suche - Ergebnisse für: CONSIGLI, Giorgio

1

Optimal dynamic fixed-mix portfolios based on reinforcement..:

Consigli, Giorgio ; Gomez, Alvaro A. ; Zubelli, Jorge P.
Engineering Applications of Artificial Intelligence. 133 (2024) - p. 108599 , 2024

Link: https://doi.org/10.1016/..

2

The cost of delay as risk measure in target-based multi-per..:

Liu, Jia ; Chen, Zhiping ; Consigli, Giorgio
IMA Journal of Management Mathematics. 35 (2024) 3 - p. 345-377 , 2024

Link: https://doi.org/10.1093/..

3

Multi-period portfolio selection with interval-based condit..:

Gomez, Alvaro A. ; Consigli, Giorgio ; Liu, Jia
Annals of Operations Research. , 2024

Link: https://doi.org/10.1007/..

4

His Scientific Contribution:

, In: International Series in Operations Research & Management Science; In the Footsteps of Giorgio Philip Szegö,

Archetti, Francesco ; Consigli, Giorgio ; Zambruno, Giovanni - p. 5-27 , 2023

Link: https://doi.org/10.1007/..

5

A stochastic programming model for dynamic portfolio manage..:

Barro, Diana ; Consigli, Giorgio ; Varun, Vivek
Journal of Banking & Finance. 140 (2022) - p. 106445 , 2022

Link: https://doi.org/10.1016/..

6

Optimal long-term Tier 1 employee pension management with a..:

Ji, Bingbing ; Chen, Zhiping ; Consigli, Giorgio.
Quantitative Finance. 22 (2022) 9 - p. 1759-1784 , 2022

Link: https://doi.org/10.1080/..

7

Optimal chance-constrained pension fund management through ..:

Lauria, Davide ; Consigli, Giorgio ; Maggioni, Francesca
OR Spectrum. 44 (2022) 3 - p. 967-1007 , 2022

Link: https://doi.org/10.1007/..

8

Introduction to the Proceedings of the 15th International C..:

Consigli, Giorgio ; Kopa, Miloš ; Pichler, Alois
Quantitative Finance. 22 (2022) 1 - p. 28-30 , 2022

Link: https://doi.org/10.1080/..

9

Interval-based stochastic dominance: theoretical framework ..:

Liu, Jia ; Chen, Zhiping ; Consigli, Giorgio
Annals of Operations Research. 307 (2021) 1-2 - p. 329-361 , 2021

Link: https://doi.org/10.1007/..

10

Stochastic optimization: theory and applications: Preface: ..:

Consigli, Giorgio ; Dentcheva, Darinka ; Maggioni, Francesca
Annals of Operations Research. 292 (2020) 2 - p. 575-580 , 2020

Link: https://doi.org/10.1007/..

11

Correction to: Preface: Stochastic optimization: theory and..:

Consigli, Giorgio ; Dentcheva, Darinka ; Maggioni, Francesca
Annals of Operations Research. 292 (2020) 2 - p. 1001-1001 , 2020

Link: https://doi.org/10.1007/..

12

A copula-based scenario tree generation algorithm for multi..:

Yan, Zhe ; Chen, Zhiping ; Consigli, Giorgio..
Annals of Operations Research. 292 (2019) 2 - p. 849-881 , 2019

Link: https://doi.org/10.1007/..

13

Data-driven optimization in management:

Consigli, Giorgio ; Kleywegt, Anton
Computational Management Science. 16 (2019) 3 - p. 371-374 , 2019

Link: https://doi.org/10.1007/..

14

Long-term individual financial planning under stochastic do..:

Consigli, Giorgio ; Moriggia, Vittorio ; Vitali, Sebastiano
Annals of Operations Research. 292 (2019) 2 - p. 973-1000 , 2019

Link: https://doi.org/10.1007/..

15

Optimization Methods in Finance:

Consigli, Giorgio
Quantitative Finance. 19 (2019) 5 - p. 717-719 , 2019

Link: https://doi.org/10.1080/..