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Retirement planning in individual asset-liability management
Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio; … - In: IMA journal of management mathematics 23 (2012) 4, pp. 365-396
Persistent link: https://www.econbiz.de/10010127518
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Optimal multistage defined-benefit pension fund management
Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; … - In: Handbook of recent advances in commodity and financial …, (pp. 267-296). 2018
Persistent link: https://www.econbiz.de/10011898658
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Optimal financial decision making under uncertainty
Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo - In: Optimal financial decision making under uncertainty, (pp. 255-290). 2017
Persistent link: https://www.econbiz.de/10011558462
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Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing; Chen, Zhiping; Consigli, Giorgio; Yan, Zhe - In: Quantitative finance 22 (2022) 9, pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
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Optimal chance-constrained pension fund management through dynamic stochastic control
Lauria, Davide; Consigli, Giorgio; Maggioni, Francesca - In: OR spectrum : quantitative approaches in management 44 (2022) 3, pp. 967-1007
Persistent link: https://www.econbiz.de/10013440687