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Stochastic process
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Consigli, Giorgio
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Computational Management Science : CMS
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Quantitative finance
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Stochastic optimization: theory and applications
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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ECONIS (ZBW)
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Special issue: Applied stochastic optimization
Consigli, Giorgio
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10010127522
Saved in:
2
Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
; …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 599-632
Persistent link: https://www.econbiz.de/10011923011
Saved in:
3
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
Saved in:
4
Asset-liability management and goal-based investing for retail business
Consigli, Giorgio
;
Tria, Massimo di
- In:
International journal of financial engineering and risk …
2
(
2018
)
4
,
pp. 308-334
Persistent link: https://www.econbiz.de/10012000029
Saved in:
5
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
Saved in:
6
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
7
Stochastic optimization: theory and applications
Consigli, Giorgio
(
ed.
);
Dentcheva, Darinka
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012285926
Saved in:
8
Stochastic optimization : theory and applications : preface: special issue in memory of Marida Bertocchi
Consigli, Giorgio
;
Dentcheva, Darinka
;
Maggioni, Francesca
- In:
Stochastic optimization: theory and applications
,
(pp. 575-580)
.
2020
Persistent link: https://www.econbiz.de/10012290804
Saved in:
9
Long-term individual financial planning under stochastic dominance constraints
Consigli, Giorgio
;
Moriggia, Vittorio
;
Vitali, Sebastiano
- In:
Stochastic optimization: theory and applications
,
(pp. 973-1000)
.
2020
Persistent link: https://www.econbiz.de/10012290861
Saved in:
10
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
Saved in:
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