Giorgio Consigli

Giorgio Consigli

Università degli Studi di Bergamo - Bergamo / Italy
Others
AD Scientific Index ID: 1805876
University of Bergamo
person_outline Giorgio Consigli's MOST POPULAR ARTICLES
1-) Scenarios for multistage stochastic programsJ Dupačová, G Consigli, SW WallaceAnnals of operations research 100 (1), 25-53, 20006422000
2-) Dynamic stochastic programmingfor asset-liability managementG Consigli, MAH DempsterAnnals of Operations Research 81, 131-162, 19983431998
3-) Tail estimation and mean–VaR portfolio selection in markets subject to financial instabilityG ConsigliJournal of Banking & Finance 26 (7), 1355-1382, 20021172002
4-) Stochastic optimization methods in finance and energy: new financial products and energy market strategiesM Bertocchi, G Consigli, MAH DempsterSpringer Science & Business Media, 2011432011
5-) Retirement planning in individual asset–liability managementG Consigli, G Iaquinta, V Moriggia, M Di Tria, D MusitelliIMA Journal of Management Mathematics 23 (4), 365-396, 2012392012