Special issue on financial optimization : optimization paradigms and financial planning under uncertainty

Veröffentlicht 2015

Tail estimation and mean-VaR portfolio selection in markets subject to financial instability

von Consigli, Giorgio
Veröffentlicht in Journal of banking & finance (2002)

Special issue: Applied optimization techniques for industry

Veröffentlicht 2010

Special issue: applied stochastic optimization : [The Stochastic Programming School (SPS 2009) ... Bergamo, took place 23 - 28 November 2009]

Veröffentlicht 2012

Asset-liability management for individual investors

von Consigli, Giorgio
Veröffentlicht in Handbook of asset and liability management ; Vol. 2: Applications and case studies (2007)

Estimation of tail risk and portfolio optimisation with respect to extreme measures

von Consigli, Giorgio
Veröffentlicht in Risk measures for the 21st century (2004)

Special issue: Applied stochastic optimization

Veröffentlicht 2012

Special issue on financial optimization : optimization paradigms and financial planning under uncertainty

Veröffentlicht 2015

Data-driven optimization in management

von Consigli, Giorgio
Veröffentlicht in Computational Management Science (2019)

Asset-liability management and goal-based investing for retail business

von Consigli, Giorgio
Veröffentlicht in International journal of financial engineering and risk management (2018)

A stochastic programming model for dynamic portfolio management with financial derivatives

von Barro, Diana
Veröffentlicht in Journal of banking & finance (2022)

Editorial: Special issue on applied optimization techniques for industry

von Consigli, Giorgio
Veröffentlicht in Institute of Mathematics and Its Applications IMA journal of management mathematics (2010)

Financial optimization : optimization paradigms and financial planning under uncertainty

von Consigli, Giorgio
Veröffentlicht in OR spectrum (2015)

Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets

Veröffentlicht 2018

Portfolio choice under cumulative prospect theory : sensitivity analysis and an empirical study

von Consigli, Giorgio
Veröffentlicht in Computational Management Science (2019)

Stochastic optimization : theory and applications : preface: special issue in memory of Marida Bertocchi

von Consigli, Giorgio
Veröffentlicht in Stochastic optimization: theory and applications (2020)

Optimal financial decision making under uncertainty

von Consigli, Giorgio
Veröffentlicht in Optimal financial decision making under uncertainty (2017)

Volatility versus downside risk : performance protection in dynamic portfolio strategies

von Barro, Diana
Veröffentlicht in Computational Management Science (2019)

Long-term individual financial planning under stochastic dominance constraints

von Consigli, Giorgio
Veröffentlicht in Stochastic optimization: theory and applications (2020)

Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming

von Consigli, Giorgio
Veröffentlicht in Computational Management Science (2018)