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G

Giorgio Consigli

Department of Mathematics

14H指数
79论文数
1.2K被引数
收录论文 10
发表时间
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Guaranteed funds’ replication by reinforcement learning通过强化学习实现保证金资金复制
errAnnals of Operations Research
IF4.5
err2025-10-16
err0
errOAAI
errGiorgio Consigli; Michael A. H. Dempster; Harvir Hansra; Michael Villaverde
err分享
err收藏
Multi-period portfolio selection with interval-based conditional value-at-risk
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-04-17
err2
PREAI
errGomez, Alvaro A.; Consigli, Giorgio; Liu, Jia
err分享
err收藏
A stochastic programming model for dynamic portfolio management with financial derivatives
errJOURNAL OF BANKING & FINANCE
IF3.8
err2022-07-01
err10
errOAAI
errBarro, Diana; Consigli, Giorgio; Varun, Vivek
err分享
err收藏
Interval-based stochastic dominance: theoretical framework and application to portfolio choices基于区间的随机优势: 理论框架及其在投资组合选择中的应用
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2021-08-30
err4
errOAAI
errLiu, Jia; Chen, Zhiping; Consigli, Giorgio
err分享
err收藏
Preface: Stochastic optimization: theory and applications Special issue in memory of Marida Bertocchi (vol 513, pg 311, 2020)
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2020-07-29
err0
errOAAI
errConsigli, Giorgio; Dentcheva, Darinka; Maggioni, Francesca
err分享
err收藏
Preface: Stochastic optimization: theory and applications Special issue in memory of Marida Bertocchi
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2020-07-14
err3
PREAI
errConsigli, Giorgio; Dentcheva, Darinka; Maggioni, Francesca
err分享
err收藏
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2019-01-28
err15
PREAI
errYan, Zhe; Chen, Zhiping; Consigli, Giorgio; Liu, Jia; Jin, Ming
err分享
err收藏
Pricing nondiversifiable credit risk in the corporate Eurobond market
errJOURNAL OF BANKING & FINANCE
IF3.8
err2007-08-01
err10
PREAI
errAbaffy, J.; Bertocchi, M.; Dupacova, J.; Moriggia, V.; Consigli, G.
err分享
err收藏
Tail estimation and mean-VaR portfolio selection in markets subject to financial instability金融不稳定市场中的尾部估计和均值-VaR投资组合选择
errJOURNAL OF BANKING & FINANCE
IF3.8
err2002-07-01
err59
PREAI
errConsigli, G
err分享
err收藏
Scenarios for multistage stochastic programs
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2000-01-01
err363
PREAI
errDupacová, J; Consigli, G; Wallace, SW
err分享
err收藏

研究方向

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合作学者
合作期刊
S
Stein W. Wallace
H 指数: 44 · 论文数: 226
M
M. A. H. Dempster
H 指数: 37 · 论文数: 189
Z
Zhiping Chen
H 指数: 25 · 论文数: 222
J
Jitka Dupačová
H 指数: 25 · 论文数: 92
D
Darinka Dentcheva
H 指数: 24 · 论文数: 124
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