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Special issue: Applied stochas...
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Mathematical programming
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Consigli, Giorgio
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IMA journal of management mathematics
2
OR spectrum : quantitative approaches in management
2
Quantitative finance
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Annals of operations research
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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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Stochastic optimization: theory and applications
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Special issue: Applied optimization techniques for industry
Consigli, Giorgio
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003984247
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2
Special issue on financial optimization : optimization paradigms and financial planning under uncertainty
Consigli, Giorgio
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10011406750
Saved in:
3
Financial optimization : optimization paradigms and financial planning under uncertainty
Consigli, Giorgio
;
Brandimarte, Paulo
;
Kuhn, Daniel
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 553-557
Persistent link: https://www.econbiz.de/10011296756
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4
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:
5
Stochastic optimization: theory and applications
Consigli, Giorgio
(
ed.
);
Dentcheva, Darinka
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012285926
Saved in:
6
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Yan, Zhe
;
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
; …
- In:
Stochastic optimization: theory and applications
,
(pp. 849-881)
.
2020
Persistent link: https://www.econbiz.de/10012290846
Saved in:
7
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:
8
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, Jia
;
Chen, Zhiping
;
Consigli, Giorgio
- In:
IMA journal of management mathematics
35
(
2024
)
3
,
pp. 345-377
Persistent link: https://www.econbiz.de/10014634191
Saved in:
9
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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