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Special issue: Applied optimiz...
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Consigli, Giorgio
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ECONIS (ZBW)
38
RePEc
6
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3
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1
Asset-liability management for individual investors
Consigli, Giorgio
-
2007
Persistent link: https://www.econbiz.de/10003523292
Saved in:
2
Estimation of tail risk and portfolio optimisation with respect to extreme measures
Consigli, Giorgio
- In:
Risk measures for the 21st century
,
(pp. 365-401)
.
2004
Persistent link: https://www.econbiz.de/10002081634
Saved in:
3
Tail estimation and mean-VaR portfolio selection in markets subject to financial instability
Consigli, Giorgio
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001688519
Saved in:
4
Estimating parameters in a pricing model with state-dependent shocks
MacLean, Leonard C.
;
Zhao, Yonggan
;
Consigli, Giorgio
; …
- In:
Handbook of financial engineering
,
(pp. 231-244)
.
2008
Persistent link: https://www.econbiz.de/10003753679
Saved in:
5
Editorial: Special issue on applied optimization techniques for industry
Consigli, Giorgio
;
Moriggia, Vittorio
;
Pflug, Georg
- In:
IMA journal of management mathematics
21
(
2010
)
2
,
pp. 85-87
Persistent link: https://www.econbiz.de/10003984214
Saved in:
6
Multi-period risk measures and optimal investment policies
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
;
Li, Gang
; …
- In:
Optimal financial decision making under uncertainty
,
(pp. 1-34)
.
2017
Persistent link: https://www.econbiz.de/10011558439
Saved in:
7
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:
8
The bond-stock yield differential as a risk indicator in financial markets
Consigli, Giorgio
;
MacLean, Leonard C.
;
Zhao, Yonggan
; …
- In:
Journal of risk
11
(
2008/09
)
3
,
pp. 3-24
Persistent link: https://www.econbiz.de/10003844341
Saved in:
9
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:
10
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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