Concepedia
Statistics
Publications
16
Citations
986
H-Index
14
Active since
1998
Affiliations
University of Bergamo(Current)
Charles University
University of British Columbia
Ca' Foscari University of Venice
Giorgio Consigli is an author at University of Bergamo specializing in finance, financial economics, and business.
Publications per year
1998–2022
Scenarios for Multistage Stochastic Programs
Jitka Dupačová, Giorgio Consigli, Stein W. Wallace · Annals of Operations Research · 2000 · 472 citations
Natural Sciences, Computer Science, Optimization +11
Dynamic stochastic programmingfor asset-liability management
Giorgio Consigli, M. A. H. Dempster · Annals of Operations Research · 1998 · 186 citations
Business, Finance, Risk Management +11
Tail estimation and mean–VaR portfolio selection in markets subject to financial instability
Giorgio Consigli · Journal of Banking & Finance · 2002 · 60 citations
Business, Economics, Finance +16
Dynamic Stochastic Programming For Asset-liability Management
Giorgio Consigli, M. A. H. Dempster · SSRN Electronic Journal · 1998 · 51 citations · Full text
Business, Economics, Finance +17
Retirement planning in individual asset-liability management
Giorgio Consigli, Gaetano Iaquinta, Vittorio Moriggia et al. · IMA Journal of Management Mathematics · 2012 · 29 citations
Management, Business Economics, Finance +12
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