Projects per year
Personal profile
Research interests
Business
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Fingerprint
Dive into the research topics where Giorgio Consigli is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Finished
-
FSU-2022-010 [G. Consigli] - Machine Learning and Optimization approaches for dynamic control problems in finance
Consigli, G. (PI)
1/07/22 → 30/06/24
Project: Research
-
Multi-period portfolio selection with interval-based conditional value-at-risk
Gomez, A. A., Consigli, G. & Liu, J., 2024, (Accepted/In press) In: Annals of Operations Research.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance
Consigli, G., Gomez, A. A. & Zubelli, J. P., Jul 2024, In: Engineering Applications of Artificial Intelligence. 133, 108599.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations -
The cost of delay as risk measure in target-based multi-period portfolio selection models
Liu, J., Chen, Z. & Consigli, G., 1 Jul 2024, In: IMA Journal of Management Mathematics. 35, 3, p. 345-377 33 p.Research output: Contribution to journal › Article › peer-review
-
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, D., Consigli, G. & Varun, V., Jul 2022, In: Journal of Banking and Finance. 140, 106445.Research output: Contribution to journal › Article › peer-review
Open Access10 Scopus citations -
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019): discrete stochastic optimization in finance
Consigli, G., Kopa, M. & Pichler, A., 2022, In: Quantitative Finance. 22, 1, p. 28-30 3 p.Research output: Contribution to journal › Editorial
Open Access