Projects per year
Personal profile
Research interests
Business
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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.
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Projects
- 1 Finished
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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
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Multiperiod interval-based stochastic dominance with application to dynamic portfolios
Consigli, G., Campos, B. V. & Liu, J., 2025, In: Quantitative Finance. 25, 4, p. 543-575 33 p.Research output: Contribution to journal › Article › peer-review
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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
4 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 Access3 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
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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 Access16 Scopus citations