Research output per year
Research output per year
Search results
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2018
Optimal multistage defined-benefit pension fund management
Consigli, G., Moriggia, V., Benincasa, E., Landoni, G., Petronio, F., Vitali, S., di Tria, M., Skoric, M. & Uristani, A., 2018, International Series in Operations Research and Management Science. p. 267-296 30 p. (International Series in Operations Research and Management Science; vol. 257).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
5 Scopus citations -
2017
Multi-period risk measures and optimal investment policies
Chen, Z., Consigli, G., Liu, J., Li, G., Fu, T. & Hu, Q., 2017, International Series in Operations Research and Management Science. p. 1-34 34 p. (International Series in Operations Research and Management Science; vol. 245).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
10 Scopus citations -
Optimal financial decision making under uncertainty
Consigli, G., Kuhn, D. & Brandimarte, P., 2017, International Series in Operations Research and Management Science. p. 255-290 36 p. (International Series in Operations Research and Management Science; vol. 245).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
10 Scopus citations -
2016
The predictive ability of the bond stock earnings yield differential model
Berge, K., Consigli, G. & Ziemba, W. T., 1 Nov 2016, Great Investment Ideas. World Scientific Publishing Co. Pte Ltd, Vol. 9. p. 93-123 31 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
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2014
A multivariate approach to project the long run relationship between mortality indices for Canadian provinces
Ntamjokouen, A., Haberman, S. & Consigli, G., 1 Jan 2014, Mathematical and Statistical Methods for Actuarial Sciences and Finance. p. 153-161 9 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
2 Scopus citations -
2011
Dynamic portfolio management for property and casualty insurance
Consigli, G., di Tria, M., Gaffo, M., Iaquinta, G., Moriggia, V. & Uristani, A., 2011, International Series in Operations Research and Management Science. p. 99-124 26 p. (International Series in Operations Research and Management Science; vol. 163).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
7 Scopus citations -
Hedging market and credit risk in corporate bond portfolios
Beraldi, P., Consigli, G., de Simone, F., Iaquinta, G. & Violi, A., 2011, International Series in Operations Research and Management Science. p. 73-98 26 p. (International Series in Operations Research and Management Science; vol. 163).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
2 Scopus citations -
2008
Asset-Liability Management for Individual Investors
Consigli, G., 2008, Handbook of Asset and Liability Management - Set. Elsevier, Vol. 2. p. 751-827 77 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review
14 Scopus citations -
Estimating parameters in a pricing model with state-dependent shocks
MacLean, L., Zhao, Y., Consigli, G. & Ziemba, W., 2008, Springer Optimization and Its Applications. p. 231-244 14 p. (Springer Optimization and Its Applications; vol. 18).Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review