| Scenarios for multistage stochastic programs J Dupačová, G Consigli, SW Wallace Annals of operations research 100, 25-53, 2000 | 685 | 2000 |
| Dynamic stochastic programmingfor asset-liability management G Consigli, MAH Dempster Annals of Operations Research 81 (0), 131-162, 1998 | 371 | 1998 |
| Tail estimation and mean–VaR portfolio selection in markets subject to financial instability G Consigli Journal of Banking & Finance 26 (7), 1355-1382, 2002 | 127 | 2002 |
| Stochastic optimization methods in finance and energy: new financial products and energy market strategies M Bertocchi, G Consigli, MAH Dempster Springer Science & Business Media, 2011 | 43 | 2011 |
| Retirement planning in individual asset–liability management G Consigli, G Iaquinta, V Moriggia, M Di Tria, D Musitelli IMA Journal of Management Mathematics 23 (4), 365-396, 2012 | 39 | 2012 |
| The predictive ability of the bond-stock earnings yield differential model K Berge, G Consigli, WT Ziemba The Journal of portfolio management 34 (3), 63-80, 2008 | 32 | 2008 |
| Path-dependent scenario trees for multistage stochastic programmes in finance G Consigli, G Iaquinta, V Moriggia Quantitative Finance 12 (8), 1265-1281, 2012 | 30 | 2012 |
| Asset-liability management for individual investors G Consigli Handbook of asset and liability management, 751-827, 2008 | 30 | 2008 |
| Heavy-tailed distributional model for operational losses R Giacometti, ST Rachev, A Chernobai, M Bertocchi, G Consigli The Journal of Operational Risk 2 (1), 55-90, 2007 | 24 | 2007 |
| Optimal financial decision making under uncertainty G Consigli, D Kuhn, P Brandimarte Optimal financial decision making under uncertainty, 255-290, 2017 | 23 | 2017 |
| Long-term individual financial planning under stochastic dominance constraints G Consigli, V Moriggia, S Vitali Annals of Operations Research 292 (2), 973-1000, 2020 | 21 | 2020 |
| A stochastic programming model for dynamic portfolio management with financial derivatives D Barro, G Consigli, V Varun Journal of Banking & Finance 140, 106445, 2022 | 20 | 2022 |
| A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems Z Yan, Z Chen, G Consigli, J Liu, M Jin Annals of operations research 292 (2), 849-881, 2020 | 20 | 2020 |
| Volatility versus downside risk: performance protection in dynamic portfolio strategies D Barro, E Canestrelli, G Consigli Computational Management Science 16, 433-479, 2019 | 20 | 2019 |
| The bond-stock yield differential as a risk indicator in financial markets G Consigli, LC MacLean, Y Zhao, WT Ziemba Journal of Risk 11 (3), 3, 2009 | 20 | 2009 |
| Dynamic portfolio management for property and casualty insurance G Consigli, M Tria, M Gaffo, G Iaquinta, V Moriggia, A Uristani Stochastic Optimization Methods in Finance and Energy: New Financial …, 2011 | 18 | 2011 |
| Credit default swaps and equity volatility: theoretical modelling and market evidence G Consigli Departement of Applied Mathematics, University Ca’Foscari, Venice, 2004 | 18 | 2004 |
| Euro bonds: Markets, infrastructure and trends M Bertocchi, G Consigli, R Giacometti, V Moriggia, S Ortobelli, ... World Scientific, 2013 | 17 | 2013 |
| Pricing nondiversifiable credit risk in the corporate Eurobond market J Abaffy, M Bertocchi, J Dupačová, V Moriggia, G Consigli Journal of Banking & Finance 31 (8), 2233-2263, 2007 | 16 | 2007 |
| The CALM stochastic programming model for dynamic asset-liability management M Dempster, G Consigli World Wide Asset and Liability Modelling, 464-500, 1998 | 16 | 1998 |
Vittorio MoriggiaAssociate Professor of Computer Science in Finance, University of Bergamo在 unibg.it 的电子邮件经过验证
