Consigli Giorgio

Giorgio Consigli

Information about the author Giorgio Consigli will soon be added to the site.
Found 3 papers in total
Scenario‐based dynamic corporate bond portfolio management
Scenario‐based dynamic corporate bond portfolio management
2012
The 2008 credit crisis has deeply affected the price of corporate liabilities in both...
Retirement planning in individual asset–liability management
Retirement planning in individual asset–liability management
2012
Increasing financial pressure on State‐controlled pension systems has caused,...
Scenarios for multistage stochastic programs
Scenarios for multistage stochastic programs
2000
A major issue in any application of multistage stochastic programming is the...
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