Giorgio Consigli

1.2k total citations
36 papers, 788 citations indexed

About

Giorgio Consigli is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Giorgio Consigli has authored 36 papers receiving a total of 788 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 19 papers in Management Science and Operations Research and 16 papers in Economics and Econometrics. Recurrent topics in Giorgio Consigli's work include Risk and Portfolio Optimization (18 papers), Stochastic processes and financial applications (13 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Giorgio Consigli is often cited by papers focused on Risk and Portfolio Optimization (18 papers), Stochastic processes and financial applications (13 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Giorgio Consigli collaborates with scholars based in Italy, United Arab Emirates and Czechia. Giorgio Consigli's co-authors include Jitka Dupačová, Stein W. Wallace, M. A. H. Dempster, Marida Bertocchi, Vittorio Moriggia, William T. Ziemba, Zhiping Chen, Daniel Kühn, Paolo Brandimarte and Leonard C. MacLean and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Annals of Operations Research.

In The Last Decade

Giorgio Consigli

36 papers receiving 732 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Giorgio Consigli Italy 12 392 303 226 143 122 36 788
Kjetil Høyland Norway 6 389 1.0× 219 0.7× 139 0.6× 209 1.5× 93 0.8× 7 865
Hercules Vladimirou Cyprus 12 460 1.2× 329 1.1× 214 0.9× 38 0.3× 70 0.6× 18 751
David Wozabal Germany 17 465 1.2× 256 0.8× 204 0.9× 394 2.8× 46 0.4× 39 1000
Shushang Zhu China 16 1.0k 2.6× 593 2.0× 314 1.4× 54 0.4× 116 1.0× 39 1.3k
Nalân Gülpınar United Kingdom 12 283 0.7× 145 0.5× 138 0.6× 53 0.4× 27 0.2× 40 603
Helu Xiao China 15 458 1.2× 173 0.6× 311 1.4× 73 0.5× 49 0.4× 44 691
Jianjun Gao China 15 380 1.0× 307 1.0× 106 0.5× 36 0.3× 50 0.4× 66 692
Panos Xidonas Greece 17 497 1.3× 261 0.9× 218 1.0× 78 0.5× 9 0.1× 56 860
Woo Chang Kim South Korea 14 359 0.9× 330 1.1× 256 1.1× 31 0.2× 35 0.3× 75 634
Helmut Mausser United States 11 327 0.8× 234 0.8× 97 0.4× 24 0.2× 27 0.2× 21 490

Countries citing papers authored by Giorgio Consigli

Since Specialization
Citations

This map shows the geographic impact of Giorgio Consigli's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Giorgio Consigli with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Giorgio Consigli more than expected).

Fields of papers citing papers by Giorgio Consigli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Giorgio Consigli. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Giorgio Consigli. The network helps show where Giorgio Consigli may publish in the future.

Co-authorship network of co-authors of Giorgio Consigli

This figure shows the co-authorship network connecting the top 25 collaborators of Giorgio Consigli. A scholar is included among the top collaborators of Giorgio Consigli based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Giorgio Consigli. Giorgio Consigli is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Consigli, Giorgio, et al.. (2024). Multi-period portfolio selection with interval-based conditional value-at-risk. Annals of Operations Research. 2 indexed citations
2.
Consigli, Giorgio, et al.. (2024). Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance. Engineering Applications of Artificial Intelligence. 133. 108599–108599. 1 indexed citations
3.
Liu, Jia, Zhiping Chen, & Giorgio Consigli. (2021). Interval-based stochastic dominance: theoretical framework and application to portfolio choices. Annals of Operations Research. 307(1-2). 329–361. 4 indexed citations
4.
Consigli, Giorgio, Darinka Dentcheva, & Francesca Maggioni. (2020). Stochastic optimization: theory and applications. Annals of Operations Research. 292(2). 575–580. 2 indexed citations
5.
Consigli, Giorgio, et al.. (2019). Long-term individual financial planning under stochastic dominance constraints. Annals of Operations Research. 292(2). 973–1000. 13 indexed citations
6.
Consigli, Giorgio, et al.. (2018). Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. Computational Management Science. 15(3-4). 599–632. 4 indexed citations
7.
Haberman, Steven, et al.. (2018). A Multivariate Approach to Project Common Trends in Mortality Indices. SSRN Electronic Journal. 1 indexed citations
8.
Consigli, Giorgio, et al.. (2018). Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. Computational Management Science. 16(1-2). 129–154. 7 indexed citations
9.
Lauria, D. & Giorgio Consigli. (2017). A Defined Benefit Pension Fund ALM Model through Multistage Stochastic Programming. 2(7). 1–10. 2 indexed citations
10.
Haberman, Steven, et al.. (2017). Modeling multi-population life expectancy: a cointegration approach. SHILAP Revista de lepidopterología. 5(2). 12–23. 3 indexed citations
11.
Brandimarte, Paolo, Daniel Kühn, & Giorgio Consigli. (2016). Optimal Financial Decision Making under Uncertainty. International series in management science/operations research/International series in operations research & management science. 10 indexed citations
12.
Beraldi, Patrizia, et al.. (2012). Scenario-based dynamic corporate bond portfolio management. IMA Journal of Management Mathematics. 23(4). 341–364. 4 indexed citations
13.
Consigli, Giorgio, et al.. (2012). Retirement planning in individual asset-liability management. IMA Journal of Management Mathematics. 23(4). 365–396. 21 indexed citations
14.
Consigli, Giorgio, et al.. (2010). Path-dependent scenario trees for multistage stochastic programmes in finance. Quantitative Finance. 12(8). 1265–1281. 8 indexed citations
15.
Ziemba, William T., et al.. (2008). The Predictive Ability of the bond-stock earnings yield differential in relation to the Equity risk premium. 63–80. 3 indexed citations
16.
Consigli, Giorgio, et al.. (2008). The Predictive Ability of the Bond-Stock Earnings Yield Differential Model. The Journal of Portfolio Management. 34(3). 63–80. 17 indexed citations
17.
Dupačová, Jitka, et al.. (2007). Pricing nondiversifiable credit risk in the corporate Eurobond market. Journal of Banking & Finance. 31(8). 2233–2263. 11 indexed citations
18.
Consigli, Giorgio. (2007). Individual Asset Liability Management for Individual Investors. Aisberg (University of Bergamo). 752–827. 4 indexed citations
19.
Consigli, Giorgio & Antonio Di Cesare. (2001). A simulation environment for discontinuous portfolio value processes. Applied Stochastic Models in Business and Industry. 17(1). 41–55. 2 indexed citations
20.
Consigli, Giorgio & M. A. H. Dempster. (1998). Dynamic Stochastic Programming For Asset-liability Management. SSRN Electronic Journal. 36 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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