Assoc Prof Dr. Giorgio Consigli, Khalifa University of Science and Technology, United Arab Emirates
Assoc. Prof. Dr. Giorgio Consigli is a distinguished figure in mathematical finance and optimization. Currently an Associate Professor at Khalifa University of Science & Technology, his expertise spans various esteemed organizations including the Bachelier Finance Society and the Euro Working Groups on Commodities and Stochastic Optimization. With a robust academic background from the University of Cambridge and extensive professional experience, he’s contributed significantly to the field. As an elected member of prestigious committees like COSP, his influence extends globally, shaping research and education. 🎓📊
🎓 Academic and Professional Journey
Dr. Consigli serves as an Associate Professor at Khalifa University of Science & Technology. Prior to this, he held a similar position at the University of Bergamo. His professional journey includes significant roles in finance and academia, including a Postdoctoral Research Fellowship at the University of Cambridge.
🏅 Professional Appointments and Achievements
Dr. Consigli’s contributions extend beyond academia; he has been involved in various institutional and academic appointments. Notably, he’s served as an elected member of the International Committee on Stochastic Programming (COSP) and acted as an expert reviewer for grant applications, showcasing his expertise in the field. Additionally, his role as an external examiner and opponent in PhD defenses reflects his commitment to academic excellence and advancement.
Research Focus
Assoc. Prof. Dr. Giorgio Consigli’s research spans dynamic asset-liability management, stochastic programming, and financial optimization. With a keen interest in risk management and portfolio selection, he explores innovative methodologies to tackle financial instability and uncertainty. His contributions include pioneering work on multistage stochastic programs, tail estimation in portfolio selection, and scenario tree generation for dynamic decision-making. Consigli’s research also delves into retirement planning, individual asset-liability management, and the predictive ability of financial models. With a blend of theoretical rigor and practical relevance, his research endeavors aim to enhance decision-making processes in finance, providing valuable insights for practitioners and academics alike. 📈
Publication Top Notes
📚 “Scenarios for multistage stochastic programs” by J Dupačová, G Consigli, SW Wallace, cited by 680, published in 2000. 📈
📚 “Dynamic stochastic programming for asset-liability management” by G Consigli, MAH Dempster, cited by 360, published in 1998. 📊
📚 “Tail estimation and mean–VaR portfolio selection in markets subject to financial instability” by G Consigli, cited by 125, published in 2002. 📉
📚 “Stochastic optimization methods in finance and energy: New financial products and energy market strategies” by M Bertocchi, G Consigli, MAH Dempster, cited by 42, published in 2011. 🌐
📚 “Retirement planning in individual asset–liability management” by G Consigli, G Iaquinta, V Moriggia, M Di Tria, D Musitelli, cited by 37, published in 2012. 📊
The predictive ability of the bond-stock earnings yield differential model
Asset-liability management for individual investors
Path-dependent scenario trees for multistage stochastic programmes in finance
Heavy-tailed distributional model for operational losses
Optimal financial decision making under uncertainty