Andrea Consiglio

Available identifiers

zbMath Open consiglio.andreaMaRDI QIDQ206451

List of research outcomes

Publication	Date of Publication	Type
Risk Management for Sustainable Sovereign Debt Financing	2021-07-29	Paper
A parsimonious model for generating arbitrage-free scenario trees	2021-07-16	Paper
Pricing Reinsurance Contracts	2019-01-25	Paper
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT	2019-01-10	Paper
Portfolio diversification in the sovereign credit swap markets	2018-11-12	Paper
Pricing and hedging GDP-linked bonds in incomplete markets	2018-08-13	Paper
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling	2017-09-08	Paper
Designing and pricing guarantee options in defined contribution pension plans	2015-12-14	Paper
A stochastic programming model for the optimal issuance of government bonds	2013-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q5392482	2011-04-12	Paper
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders	2009-05-18	Paper
Evaluation of insurance products with guarantee in incomplete markets	2008-08-22	Paper
Scenario optimization asset and liability modelling for individual investors	2008-03-31	Paper
Asset and liability modelling for participating policies with guarantees	2007-11-23	Paper
https://portal.mardi4nfdi.de/entity/Q3369423	2006-02-13	Paper
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices	2005-10-17	Paper
Integrated simulation and optimization models for tracking international fixed income indices	2003-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q4782134	2002-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q4953580	2000-06-22	Paper
Scenario modeling for the management of international bond portfolios	1999-05-27	Paper
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models	1999-01-01	Paper
A model for designing callable bonds and its solution using tabu search	1998-07-22	Paper
How to control stock markets	1995-08-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Andrea Consiglio