Andrea Consiglio

From MaRDI portal
Person:206451

Available identifiers

zbMath Open consiglio.andreaMaRDI QIDQ206451

List of research outcomes





PublicationDate of PublicationType
Risk Management for Sustainable Sovereign Debt Financing2021-07-29Paper
A parsimonious model for generating arbitrage-free scenario trees2021-07-16Paper
Pricing Reinsurance Contracts2019-01-25Paper
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT2019-01-10Paper
Portfolio diversification in the sovereign credit swap markets2018-11-12Paper
Pricing and hedging GDP-linked bonds in incomplete markets2018-08-13Paper
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling2017-09-08Paper
Designing and pricing guarantee options in defined contribution pension plans2015-12-14Paper
A stochastic programming model for the optimal issuance of government bonds2013-01-15Paper
https://portal.mardi4nfdi.de/entity/Q53924822011-04-12Paper
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders2009-05-18Paper
Evaluation of insurance products with guarantee in incomplete markets2008-08-22Paper
Scenario optimization asset and liability modelling for individual investors2008-03-31Paper
Asset and liability modelling for participating policies with guarantees2007-11-23Paper
https://portal.mardi4nfdi.de/entity/Q33694232006-02-13Paper
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices2005-10-17Paper
Integrated simulation and optimization models for tracking international fixed income indices2003-07-06Paper
https://portal.mardi4nfdi.de/entity/Q47821342002-11-27Paper
https://portal.mardi4nfdi.de/entity/Q49535802000-06-22Paper
Scenario modeling for the management of international bond portfolios1999-05-27Paper
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models1999-01-01Paper
A model for designing callable bonds and its solution using tabu search1998-07-22Paper
How to control stock markets1995-08-17Paper

Research outcomes over time

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