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

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