| 2024 |
Auditing Public Debt Using Risk Management |
Articolo in rivista |
Vai |
| 2023 |
Unconventional monetary policy and debt sustainability in Japan |
Articolo in rivista |
Vai |
| 2023 |
Breakup and default risks in the great lockdown |
Articolo in rivista |
Vai |
| 2022 |
Insurance fraud detection: A statistically validated network approach |
Articolo in rivista |
Vai |
| 2021 |
Risk Management for Sustainable Sovereign Debt Financing |
Articolo in rivista |
Vai |
| 2020 |
Political risks: the “red shift” in debt sustainability analysis |
Articolo in rivista |
Vai |
| 2020 |
Analisi e monitoraggio della diffusione del Covid19 in Italia: il gruppo CoViSTAT19 |
Articolo in rivista |
Vai |
| 2018 |
Portfolio diversification in the sovereign credit swap markets |
Articolo in rivista |
Vai |
| 2018 |
Pricing and hedging GDP-linked bonds in incomplete markets |
Articolo in rivista |
Vai |
| 2018 |
Contingent Convertible Bonds for Sovereign Debt Risk Management |
Articolo in rivista |
Vai |
| 2018 |
Un Modello di Massima Copertura della Domanda per l’Allocazione Ottima delle Ciclostazioni di AMAT |
Articolo in rivista |
Vai |
| 2018 |
Pricing Sovereign contingent convertible debt |
Articolo in rivista |
Vai |
| 2017 |
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling |
Articolo in rivista |
Vai |
| 2016 |
A parsimonious model for generating arbitrage-free scenario trees |
Articolo in rivista |
Vai |
| 2015 |
Risk profiles for re-profiling sovereign debt |
Articolo in rivista |
Vai |
| 2015 |
Risk Management Optimization for Sovereign Debt Restructuring |
Articolo in rivista |
Vai |
| 2015 |
Designing and pricing guarantee options in defined contribution pension plans |
Articolo in rivista |
Vai |
| 2015 |
Risk profiles for re-profiling the sovereign debt of crisis countries |
Articolo in rivista |
Vai |
| 2014 |
A MULTISTAGE DECISION MODEL FOR THE OPTIMAL ISSUANCE OF SOVEREIGN DEBT UNDER ESA95 |
Capitolo o Saggio |
Vai |
| 2013 |
VALUTAZIONE E COPERTURA DI OPZIONI SU MATERIE PRIME |
Articolo in rivista |
Vai |
| 2012 |
A stochastic programming model for the optimal issuance of government bonds |
Articolo in rivista |
Vai |
| 2011 |
Pricing Reinsurance Contracts |
Capitolo o Saggio |
Vai |
| 2011 |
Simulating term structure of interest rates with arbitrary marginals |
Articolo in rivista |
Vai |
| 2010 |
Pricing the option to surrender in incomplete markets |
Articolo in rivista |
Vai |
| 2009 |
A Conditional Value–at–Risk Model for Insurance Products with Guarantee |
Articolo in rivista |
Vai |
| 2009 |
Asset Return Dynamics under Alternative Learning Schemes |
Capitolo o Saggio |
Vai |
| 2009 |
Practical Financial Optimization: A Library of GAMS Models |
Monografia |
Vai |
| 2008 |
Asset and Liability Modelling for Participating Policies with Guarantee |
Articolo in rivista |
Vai |
| 2008 |
Evaluation of Insurance Products with Guarantee in Incomplete Markets |
Articolo in rivista |
Vai |
| 2007 |
Lecture Notes in Economics and Mathematical Systems: Preface |
Prefazione/Postfazione |
Vai |
| 2007 |
Scenario Optimization Asset and Liability Modelling for Individual Investors |
Articolo in rivista |
Vai |
| 2007 |
The PROMETEIA Model for Managing Insurance Policies with Guarantees |
Capitolo o Saggio |
Vai |
| 2007 |
How Does Learning Affect Market Liquidity? A Simulation Analysis of a Double-Auction Financial Market with Portfolio Traders. |
Articolo in rivista |
Vai |
| 2007 |
Artificial Markets Modeling. Methods and Applications |
Curatela |
Vai |
| 2006 |
The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects |
Capitolo o Saggio |
Vai |
| 2006 |
Asset and Liability Management for Insurance Products with Minimum Guarantees: The UK Case |
Articolo in rivista |
Vai |
| 2006 |
Learning and the Price Dynamics of a Double-Auction Financial Market with Portfolio Traders |
Contributo in atti di convegno pubblicato in volume |
Vai |
| 2005 |
A Simulation Analysis of the Microstructure of an Order Driven Financial Market with Multiple Securities and Portfolio Choices |
Articolo in rivista |
Vai |
| 2005 |
How Does Learning Affect Market Liquidity? A Simulation Analysis of a Double-Auction Financial Market with Portfolio Traders |
Altro |
Vai |
| 2004 |
www.Personal_Asset_Allocation. |
Articolo in rivista |
Vai |
| 2004 |
A Simulation Analysis of the Microstructure of an Order Driven Financial Market with n Securities and Portfolio Choices |
Altro |
Vai |
| 2004 |
High-Frequency Data Analysis of a Double Auction Artificial Financial Market |
eedings |
Vai |
| 2004 |
A High-Frequency Data Analysis of a Double Auction Artificial Financial Market |
eedings |
Vai |
| 2003 |
Insurance league: Italy vs. U.K |
Articolo in rivista |
Vai |
| 2001 |
The value of integrative risk management for insurance products with guarantees |
Articolo in rivista |
Vai |
| 2001 |
Integrated simulation and optimization models for tracking international fixed income indices |
Articolo in rivista |
Vai |
| 1999 |
Designing portfolios of financial products via integrated simulation and optimization models |
Articolo in rivista |
Vai |
| 1999 |
Scenario modeling for the management of international bond portfolios |
Articolo in rivista |
Vai |
| 1997 |
A model for designing callable bonds and its solution using tabu search |
Articolo in rivista |
Vai |
| 1994 |
How to control stock markets |
Articolo in rivista |
Vai |
