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ANDREA CONSIGLIO

Pubblicazioni

Data Titolo Tipologia Scheda
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 Designing and pricing guarantee options in defined contribution pension plans Articolo in rivista Vai
2015 Risk Management Optimization for Sovereign Debt Restructuring Articolo in rivista Vai
2015 Risk profiles for re-profiling sovereign debt 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 Simulating term structure of interest rates with arbitrary marginals Articolo in rivista Vai
2011 Pricing Reinsurance Contracts Capitolo o Saggio 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 Practical Financial Optimization: A Library of GAMS Models Monografia Vai
2009 Asset Return Dynamics under Alternative Learning Schemes Capitolo o Saggio 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 How Does Learning Affect Market Liquidity? A Simulation Analysis of a Double-Auction Financial Market with Portfolio Traders. Articolo in rivista Vai
2007 The PROMETEIA Model for Managing Insurance Policies with Guarantees Capitolo o Saggio Vai
2007 Scenario Optimization Asset and Liability Modelling for Individual Investors Articolo in rivista Vai
2007 Artificial Markets Modeling. Methods and Applications Curatela 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
2006 The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects Capitolo o Saggio 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 High-Frequency Data Analysis of a Double Auction Artificial Financial Market Proceedings (TIPOLOGIA NON ATTIVA) Vai
2004 A High-Frequency Data Analysis of a Double Auction Artificial Financial Market Proceedings (TIPOLOGIA NON ATTIVA) Vai
2004 A Simulation Analysis of the Microstructure of an Order Driven Financial Market with n Securities and Portfolio Choices Altro Vai