Access Statistics for Andrea Consiglio

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 3 15 19 676
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 1 6 8 39
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 3 7 46
Pricing sovereign contingent convertible debt 0 0 0 13 1 8 10 55
Pricing the Option to Surrender in Incomplete Markets 0 0 0 62 2 4 4 152
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 1 4 8 90
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 1 10 14 160
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 3 6 11 65
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 0 3 6 556
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 1 6 9 572
Total Working Papers 0 0 2 984 14 65 96 2,411


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model for designing callable bonds and its solution using tabu search 0 0 0 33 0 6 10 107
A parsimonious model for generating arbitrage-free scenario trees 1 1 2 8 2 8 12 52
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices 0 0 0 5 0 2 5 47
A stochastic programming model for the optimal issuance of government bonds 0 0 0 4 0 3 5 19
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 1 6 13 240
Asset and liability modelling for participating policies with guarantees 0 0 0 38 2 6 9 108
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 1 5 7 18
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 1 4 6 48
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 0 5 7 121
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 0 20 0 2 6 77
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 4 12 53
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 2 18 0 3 10 90
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 1 5 7 54
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 2 9 13 110
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 2 5 11 30
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 4 11 17 55
www.Personal_Asset_Allocation 1 1 1 6 2 6 9 55
Total Journal Articles 2 2 7 278 18 90 159 1,284
1 registered items for which data could not be found


Statistics updated 2026-03-04