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 0 288 1 2 23 683
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 0 1 10 41
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 0 9 49
Pricing sovereign contingent convertible debt 0 0 0 13 1 1 10 56
Pricing the Option to Surrender in Incomplete Markets 0 0 0 62 0 0 7 155
Risk Management Optimization for Sovereign Debt Restructuring 0 1 1 31 1 3 15 97
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 0 75 0 0 13 161
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 1 1 13 68
Scenario Modeling for the Management of International Bond Portfolios 0 1 1 273 0 2 11 563
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 0 2 14 577
Total Working Papers 0 2 2 986 4 12 125 2,450


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 1 14 112
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 8 0 1 13 55
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices 0 0 0 5 0 0 4 47
A stochastic programming model for the optimal issuance of government bonds 0 0 0 4 1 3 14 28
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 0 1 14 243
Asset and liability modelling for participating policies with guarantees 0 0 0 38 0 0 14 113
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 2 0 2 10 22
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 0 0 6 48
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 0 1 10 124
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 0 20 0 0 7 80
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 1 2 12 57
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 18 1 3 13 95
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 0 0 9 56
Risk Management Optimization for Sovereign Debt Restructuring 0 1 1 21 1 5 17 116
Scenario modeling for the management ofinternational bond portfolios 0 2 2 2 2 4 18 39
Scenario optimization asset and liability modelling for individual investors 0 0 0 5 1 1 17 58
www.Personal_Asset_Allocation 0 0 1 6 1 1 10 58
Total Journal Articles 0 3 6 282 8 25 202 1,351
1 registered items for which data could not be found


Statistics updated 2026-09-10