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 0 287 0 1 2 657
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 0 0 0 31
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 0 0 39
Pricing sovereign contingent convertible debt 0 0 0 13 0 1 1 45
Pricing the Option to Surrender in Incomplete Markets 0 1 1 62 0 2 4 148
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 0 2 3 82
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 2 74 0 2 9 146
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 0 0 0 54
Scenario Modeling for the Management of International Bond Portfolios 0 0 1 272 0 0 1 550
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 0 0 3 563
Total Working Papers 0 1 4 982 0 8 23 2,315

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 0 0 97
A parsimonious model for generating arbitrage-free scenario trees 0 0 0 6 0 0 0 40
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices 0 0 0 5 0 0 1 42
A stochastic programming model for the optimal issuance of government bonds 0 0 1 4 0 0 2 14
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 0 0 2 227
Asset and liability modelling for participating policies with guarantees 0 0 1 38 0 0 2 99
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 0 0 0 0 0 11
Designing and pricing guarantee options in defined contribution pension plans 0 0 1 8 0 1 2 42
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 0 1 1 114
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 1 20 0 0 1 71
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 1 1 41
Pricing and hedging GDP-linked bonds in incomplete markets 1 1 1 16 3 3 3 80
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 0 1 1 47
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 0 0 2 97
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 0 0 1 19
Scenario optimization asset and liability modelling for individual investors 0 0 1 4 0 2 13 38
www.Personal_Asset_Allocation 0 0 0 5 1 1 2 46
Total Journal Articles 1 1 6 271 4 10 34 1,125
1 registered items for which data could not be found
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Statistics updated 2025-03-03