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 4 8 24 681
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 1 2 9 40
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 3 9 48
Pricing sovereign contingent convertible debt 0 0 0 13 0 1 10 55
Pricing the Option to Surrender in Incomplete Markets 0 0 0 62 3 5 7 155
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 3 5 12 94
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 0 75 0 2 14 161
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 2 5 13 67
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 3 4 10 560
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 2 3 11 574
Total Working Papers 0 0 1 984 19 38 119 2,435


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 2 2 12 109
A parsimonious model for generating arbitrage-free scenario trees 0 1 1 8 0 3 11 53
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices 0 0 0 5 0 0 5 47
A stochastic programming model for the optimal issuance of government bonds 0 0 0 4 5 6 11 25
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 0 2 14 241
Asset and liability modelling for participating policies with guarantees 0 0 0 38 3 5 12 111
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 1 1 2 2 2 3 9 20
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 0 1 6 48
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 2 2 9 123
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 0 20 2 2 7 79
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 2 2 14 55
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 18 1 1 9 91
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 2 3 9 56
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 1 3 14 111
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 4 7 15 35
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 2 6 17 57
www.Personal_Asset_Allocation 0 1 1 6 1 4 9 57
Total Journal Articles 1 3 5 279 29 52 183 1,318
1 registered items for which data could not be found


Statistics updated 2026-05-06