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 7 13 16 673
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 3 7 7 38
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 2 6 45
Pricing sovereign contingent convertible debt 0 0 0 13 7 8 9 54
Pricing the Option to Surrender in Incomplete Markets 0 0 0 62 2 2 2 150
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 1 6 7 89
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 7 11 13 159
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 2 6 8 62
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 2 3 6 556
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 1 5 8 571
Total Working Papers 0 0 2 984 33 63 82 2,397

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 3 7 10 107
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 7 6 7 10 50
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices 0 0 0 5 2 2 5 47
A stochastic programming model for the optimal issuance of government bonds 0 0 0 4 2 3 5 19
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 5 6 12 239
Asset and liability modelling for participating policies with guarantees 0 0 0 38 1 7 7 106
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 2 4 6 17
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 3 3 5 47
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 4 7 7 121
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 0 20 2 4 6 77
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 1 6 12 53
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 3 18 1 7 13 90
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 3 4 6 53
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 5 7 11 108
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 2 3 9 28
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 5 8 13 51
www.Personal_Asset_Allocation 0 0 0 5 1 4 8 53
Total Journal Articles 0 0 6 276 48 89 145 1,266
1 registered items for which data could not be found
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Statistics updated 2026-02-12