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 1 1 5 661
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 2 2 2 33
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 3 4 43
Pricing sovereign contingent convertible debt 0 0 0 13 1 1 3 47
Pricing the Option to Surrender in Incomplete Markets 0 0 1 62 0 0 2 148
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 3 4 6 86
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 2 2 6 150
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 3 4 5 59
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 0 1 3 553
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 0 3 3 566
Total Working Papers 0 0 3 984 12 21 39 2,346

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 1 3 4 101
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 7 1 2 4 44
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices 0 0 0 5 0 2 3 45
A stochastic programming model for the optimal issuance of government bonds 0 0 0 4 0 2 2 16
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 1 5 7 234
Asset and liability modelling for participating policies with guarantees 0 0 0 38 3 3 3 102
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 0 1 2 13
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 0 2 3 44
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 2 2 3 116
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 0 20 2 2 4 75
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 2 4 9 49
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 3 18 4 5 10 87
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 0 2 3 49
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 0 2 4 101
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 0 4 6 25
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 1 3 8 44
www.Personal_Asset_Allocation 0 0 0 5 0 1 4 49
Total Journal Articles 0 0 6 276 17 45 79 1,194
1 registered items for which data could not be found
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Statistics updated 2025-12-06