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 1 1 1 288 2 2 3 659
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 0 1 45
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 0 0 3 82
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 2 75 0 0 7 147
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 0 272 0 0 0 550
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 0 0 1 563
Total Working Papers 1 1 4 984 2 2 17 2,318


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 1 1 7 0 2 2 42
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 1 1 2 228
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 1 1 1 0 1 1 12
Designing and pricing guarantee options in defined contribution pension plans 0 0 1 8 0 0 2 42
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 0 0 1 114
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders 0 0 0 20 0 1 1 72
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 3 4 44
Pricing and hedging GDP-linked bonds in incomplete markets 0 2 3 18 0 2 5 82
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 0 0 1 47
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 0 1 1 98
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 1 1 3 21
Scenario optimization asset and liability modelling for individual investors 0 0 0 4 0 1 11 40
www.Personal_Asset_Allocation 0 0 0 5 0 0 4 48
Total Journal Articles 0 4 8 275 2 13 43 1,142
1 registered items for which data could not be found


Statistics updated 2025-07-04