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 0 288 0 4 22 681
Desinging Guarantee Options in Defined Contributions Pension Plans 0 0 0 8 1 2 10 41
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 2 10 49
Pricing sovereign contingent convertible debt 0 0 0 13 0 0 10 55
Pricing the Option to Surrender in Incomplete Markets 0 0 0 62 0 3 7 155
Risk Management Optimization for Sovereign Debt Restructuring 1 1 1 31 1 4 13 95
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 0 75 0 0 14 161
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 0 2 13 67
Scenario Modeling for the Management of International Bond Portfolios 1 1 1 273 2 6 13 563
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 1 4 13 576
Total Working Papers 2 2 2 986 5 27 125 2,443


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 4 14 111
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 8 0 1 12 54
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 0 5 11 25
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 1 2 15 243
Asset and liability modelling for participating policies with guarantees 0 0 0 38 0 5 14 113
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 1 1 2 0 2 8 20
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 0 0 6 48
Evaluation of insurance products with guarantee in incomplete markets 0 0 0 22 0 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 0 3 8 80
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 1 3 12 56
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 18 1 3 11 93
Pricing the Option to Surrender in Incomplete Markets 0 0 0 7 0 2 9 56
Risk Management Optimization for Sovereign Debt Restructuring 1 1 1 21 2 3 15 113
Scenario modeling for the management ofinternational bond portfolios 2 2 2 2 2 6 16 37
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 0 2 17 57
www.Personal_Asset_Allocation 0 0 1 6 0 1 9 57
Total Journal Articles 3 4 7 282 7 44 191 1,333
1 registered items for which data could not be found


Statistics updated 2026-07-10