CONSIGLIO, Andrea
CONSIGLIO, Andrea
Scienze Economiche, Aziendali e Statistiche
A Conditional Value–at–Risk Model for Insurance Products with Guarantee
2009-01-01 CONSIGLIO, A; PECORELLA, A; ZENIOS, A
A High-Frequency Data Analysis of a Double Auction Artificial Financial Market
2004-01-01 CONSIGLIO A; V LACAGNINA; RUSSINO A
A model for designing callable bonds and its solution using tabu search
1997-01-01 Consiglio A.; Zenios S.A.
A MULTISTAGE DECISION MODEL FOR THE OPTIMAL ISSUANCE OF SOVEREIGN DEBT UNDER ESA95
2014-01-01 Consiglio, A; Pecorella, A;Piraino, S
A parsimonious model for generating arbitrage-free scenario trees
2016-01-01 Consiglio, A.; Carollo, A.; Zenios, S.
A Simulation Analysis of the Microstructure of an Order Driven Financial Market with Multiple Securities and Portfolio Choices
2005-01-01 CONSIGLIO, A; RUSSINO, A; LACAGNINA, V
A Simulation Analysis of the Microstructure of an Order Driven Financial Market with n Securities and Portfolio Choices
2004-01-01 CONSIGLIO A; LACAGNINA V; RUSSINO A
A stochastic programming model for the optimal issuance of government bonds
2012-01-01 Consiglio, A; Staino, A
Analisi e monitoraggio della diffusione del Covid19 in Italia: il gruppo CoViSTAT19
2020-01-01 Muggeo V; Consiglio A; Sottile G; Genova V; Bertolazzi G; Porcu M
Artificial Markets Modeling. Methods and Applications
2007-01-01 CONSIGLIO ANDREA
Asset and Liability Management for Insurance Products with Minimum Guarantees: The UK Case
2006-01-01 CONSIGLIO, A; SAUNDERS, D; ZENIOS, SA
Asset and Liability Modelling for Participating Policies with Guarantee
2008-01-01 CONSIGLIO, A; COCCO, F; ZENIOS, S
Asset Return Dynamics under Alternative Learning Schemes
2009-01-01 Catanese, E.; Consiglio, A.; Lacagnina, V.; Russino, A.
Auditing Public Debt Using Risk Management
2024-01-01 Consiglio, A; Kikas, A; Michaelides, OP; Zenios, SA
Breakup and default risks in the great lockdown
2023-02-01 Bonaccolto G.; Borri N.; Consiglio A.
Contingent Convertible Bonds for Sovereign Debt Risk Management
2018-01-01 Consiglio, Andrea; Zenios, Stavros A.
Designing and pricing guarantee options in defined contribution pension plans
2015-01-01 Consiglio, A.; Tumminello, M.; Zenios, S.
Designing portfolios of financial products via integrated simulation and optimization models
1999-01-01 Consiglio A.; Zenios S.A.
Evaluation of Insurance Products with Guarantee in Incomplete Markets
2008-01-01 CONSIGLIO ANDREA; DE GIOVANNI D
High-Frequency Data Analysis of a Double Auction Artificial Financial Market
2004-01-01 CONSIGLIO A; V LACAGNINA; RUSSINO A