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Andrea Consiglio

Professor

 https://orcid.org/0000-0003-1654-9172
  • 144 Citations
  • 8 h-Index
20042018

Research output per year

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Research Output

Contingent Convertible Bonds for Sovereign Debt Risk Management

Consiglio, A. & Zenios, S. A., 2018, In : JOURNAL OF GLOBALIZATION AND DEVELOPMENT. 9, p. 1-24 24 p.

Research output: Contribution to journal › Article

    • Portfolio diversification in the sovereign credit swap markets

    Consiglio, A., Lotfi, S. & Zenios, S. A., 2018, In : Annals of Operations Research. 266, p. 5-33 29 p.

    Research output: Contribution to journal › Article

    • 5 Citations (Scopus)

    Pricing and hedging GDP-linked bonds in incomplete markets

    Consiglio, A. & Zenios, S. A., 2018, In : JOURNAL OF ECONOMIC DYNAMICS & CONTROL. 88, p. 137-155 19 p.

    Research output: Contribution to journal › Article

    • 3 Citations (Scopus)

    Pricing Sovereign contingent convertible debt

    Tumminello, M., Consiglio, A. & Zenios, S. A., 2018, In : International Journal of Theoretical and Applied Finance. 21, p. 1-34 34 p.

    Research output: Contribution to journal › Article

    • 1 Citation (Scopus)

    Un Modello di Massima Copertura della Domanda per l’Allocazione Ottima delle Ciclostazioni di AMAT

    Fricano, S., Pecorella, A., Consiglio, A. & Attanasio, M., 2018, In : D/SEAS WORKING PAPERS. 2, p. 24-38 15 p.

    Research output: Contribution to journal › Article

    Projects

    Modelli per la dinamica dei prezzi di titoli finanziari: aspetti istituzionali ed ipotesi comportamentali in un'ottica agent-based

    Consiglio, A.

    1/1/04 → …

    Project: Research project

    A Stochastic Programming Model for the Optimal Issuance of Government Bonds

    Consiglio, A.

    1/1/08 → …

    Project: Research project

    Modelli di gestione del portafoglio con misure di rischio coerenti.

    Consiglio, A.

    1/1/09 → …

    Project: Research project

    Simulazione della microstruttura di un mercato finanziario di tipo “order driven” con ottimizzazione di portafoglio

    Consiglio, A.

    11/30/04 → 11/30/06

    Project: Research project

    Modelli di Apprendimento e Decisionali in un Mercato Artificiale di Tipo Order-Driven

    Consiglio, A.

    9/22/08 → 9/22/10

    Project: Research project