Research output per year
Research output per year
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Dive into the research topics where Andrea Consiglio is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
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Risk Management for Sustainable Sovereign Debt Financing
Consiglio, A., 2021, In: Operations Research. 19 p.Research output: Contribution to journal › Article › peer-review
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Analisi e monitoraggio della diffusione del Covid19 in Italia: il gruppo CoViSTAT19
Muggeo, V. M. R., Bertolazzi, G., Consiglio, A., Sottile, G., Genova, V. G. & Porcu, M., 2020, In: STATISTICA & SOCIETÀ. anno IX, p. 1-4 4 p.Research output: Contribution to journal › Article › peer-review
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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 › peer-review
1 Citation (Scopus) -
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 › peer-review
6 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 › peer-review
4 Citations (Scopus)
Projects
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Valutazione delle opzioni reali implicite nelle polizze assicurative
1/1/04 → …
Project: Research project
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Valutazione delle opzioni reali implicite nelle polizze assicurative
1/1/05 → …
Project: Research project
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A Simulation Analysis of the Microstructure of an Order Driven Financial Market
1/1/05 → …
Project: Research project
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