Research Output per year
Fingerprint 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.
- 2 Similar Profiles
Term Structure of Interest Rates
Mathematics
Double Auction
Mathematics
Conditional Value at Risk
Mathematics
Insurance
Mathematics
Sustainability
Mathematics
Interest Rates
Mathematics
Financial Markets
Mathematics
Modeling
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2004 2018
Contingent Convertible Bonds for Sovereign Debt Risk Management
Consiglio, A. & Zenios, S. A., 2018, In : Default journal. 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 : Default journal. 266, p. 5-33 29 p.Research output: Contribution to journal › Article
Credit
Swaps
Credit default swaps
Portfolio diversification
Euro zone
Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, A. & Zenios, S. A., 2018, In : Default journal. 88, p. 137-155 19 p.Research output: Contribution to journal › Article
Hedging
Incomplete markets
Pricing
Coupons
Risk factors
Pricing Sovereign contingent convertible debt
Tumminello, M., Consiglio, A. & Zenios, S. A., 2018, In : Default journal. 21, p. 1-34 34 p.Research output: Contribution to journal › Article
Un Modello di Massima Copertura della Domanda per l’Allocazione Ottima delle Ciclostazioni di AMAT
Attanasio, M., Fricano, S., Pecorella, A. & Consiglio, A., 2018, In : Default journal. 2, p. 24-38 15 p.Research output: Contribution to journal › Article
Projects 2004 2018
A Stochastic Programming Model for the Optimal Issuance of Government Bonds
1/1/08 → …
Project: Research project
Modelli di gestione del portafoglio con misure di rischio coerenti.
1/1/09 → …
Project: Research project
Simulazione della microstruttura di un mercato finanziario di tipo “order driven” con ottimizzazione di portafoglio
11/30/04 → 11/30/06
Project: Research project
Modelli di Apprendimento e Decisionali in un Mercato Artificiale di Tipo Order-Driven
9/22/08 → 9/22/10
Project: Research project