• 144 Citations
  • 8 h-Index
20042018

Research output per year

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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.

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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 journalArticle

  • 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 journalArticle

  • 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 journalArticle

  • 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 journalArticle

  • 1 Citation (Scopus)

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