Risultato della ricerca per anno
Risultato della ricerca 2004 2018
2014
A MULTISTAGE DECISION MODEL FOR THE OPTIMAL ISSUANCE OF SOVEREIGN DEBT UNDER ESA95
Piraino, S., Pecorella, A. & Consiglio, A., 2014, Annali della Facoltà di Economia. pag. 91-115 25 pag.Risultato della ricerca: Chapter
Debt
Decision model
Sovereign debt
Costs
Cost function
2011
Pricing Reinsurance Contracts
Consiglio, A., 2011, Stochastic Optimization Methods in Finance and Energy. pag. 125-139 15 pag. (INTERNATIONAL SERIES IN OPERATIONS RESEARCH & MANAGEMENT SCIENCE).Risultato della ricerca: Chapter
Reinsurance
Insurance
Pricing
Conditional Value at Risk
Costs
2009
Asset Return Dynamics under Alternative Learning Schemes
Lacagnina, V., Consiglio, A., Russino, A. & Catanese, E., 2009, Artificial Economics: The generative Method in Economics. pag. 211-222 268 pag. (LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS).Risultato della ricerca: Chapter
Asset returns
Joint distribution
Long-range dependence
Stylized facts
Fat tails
2007
The PROMETEIA Model for Managing Insurance Policies with Guarantees
Consiglio, A., 2007, Handbook of Asset and Liability Management, 2. Applications and Case Studies. pag. 664-705 42 pag.Risultato della ricerca: Chapter
2006
The Dynamics of Quote Prices in an Artificial Financial Market with Learning Effects
Consiglio, A., Lacagnina, V., Russino, A., Lacagnina, V., Consiglio, A. & Russino, A., 2006, Advances in Artificial Economics. pag. 63-75 13 pag. (LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS).Risultato della ricerca: Chapter
Learning Effect
Financial Markets
Choose
Optimal Portfolio
Copula