In caso di modifiche a Pure, queste saranno visibili qui a breve.

Risultato della ricerca 2004 2018

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Article
2004
10 Citazioni (Scopus)

www.Personal_Asset_Allocation.

Consiglio, A., Cocco, F. & Zenios, S. A., 2004, In : Interfaces. 34, pag. 287-302

Risultato della ricerca: Article

Finance
World Wide Web
Education
Internet
Planning
2005
8 Citazioni (Scopus)
Portfolio choice
Double auction
Trading mechanism
Simulation analysis
Financial markets
2006
22 Citazioni (Scopus)

Asset and Liability Management for Insurance Products with Minimum Guarantees: The UK Case

Consiglio, A., Saunders, D. & Zenios, S. A., 2006, In : JOURNAL OF BANKING & FINANCE. 30, pag. 645-667

Risultato della ricerca: Article

Asset and liability management
Insurer
Bonus
Profit
Guarantee
2007
5 Citazioni (Scopus)
Double Auction
Liquidity
Simulation Analysis
Financial Markets
Model Choice
11 Citazioni (Scopus)

Scenario Optimization Asset and Liability Modelling for Individual Investors

Consiglio, A., Cocco, F. & Zenios, S. A., 2007, In : Annals of Operations Research. 152, pag. 167-191 25 pag.

Risultato della ricerca: Article

Assets
Liability
Modeling
Individual investors
Scenarios
2008
22 Citazioni (Scopus)

Asset and Liability Modelling for Participating Policies with Guarantee

Consiglio, A., Cocco, F. & Zenios, S. A., 2008, In : European Journal of Operational Research. 186, pag. 380-404 450 pag.

Risultato della ricerca: Article

Optimization Model
Modeling
Constrained optimization
Empirical Analysis
Insurance
6 Citazioni (Scopus)

Evaluation of Insurance Products with Guarantee in Incomplete Markets

Consiglio, A. & De Giovanni, D., 2008, In : INSURANCE MATHEMATICS & ECONOMICS. 42, pag. 332-342 400 pag.

Risultato della ricerca: Article

Incomplete Markets
Insurance
Incompleteness
Evaluation
Regulator
2009
3 Citazioni (Scopus)
Conditional Model
Insurance
Conditional Value at Risk
Optimal Portfolio
Objective function
2010
9 Citazioni (Scopus)

Pricing the option to surrender in incomplete markets

Consiglio, A. & De Giovanni, D., 2010, In : JOURNAL OF RISK AND INSURANCE. 77, pag. 935-957 22 pag.

Risultato della ricerca: Article

Incomplete markets
Pricing
Incompleteness
Empirical analysis
International accounting standards
2011
Term Structure of Interest Rates
Interest Rates
Arbitrary
Leptokurtic
Economics
2012
13 Citazioni (Scopus)
Government bonds
Conditional value at risk
Stochastic programming
Trade-offs
Public debt
2015
3 Citazioni (Scopus)
Defined contribution
Pricing
Defined contribution pension plan
Guarantee
Defined benefit
debt
risk management
indebtedness
restructuring
debt crisis
3 Citazioni (Scopus)

Risk profiles for re-profiling sovereign debt

Consiglio, A. & Zenios, S., 2015, In : Journal of Risk Finance. 16, pag. 2-26 25 pag.

Risultato della ricerca: Article

Debt
Profiling
Sovereign debt
Italy
Sanctions
2016
14 Citazioni (Scopus)

A parsimonious model for generating arbitrage-free scenario trees

Carollo, A., Consiglio, A. & Zenios, S. A., 2016, In : Quantitative Finance. 16, pag. 201-212 12 pag.

Risultato della ricerca: Article

Scenarios
Arbitrage
Risk factors
Optimization problem
Financial risk
2017
1 Citazione (Scopus)
Sustainability
Sustainable development
Strategic Planning
Strategic planning
Risk Measures
2018

Contingent Convertible Bonds for Sovereign Debt Risk Management

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

Risultato della ricerca: Article

debt
risk management
indebtedness
market
debt crisis
4 Citazioni (Scopus)

Portfolio diversification in the sovereign credit swap markets

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

Risultato della ricerca: Article

Swaps
Credit
Credit default swaps
Portfolio diversification
Euro zone
3 Citazioni (Scopus)

Pricing and hedging GDP-linked bonds in incomplete markets

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

Risultato della ricerca: Article

Incomplete Markets
Hedging
Parameter Design
Pricing
Risk Factors
1 Citazione (Scopus)
Convertible bonds
Pricing
Convertible debt
Credit default swap (CDS) spreads
Bond prices