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Author ID: consiglio.andrea Recent zbMATH articles by "Consiglio, Andrea"
Published as: Consiglio, Andrea; Consiglio, A.
Homepage: http://www.unipa.it/persone/docenti/c/andrea.consiglio

Publications by Year

Citations contained in zbMATH Open

17 Publications have been cited 76 times in 66 Documents Cited by Year
Integrated simulation and optimization models for tracking international fixed income indices. Zbl 1013.91098
Consiglio, Andrea; Zenios, Stavros
13
2001
Asset and liability modelling for participating policies with guarantees. Zbl 1138.91491
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
11
2008
A stochastic programming model for the optimal issuance of government bonds. Zbl 1254.90135
Consiglio, Andrea; Staino, Alessandro
8
2012
Scenario modeling for the management of international bond portfolios. Zbl 0920.90004
Beltratti, Andrea; Consiglio, Andrea; Zenios, Stavros A.
7
1999
Scenario optimization asset and liability modelling for individual investors. Zbl 1132.91460
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
7
2007
Designing and pricing guarantee options in defined contribution pension plans. Zbl 1348.91266
Consiglio, Andrea; Tumminello, Michele; Zenios, Stavros A.
5
2015
Evaluation of insurance products with guarantee in incomplete markets. Zbl 1141.91495
Consiglio, Andrea; De Giovanni, Domenico
4
2008
A parsimonious model for generating arbitrage-free scenario trees. Zbl 1468.91165
Consiglio, Andrea; Carollo, Angelo; Zenios, Stavros A.
4
2016
A model for designing callable bonds and its solution using tabu search. Zbl 0901.90011
Consiglio, Andrea; Zenios, Stavros A.
3
1997
The value of integrative risk management for insurance products with guarantees. Zbl 1029.91521
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
2
2002
How to control stock markets. Zbl 0818.90017
Consiglio, Andrea
2
1994
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices. Zbl 1118.91314
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa
2
2005
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders. Zbl 1201.91185
Consiglio, Andrea; Russino, Annalisa
2
2007
Portfolio diversification in the sovereign credit swap markets. Zbl 1417.91444
Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stavros A.
2
2018
Pricing and hedging GDP-linked bonds in incomplete markets. Zbl 1401.91529
Consiglio, Andrea; Zenios, Stavros A.
2
2018
Practical financial optimization. A library of GAMS models. Zbl 1213.91001
Consiglio, Andrea; Nielsen, Søren; Zenios, Stavros A.
1
2009
Designing portfolios of financial products via integrated simulation and optimization models. Zbl 1042.91518
Consiglio, Andrea; Zenios, Stavros A.
1
1999
Portfolio diversification in the sovereign credit swap markets. Zbl 1417.91444
Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stavros A.
2
2018
Pricing and hedging GDP-linked bonds in incomplete markets. Zbl 1401.91529
Consiglio, Andrea; Zenios, Stavros A.
2
2018
A parsimonious model for generating arbitrage-free scenario trees. Zbl 1468.91165
Consiglio, Andrea; Carollo, Angelo; Zenios, Stavros A.
4
2016
Designing and pricing guarantee options in defined contribution pension plans. Zbl 1348.91266
Consiglio, Andrea; Tumminello, Michele; Zenios, Stavros A.
5
2015
A stochastic programming model for the optimal issuance of government bonds. Zbl 1254.90135
Consiglio, Andrea; Staino, Alessandro
8
2012
Practical financial optimization. A library of GAMS models. Zbl 1213.91001
Consiglio, Andrea; Nielsen, Søren; Zenios, Stavros A.
1
2009
Asset and liability modelling for participating policies with guarantees. Zbl 1138.91491
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
11
2008
Evaluation of insurance products with guarantee in incomplete markets. Zbl 1141.91495
Consiglio, Andrea; De Giovanni, Domenico
4
2008
Scenario optimization asset and liability modelling for individual investors. Zbl 1132.91460
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
7
2007
How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders. Zbl 1201.91185
Consiglio, Andrea; Russino, Annalisa
2
2007
A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices. Zbl 1118.91314
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa
2
2005
The value of integrative risk management for insurance products with guarantees. Zbl 1029.91521
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A.
2
2002
Integrated simulation and optimization models for tracking international fixed income indices. Zbl 1013.91098
Consiglio, Andrea; Zenios, Stavros
13
2001
Scenario modeling for the management of international bond portfolios. Zbl 0920.90004
Beltratti, Andrea; Consiglio, Andrea; Zenios, Stavros A.
7
1999
Designing portfolios of financial products via integrated simulation and optimization models. Zbl 1042.91518
Consiglio, Andrea; Zenios, Stavros A.
1
1999
A model for designing callable bonds and its solution using tabu search. Zbl 0901.90011
Consiglio, Andrea; Zenios, Stavros A.
3
1997
How to control stock markets. Zbl 0818.90017
Consiglio, Andrea
2
1994
all top 5

Cited by 147 Authors

9 Zenios, Stavros Andrea
8 Consiglio, Andrea
3 Kim, Woo Chang
2 Beltratti, Andrea
2 Chen, Zhiping
2 Clare, Andrew
2 Cocco, Flavio
2 Fabozzi, Frank J.
2 Filomena, Tiago Pascoal
2 Gaivoronski, Alexei A.
2 Jang, Chul
2 Lee, Yongjae
2 Liu, Jia
2 Mehra, Aparna
2 Owadally, Iqbal
2 Sharma, Amita
2 Tumminello, Michele
2 Weissensteiner, Alex
1 Agrawal, Shubhada
1 Ahmadi, Ardeshir
1 Alem, Douglas José
1 Athanasopoulou, Marialena
1 Bacinello, Anna Rita
1 Barro, Diana
1 Beasley, John E.
1 Bienek, Tobias
1 Blomvall, Jörgen
1 Borenstein, Denis
1 Bovi, Maurizio
1 Çanakoğlu, Ethem
1 Canestrelli, Elio
1 Carollo, Angelo C. M.
1 Cerqueti, Roy
1 Chiarella, Carl
1 Colla, Paolo
1 Consigli, Giorgio
1 Davari-Ardakani, Hamed
1 De Giovanni, Domenico
1 de Lange, Petter E.
1 de Macedo, Guilherme Ribeiro
1 Delgado de Oliveira, Alan
1 Dvorkin, Maximiliano
1 Eling, Martin
1 Erce, Aitor
1 Feng, YongHan
1 Ferstl, Robert
1 Fleten, Stein-Erik
1 Frauendorfer, Karl
1 Gan, Guojun
1 Gatzert, Nadine
1 Gavilan, Angel
1 Goel, Anubha
1 Gu, Ming
1 Guastaroba, Gianfranco
1 Guedes, Pablo Cristini
1 Gulpinar, Nalan
1 Hagenbjörk, Johan
1 Han, Liyan
1 He, Fei
1 Hippert, Benjamin
1 Holmer, Martin R.
1 Iori, Giulia
1 Ji, Bingbing
1 Jin, Ming
1 Jobst, Norbert J.
1 Josephy, Norman H.
1 Kabašinskas, Audrius
1 Kashif, Muhammad
1 Kimball, Lucia
1 Kleinow, Torsten
1 Kopa, Miloš
1 Krylov, Sergiy
1 Kwon, Do-Gyun
1 Laurant, Andrea
1 Lejeune, Miguel A.
1 Li, Lingfei
1 Li, Zhongfei
1 Lim, Dongjae
1 Lin, Changle
1 Lin, Hongcan
1 Linetsky, Vadim
1 Lucas, Cormac A.
1 Maggioni, Francesca
1 Mansini, Renata
1 Marschinski, Robert
1 McKendall, Raymond
1 Meade, Nigel
1 Mei, Yu
1 Melecký, Jan
1 Mitra, Gautam
1 Morabito, Reinaldo
1 Moriggia, Vittorio
1 Moshammer, Edmund
1 Navarro-Barrientos, J. Emeterio
1 Ogryczak, Włodzimierz
1 Östermark, Ralf
1 Pachamanova, Dessislava A.
1 Palhares, Reinaldo M.
1 Pedersen, Anne Marie B.
1 Perelló, Josep
...and 47 more Authors

Citations by Year