Andrea Consiglio

According to our database, Andrea Consiglio authored at least 10 papers between 1993 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Risk Management for Sustainable Sovereign Debt Financing.

Stavros A. Zenios, Andrea Consiglio, Marialena Athanasopoulou, Edmund Moshammer, Angel Gavilan, Aitor Erce

Oper. Res., 2021

2018

Portfolio diversification in the sovereign credit swap markets.

Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios

Ann. Oper. Res., 2018

2012

A stochastic programming model for the optimal issuance of government bonds.

Andrea Consiglio, Alessandro Staino

Ann. Oper. Res., 2012

2008

Asset and liability modelling for participating policies with guarantees.

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Eur. J. Oper. Res., 2008

2007

Scenario optimization asset and liability modelling for individual investors.

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Ann. Oper. Res., 2007

2004

www.Personal_Asset_Allocation.

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Interfaces, 2004

2001

Integrated simulation and optimization models for tracking international fixed income indices.

Andrea Consiglio, Stavros A. Zenios

Math. Program., 2001

1999

Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models.

Andrea Consiglio, Stavros A. Zenios

Oper. Res., 1999

Scenario modeling for the management ofinternational bond portfolios.

Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios

Ann. Oper. Res., 1999

1993

Implementing Simulated Annealing in Hypercube Systems.

Andrea Consiglio, Alessandro Genco, A. Pecorella

Proceedings of the Parallel Computing: Trends and Applications, 1993