Consiglio Andrea

Andrea Consiglio

Information about the author Andrea Consiglio will soon be added to the site.
Found 8 papers in total
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling
2017
We argue that sovereign debt sustainability analysis must be augmented by stochastic...
Simulating term structure of interest rates with arbitrary marginals
Simulating term structure of interest rates with arbitrary marginals
2011
Decision models under uncertainty rely their analysis on scenarios of the economic...
A stochastic programming model for the optimal issuance of government bonds
A stochastic programming model for the optimal issuance of government bonds
2012
Sovereign states issue fixed and floating securities to fund their public debt. The...
A conditional value‐at‐risk model for insurance products with a guarantee
A conditional value‐at‐risk model for insurance products with a guarantee
2009
We propose a model to select the optimal portfolio which underlies insurance policies...
Scenario optimization asset and liability modelling for individual investors
Scenario optimization asset and liability modelling for individual investors
2007
We develop a scenario optimization model for asset and liability management of...
www.Personal_Asset_Allocation
www.Personal_Asset_Allocation
2004
Today consumers demand delivery of financial services anytime and anywhere, and their...
Designing portfolios of financial products via integrated simulation and optimization models
Designing portfolios of financial products via integrated simulation and optimization models
1999
We analyze the problem of debt issuance through the sale of innovative financial...
Scenario modeling for the management of international bond portfolios
Scenario modeling for the management of international bond portfolios
1999
We address the problem of portfolio management in the international bond markets....
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