Andrea Consiglio

11 papers Journal 10Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
Auditing Public Debt Using Risk Management.
INFORMS J. Appl. Anal.
Andrea Consiglio, Akis Kikas, Odysseas P. Michaelides, Stavros A. Zenios
2021 J jnl
Risk Management for Sustainable Sovereign Debt Financing.
Oper. Res.
Stavros A. Zenios, Andrea Consiglio, Marialena Athanasopoulou, Edmund Moshammer, Angel Gavilan, Aitor Erce
2018 J jnl
Portfolio diversification in the sovereign credit swap markets.
Ann. Oper. Res.
Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios
2012 J jnl
A stochastic programming model for the optimal issuance of government bonds.
Ann. Oper. Res.
Andrea Consiglio, Alessandro Staino
2008 J jnl
Asset and liability modelling for participating policies with guarantees.
Eur. J. Oper. Res.
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
2007 J jnl
Scenario optimization asset and liability modelling for individual investors.
Ann. Oper. Res.
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
2004 J jnl
www.Personal_Asset_Allocation.
Interfaces
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
2001 J jnl
Integrated simulation and optimization models for tracking international fixed income indices.
Math. Program.
Andrea Consiglio, Stavros A. Zenios
1999 J jnl
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models.
Oper. Res.
Andrea Consiglio, Stavros A. Zenios
1999 J jnl
Scenario modeling for the management ofinternational bond portfolios.
Ann. Oper. Res.
Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios
1993 — conf
Implementing Simulated Annealing in Hypercube Systems.
PARCO
Andrea Consiglio, Alessandro Genco, A. Pecorella