Andrea Consiglio: search on Z-Library

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1

A parsimonious model for generating arbitrage-free scenario trees

Consiglio, Andrea, Carollo, Angelo, Zenios, Stavros A.

Journal:

Quantitative Finance

Year:

2016

Language:

english

File:

PDF, 648 KB

english, 2016

2

Asset and liability management for insurance products with minimum guarantees: The UK case

Andrea Consiglio, David Saunders, Stavros A. Zenios

Journal:

Journal of Banking & Finance

Year:

2006

Language:

english

File:

PDF, 246 KB

english, 2006

3

Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling

Consiglio, Andrea, Zenios, Stavros A.

Journal:

Optimization and Engineering

Year:

2017

Language:

english

File:

PDF, 856 KB

english, 2017

4

Synthesis and Characterization of New Organic Phosphonates Monomers as Flame Retardant Additives for Polymers

Finocchiaro, Paolo, Consiglio, Giuseppe A., Imbrogiano, Andrea, Failla, Salvatore

Journal:

Phosphorus Sulfur and Silicon and the Related Elements

Year:

2007

Language:

english

File:

PDF, 271 KB

english, 2007

5

Information systems and information technologies as enablers of innovation and knowledge creation and sharing in professional service firms

Tomo, Andrea, Mangia, Gianluigi, Consiglio, Stefano

Journal:

Technology Analysis & Strategic Management

Year:

2020

File:

PDF, 1.32 MB

2020

6

Generating Multi-Asset Arbitrage-Free Scenario Trees with Global Optimization

Consiglio, Andrea, Carollo, Angelo, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 512 KB

english, 2013

7

Evaluation of insurance products with guarantee in incomplete markets

Andrea Consiglio, Domenico De Giovanni

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 963 KB

english, 2008

8

Integrated simulation and optimization models for tracking international fixed income indices

Andrea Consiglio, Stavros A. Zenios

Journal:

Mathematical Programming

Year:

2001

Language:

english

File:

PDF, 276 KB

english, 2001

9

A simulation analysis of the microstructure of an order driven financial market with multiple securities and portfolio choices

Consiglio *, Andrea, Lacagnina, Valerio, Russino, Annalisa

Journal:

Quantitative Finance

Year:

2005

Language:

english

File:

PDF, 1.31 MB

english, 2005

10

Risk Management Optimization for Sovereign Debt Restructuring

Consiglio, Andrea, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.28 MB

english, 2015

11

www.Personal_Asset_Allocation

Andrea Consiglio, Flavio Cocco and Stavros A. Zenios

Journal:

Year:

2004

Language:

english

File:

PDF, 3.53 MB

english, 2004

12

A conditional value-at-risk model for insurance products with a guarantee

Consiglio, Andrea, Pecorella, Antonio, Zenios, Stavros A.

Journal:

International Journal of Risk Assessment and Management

Year:

2009

Language:

english

File:

PDF, 443 KB

english, 2009

13

Risk profiles for re-profiling the sovereign debt of crisis countries

Consiglio, Andrea, Zenios, Stavros

Journal:

The Journal of Risk Finance

Year:

2015

Language:

english

File:

PDF, 683 KB

english, 2015

14

How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders

Andrea Consiglio, Annalisa Russino

Journal:

Journal of Economic Dynamics and Control

Year:

2007

Language:

english

File:

PDF, 521 KB

english, 2007

15

The clinical and imaging presentation of acute "non complicated" pyelonephritis: A new profile for an ancient disease

Giorgina Barbara Piccoli, Valentina Consiglio, Maria Chiara Deagostini, Melania Serra, Marilisa Biolcati, Francesca Ragni, Alberto Biglino, Agostino De Pascale, Mauro Felice Frascisco, Andrea Veltri,

Journal:

Year:

2011

Language:

english

File:

PDF, 347 KB

english, 2011

16

Designing Portfolios of Financial Products Via Integrated Simulation and Optimization Models

Andrea Consiglio and Stavros A. Zenios

Journal:

Operations Research

Year:

1999

Language:

english

File:

PDF, 1.13 MB

english, 1999

17

Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models

Consiglio, Andrea, Zenios, Stavros A.

Journal:

Operations Research

Year:

1999

Language:

english

File:

PDF, 601 KB

english, 1999

18

Pricing and hedging GDP-linked bonds in incomplete markets

Consiglio, Andrea, Zenios, Stavros A.

Journal:

Journal of Economic Dynamics and Control

Year:

2018

Language:

english

File:

PDF, 1.70 MB

english, 2018

19

Designing and pricing guarantee options in defined contribution pension plans

Consiglio, Andrea, Tumminello, Michele, Zenios, Stavros A.

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 643 KB

english, 2015

20

Low-Dose Coronary CT Angiography in Patients with Atrial Fibrillation: Comparison of Image Quality and Radiation Exposure with Two Different Approaches

Mushtaq, Saima, Pontone, Gianluca, Conte, Edoardo, Guglielmo, Marco, Consiglio, Elisa, Magatelli, Marco, Oliveira, Margarida, Muscogiuri, Giuseppe, Annoni, Andrea, Baggiano, Andrea, Formenti, Alberto,

Journal:

Academic Radiology

Year:

2018

Language:

english

File:

PDF, 762 KB

english, 2018

21

Ruthenium(II) complexes with the atropisomeric diphosphine 2,2?-bis(diphenylphosphino)-6,6?-dimethylbiphenyl in the enantioselective hydrogenation of pentane-2,4-dione

Mezzetti, Antonio, Tschumper, Andreas, Consiglio, Giambattista

Journal:

Journal of the Chemical Society Dalton Transactions

Year:

1995

Language:

english

File:

PDF, 1.19 MB

english, 1995

22

How to control stock markets

CONSIGLIO, ANDREA

Journal:

International Journal of Systems Science

Year:

1994

Language:

english

File:

PDF, 266 KB

english, 1994

23

Asset and liability modelling for participating policies with guarantees

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Journal:

European Journal of Operational Research

Year:

2008

Language:

english

File:

PDF, 309 KB

english, 2008

24

Case-crossover study design in pharmacoepidemiology: systematic review and recommendations

Consiglio, Giulia P., Burden, Andrea M., Maclure, Malcolm, McCarthy, Lisa, Cadarette, Suzanne M.

Journal:

Pharmacoepidemiology and Drug Safety

Year:

2013

Language:

english

File:

PDF, 246 KB

english, 2013

25

Contingent Convertible Bonds for Sovereign Debt Risk Management

Consiglio, Andrea, Zenios, Stavros A.

Journal:

Journal of Globalization and Development

Year:

2018

Language:

english

File:

PDF, 1.76 MB

english, 2018

26

Tailoring dialysis and resuming low-protein diets may favor chronic dialysis discontinuation: Report on three cases

Piccoli, Giorgina Barbara, Guzzo, Gabriella, Vigotti, Federica Neve, Capizzi, Irene, Clari, Roberta, Scognamiglio, Stefania, Consiglio, Valentina, Aroasio, Emiliano, Gonella, Silvana, Veltri, Andrea,

Journal:

Hemodialysis International

Year:

2014

Language:

english

File:

PDF, 66 KB

english, 2014

27

Synthesis, Characterization, and Properties of New Phosphorus-Containing Epoxy Resins

Failla, Salvatore, Finocchiaro, Paolo, Consiglio, Giuseppe A., Samperi, Filippo, Battiato, Salvatore, Scamporrino, Andrea

Journal:

Phosphorus Sulfur and Silicon and the Related Elements

Year:

2011

Language:

english

File:

PDF, 664 KB

english, 2011

28

The Value of Integrative Risk Management for Insurance Products with Guarantees

CONSIGLIO, ANDREA, COCCO, FLAVIO, ZENIOS, STAVROS A.

Journal:

The Journal of Risk Finance

Year:

2001

Language:

english

File:

PDF, 471 KB

english, 2001

29

www.Personal_Asset_Allocation

Consiglio, Andrea, Cocco, Flavio, Zenios, Stavros A.

Journal:

Year:

2004

Language:

english

File:

PDF, 574 KB

english, 2004

30

Non-Gaussian Distribution for Var Calculation: an Assessment for the Italian Market

Consiglio, Andrea, Massabò, Ivar, Ortobelli, Sergio

Journal:

IFAC Proceedings Volumes

Year:

2001

Language:

english

File:

PDF, 3.26 MB

english, 2001

31

Portfolio diversification in the sovereign credit swap markets

Consiglio, Andrea, Lotfi, Somayyeh, Zenios, Stavros A.

Journal:

Annals of Operations Research

Year:

2017

Language:

english

File:

PDF, 1.21 MB

english, 2017

32

Scenario modeling for the management ofinternational bond portfolios

Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios

Journal:

Annals of Operations Research

Year:

1999

Language:

english

File:

PDF, 293 KB

english, 1999

33

[IEEE 2013 Convegno Nazionale AEIT: Innovation and Scientific and Technical Culture for Development (AEIT) - Mondello, Palermo, Italy (2013.10.3-2013.10.5)] AEIT Annual Conference 2013 - Performances of the first electric storage system of Enel Distribuzione

Consiglio, Lilia, Di Lembo, Giorgio, Noce, Christian, Eckert, Peter, Rasic, Andreja, Schuette, Andreas

Year:

2013

Language:

english

File:

PDF, 329 KB

english, 2013

34

Designing Guarantee Options in Defined Contribution Pension Plans

Consiglio, Andrea, Tumminello, Michele, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 401 KB

english, 2015

35

Pricing and Hedging GDP-linked Bonds in Incomplete Markets

Consiglio, Andrea, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.15 MB

english, 2018

36

Behavior and Design of Post-Installed Rebar Connections under Temperature

Muciaccia, Giovanni, Consiglio, Andrea, Rosati, Gianpaolo

Journal:

Key Engineering Materials

Year:

2016

Language:

english

File:

PDF, 1.31 MB

english, 2016

37

Multi Frequency Phase Fluorimetry (MFPF) for Oxygen Partial Pressure Measurement: Ex Vivo Validation by Polarographic Clark-Type Electrode

Boehme, Stefan, Duenges, Bastian, Klein, Klaus U., Hartwich, Volker, Mayr, Beate, Consiglio, Jolanda, Baumgardner, James E., Markstaller, Klaus, Basciani, Reto, Vogt, Andreas, Patterson, Randen Lee

Journal:

Year:

2013

Language:

english

File:

PDF, 379 KB

english, 2013

38

Pricing Sovereign Contingent Convertible Debt

Consiglio, Andrea, Tumminello, Michele, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 810 KB

english, 2016

39

Scenario optimization asset and liability modelling for individual investors

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios

Journal:

Annals of Operations Research

Year:

2007

Language:

english

File:

PDF, 593 KB

english, 2007

40

Metformin-Associated Lactic Acidosis Undergoing Renal Replacement Therapy in Intensive Care Units: A Five-Million Population-Based Study in the North-West of Italy

Mariano, Filippo, Pozzato, Marco, Inguaggiato, Paola, Guarena, Cesare, Turello, Ernesto, Manes, Massimo, David, Paola, Berutti, Silvia, Consiglio, Valentina, Amore, Alessandro, Campo, Andrea, Marino,

Journal:

Blood Purification

Year:

2017

Language:

english

File:

PDF, 583 KB

english, 2017

41

New methods for small area estimation with linkage uncertainty

Briscolini, Dario, Di Consiglio, Loredana, Liseo, Brunero, Tancredi, Andrea, Tuoto, Tiziana

Journal:

International Journal of Approximate Reasoning

Year:

2018

Language:

english

File:

PDF, 744 KB

english, 2018

42

Insurance League: Italy vs. U.K.

CONSIGLIO, ANDREA, SAUNDERS, DAVID, ZENIOS, STAVROS

Journal:

The Journal of Risk Finance

Year:

2003

Language:

english

File:

PDF, 322 KB

english, 2003

43

Portfolio Diversification in the Sovereign Credit Swap Markets

Consiglio, Andrea, Lotfi, Somayyeh, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 713 KB

english, 2016

44

Stories of grey zone between corruption and whistleblowing: insights from the Italian public administration

Tomo, Andrea, De Nito, Ernesto, Canonico, Paolo, Mangia, Gianluigi, Consiglio, Stefano

Journal:

Meditari Accountancy Research

Year:

2020

File:

PDF, 517 KB

2020

45

The Case for Contingent Convertible Debt for Sovereigns

Consiglio, Andrea, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 877 KB

english, 2015

46

Pricing the Option to Surrender in Incomplete Markets

Andrea Consiglio, Domenico De Giovanni

Journal:

Journal of Risk and Insurance

Year:

2010

Language:

english

File:

PDF, 330 KB

english, 2010

47

Simulating term structure of interest rates with arbitrary marginals

Consiglio, Andrea, Guirreri, Sergio

Journal:

International Journal of Risk Assessment and Management

Year:

2011

Language:

english

File:

PDF, 329 KB

english, 2011

48

An in vitro lung model to assess true shunt fraction by multiple inert gas elimination

Varadarajan, Balamurugan, Vogt, Andreas, Hartwich, Volker, Vasireddy, Rakesh, Consiglio, Jolanda, Hugi-Mayr, Beate, Eberle, Balthasar, Hartmann, Erik K.

Journal:

Year:

2017

Language:

english

File:

PDF, 4.47 MB

english, 2017

49

Risk Profiles for Re-Profiling the Sovereign Debt of Crisis Countries

Consiglio, Andrea, Zenios, Stavros A.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.23 MB

english, 2014

50

Simulating Term Structure of Interest Rates with Arbitrary Marginals

Consiglio, Andrea

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 199 KB

english, 2007

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