This file is part of IDEAS, which uses RePEc data

Information about:
Andrea Consiglio

Personal Details | Affiliation | Works

This is information that was supplied by Andrea Consiglio in registering through RePEc. If you are Andrea Consiglio , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Andrea
Middle Name:
Last Name: Consiglio
Suffix:

RePEc Short-ID: pco223

Email:
Homepage: http://www.unipa.it/consiglio
Postal Address:
Phone:

Affiliation

(in no particular order)

Dipartimento di Scienze Statistiche e Matematiche "Silvio Vianelli"
Homepage: http://dssm.unipa.it
Location: Palermo

Works

Working papers

Consiglio, Andrea & De Giovanni, Domenico, 2007. "Pricing the Option to Surrender in Incomplete Markets," Finance Research Group Working Papers F-2007-02, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "The Value of Integrative Risk Management for Insurance Products with Guarantees," Center for Financial Institutions Working Papers 01-06, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "Asset and Liability Modeling for Participating Policies with Guarantees," Center for Financial Institutions Working Papers 00-41, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Published as:
- Consiglio, Andrea & Cocco, Flavio & Zenios, Stavros A., 2008. "Asset and liability modelling for participating policies with guarantees," European Journal of Operational Research, Elsevier, vol. 186(1), pages 380-404, April. [Downloadable!] (restricted)
Andrea Beltratti & Andrea Consiglio & Stavros A. Zenios, 1998. "Scenario Modeling for the Management of International Bond Portfolios," Center for Financial Institutions Working Papers 98-20, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

Articles

Consiglio, Andrea & Cocco, Flavio & Zenios, Stavros A., 2008. "Asset and liability modelling for participating policies with guarantees," European Journal of Operational Research, Elsevier, vol. 186(1), pages 380-404, April. [Downloadable!] (restricted)
Other versions:
- Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "Asset and Liability Modeling for Participating Policies with Guarantees," Center for Financial Institutions Working Papers 00-41, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
Consiglio, Andrea & Russino, Annalisa, 2007. "How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders," Journal of Economic Dynamics and Control, Elsevier, vol. 31(6), pages 1910-1937, June. [Downloadable!] (restricted)
Consiglio, Andrea & Saunders, David & Zenios, Stavros A., 2006. "Asset and liability management for insurance products with minimum guarantees: The UK case," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 645-667, February. [Downloadable!] (restricted)
Consiglio, Andrea & Zenios, Stavros A., 1997. "A model for designing callable bonds and its solution using tabu search," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1445-1470, June. [Downloadable!] (restricted)

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ACC: Accounting & Auditing (2) 2001-07-23 2001-07-23 Author is listed
NEP-FMK: Financial Markets (1) 2001-07-23 Author is listed
NEP-IAS: Insurance Economics (2) 2001-07-23 2008-03-08 Author is listed
NEP-MKT: Marketing (1) 2008-03-08 Author is listed

Did you know? About five million pdf files are downloaded through RePEc every year.

This page was last updated on 2008-8-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.