Andrea Consiglio

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 3

Top Topics

Risk Management

Social Semantic Desktop

Portfolio Optimization

Top Venues

INFORMS J. Appl. Anal.

Ann. Oper. Res.

Publications

Andrea Consiglio, Akis Kikas, Odysseas P. Michaelides, Stavros A. Zenios
Auditing Public Debt Using Risk Management. INFORMS J. Appl. Anal. 54 (2) (2024)
Stavros A. Zenios, Andrea Consiglio, Marialena Athanasopoulou, Edmund Moshammer, Angel Gavilan, Aitor Erce
Risk Management for Sustainable Sovereign Debt Financing. Oper. Res. 69 (3) (2021)
Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios
Portfolio diversification in the sovereign credit swap markets. Ann. Oper. Res. 266 (1-2) (2018)
Andrea Consiglio, Alessandro Staino
A stochastic programming model for the optimal issuance of government bonds. Ann. Oper. Res. 193 (1) (2012)
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
Asset and liability modelling for participating policies with guarantees. Eur. J. Oper. Res. 186 (1) (2008)
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
Scenario optimization asset and liability modelling for individual investors. Ann. Oper. Res. 152 (1) (2007)
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
www.Personal_Asset_Allocation. Interfaces 34 (4) (2004)
Andrea Consiglio, Stavros A. Zenios
Integrated simulation and optimization models for tracking international fixed income indices. Math. Program. 89 (2) (2001)
Andrea Consiglio, Stavros A. Zenios
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models. Oper. Res. 47 (2) (1999)
Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios
Scenario modeling for the management ofinternational bond portfolios. Ann. Oper. Res. 85 (1999)
Andrea Consiglio, Alessandro Genco, A. Pecorella
Implementing Simulated Annealing in Hypercube Systems. PARCO (1993)