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Andrea Consiglio

SSRN Author Rank: 24,971 by Downloads

 Professor
 

University of Palermo


 Deparment of Economics and Statistics
 Viale delle Scienze - Ed. 13
 Palermo, 90128
 Italy
 HOME PAGE: http://portale.unipa.it/persone/docenti/c/andrea.consiglio
 email address

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. Andrea Consiglio's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,333
Total
Citations
1
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Risk Management Optimization for Sovereign Debt Restructuring | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Globalization and Development, Vol. 6(2), pp. 181–213, Feb. 2016., The Wharton School Financial Institutions Centre No. 14-10,
Number of Pages in PDF File: 28
Consiglio, Andrea
University of Palermo
Zenios, Stavros A.
University of Cyprus
Posted:
11 Aug 14
Last Revised:
22 May 16
235
(70,927)
 

2.   Incl. Electronic Paper
Consiglio, Andrea
University of Palermo
De Giovanni, Domenico
University of Palermo
Posted:
31 Mar 07
Last Revised:
16 Nov 10
188
(120,727)
 

3.  
Consiglio, Andrea
University of Palermo
Posted:
11 May 07
171
(126,376)
 

4.  
Consiglio, Andrea
University of Palermo
Staino, Alessandro
University of Palermo - Dipartimento di Scienze Statistiche e Matematiche
Posted:
06 Oct 08
Last Revised:
18 Sep 14
119
(171,902)
1

5.  
Risk Profiles for Re-Profiling the Sovereign Debt of Crisis Countries | Show Abstract | Download This Paper | Open PDF in Browser |
Forthcoming in Journal of Risk Finance, The Wharton School Financial Institutions Centre Research Paper No. 14-14.
Number of Pages in PDF File: 22
Consiglio, Andrea
University of Palermo
Zenios, Stavros A.
University of Cyprus
Posted:
17 Sep 14
Last Revised:
05 Jan 16
109
(179,651)
 

6.  
Designing and Pricing Guarantee Options in Defined Contribution Pension Plans | Show Abstract | Download This Paper | Open PDF in Browser |
Insurance: Mathematics and Economics, Vol. 65, pp. 267–279, November 2015, ,
Number of Pages in PDF File: 30
Consiglio, Andrea
University of Palermo
Tumminello, Michele
University of Palermo
Zenios, Stavros A.
University of Cyprus
Posted:
12 Feb 15
Last Revised:
11 Dec 15
95
(162,893)
 

7.  
A Parsimonious Model for Generating Arbitrage-Free Scenario Trees | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance (accepted May 2015), Forthcoming
Number of Pages in PDF File: 28
Consiglio, Andrea
University of Palermo
Carollo, Angelo
University of Palermo
Zenios, Stavros A.
University of Cyprus
Posted:
02 Dec 13
Last Revised:
26 Nov 15
64
(221,724)
 

8.  
Consiglio, Andrea
University of Palermo
Lotfi, Somayyeh
University of Guilan
Zenios, Stavros A.
University of Cyprus
Posted:
08 Aug 16
0
(382,895)
 

9.  
Pricing Sovereign Contingent Convertible Debt | Show Abstract | Download This Paper | Open PDF in Browser |
The Wharton Financial Institutions Center WP 16-05
Number of Pages in PDF File: 30
Consiglio, Andrea
University of Palermo
Tumminello, Michele
University of Palermo
Zenios, Stavros A.
University of Cyprus
Posted:
25 Jul 16
0
(342,802)
 

10.  
The Case for Contingent Convertible Debt for Sovereigns | Show Abstract | Download This Paper | Open PDF in Browser |
The Wharton Financial Institutions Center WP 15-13
Number of Pages in PDF File: 27
Consiglio, Andrea
University of Palermo
Zenios, Stavros A.
University of Cyprus
Posted:
26 Nov 15
Last Revised:
22 Apr 16
0
(164,820)
 

11.  
Evaluation of Insurance Products With Guarantee in Incomplete Markets | Show Abstract |
Insurance: Mathematics and Economics, Vol. 42, No. 1, 2008
De Giovanni, Domenico
University of Palermo
Consiglio, Andrea
University of Palermo
Posted:
05 Apr 06
Last Revised:
25 Nov 08
 

12.  
Consiglio, Andrea
University of Palermo
Russino, Annalisa
University of Palermo - Department of Statistics and Mathematics
Posted:
20 Jan 06
Last Revised:
25 Nov 08
 


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