Concepedia

Andrea Consiglio

AC

28

Publications

647

Citations

16

H-Index

1997

Active since

Affiliations

University of Cyprus(Current)

University of Palermo

University of Pennsylvania

Bruegel

Prometeia (Italy)

Andrea Consiglio is an author at University of Cyprus specializing in business, finance, and management.

ORCID

Top concepts

Publications per year

1997–2023

27

Publications

28

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

Andrea Consiglio, David Saunders, Stavros A. Zenios · Journal of Banking & Finance · 2005 · 53 citations · Full text

, , +12

Integrated simulation and optimization models for tracking international fixed income indices

Andrea Consiglio, Stavros A. Zenios · Mathematical Programming · 2001 · 45 citations

, , +13

A parsimonious model for generating arbitrage-free scenario trees

Andrea Consiglio, Angelo Carollo, Stavros A. Zenios · Quantitative Finance · 2016 · 43 citations

Asset and liability modelling for participating policies with guarantees

Andrea Consiglio, Flavio Cocco, Stavros A. Zenios · European Journal of Operational Research · 2007 · 38 citations · Full text

, , +7

A stochastic programming model for the optimal issuance of government bonds

Andrea Consiglio, Alessandro Staino · Annals of Operations Research · 2010 · 36 citations

, , +9

Rows per page

1–5 of 28