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Risk profiles for re-profiling sovereign debt
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of risk finance : the convergence of financial … 16 (2015) 1, pp. 2-26
Persistent link: https://www.econbiz.de/10010513384
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Designing and pricing guarantee options in defined contribution pension plans
Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - In: Insurance / Mathematics & economics 65 (2015), pp. 267-279
Persistent link: https://www.econbiz.de/10011428673
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Risk management optimization for sovereign debt restructuring
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 6 (2015) 2, pp. 181-213
Persistent link: https://www.econbiz.de/10011473912
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Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - 2018
Persistent link: https://www.econbiz.de/10011884964
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Pricing and hedging GDP-linked bonds in incomplete markets
Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 88 (2018), pp. 137-155
Persistent link: https://www.econbiz.de/10011973933
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Risk profiles for re-profiling sovereign debt
Consiglio, Andrea; Zenios, Stavros - In: Journal of Risk Finance 16 (2015), pp. 2-26
Purpose –This paper aims to use a risk management approach for re-profiling of sovereign debt. It develops profiles that trade off expected cost of financing alternative debt structures against their risk. The risk profiles are particularly informative for countries facing sovereign debt...
Persistent link: https://www.econbiz.de/10011118395
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Risk profiles for re-profiling the sovereign debt of crisis countries
Consiglio, Andrea; Zenios, Stavros - In: The Journal of Risk Finance 16 (2015) 1, pp. 2-26
Purpose – This paper aims to use a risk management approach for re-profiling of sovereign debt. It develops profiles that trade off expected cost of financing alternative debt structures against their risk. The risk profiles are particularly informative for countries facing sovereign debt...
Persistent link: https://www.econbiz.de/10014902057