| Asset and liability modelling for participating policies with guarantees A Consiglio, F Cocco, SA Zenios European Journal of Operational Research 186 (1), 380-404, 2008 | 73* | 2008 |
| Integrated simulation and optimization models for tracking international fixed income indices A Consiglio, SA Zenios Mathematical Programming 89, 311-339, 2001 | 68 | 2001 |
| Asset and liability management for insurance products with minimum guarantees: The UK case A Consiglio, D Saunders, SA Zenios Journal of Banking & Finance 30 (2), 645-667, 2006 | 64 | 2006 |
| Scenario modeling for the management ofinternational bond portfolios A Beltratti, A Consiglio, SA Zenios Annals of Operations Research 85 (0), 227-247, 1999 | 53 | 1999 |
| A parsimonious model for generating arbitrage-free scenario trees A Consiglio, A Carollo, SA Zenios Quantitative Finance 16 (2), 201-212, 2016 | 44 | 2016 |
| A stochastic programming model for the optimal issuance of government bonds A Consiglio, A Staino Annals of Operations Research 193, 159-172, 2012 | 43 | 2012 |
| Designing portfolios of financial products via integrated simulation and optimization models A Consiglio, SA Zenios Operations Research 47 (2), 195-208, 1999 | 42 | 1999 |
| Risk management for sustainable sovereign debt financing SA Zenios, A Consiglio, M Athanasopoulou, E Moshammer, A Gavilan, ... Operations Research 69 (3), 755-773, 2021 | 38* | 2021 |
| The value of integrative risk management for insurance products with guarantees A Consiglio, F Cocco, SA Zenios The Journal of Risk Finance 2 (3), 6-16, 2001 | 37 | 2001 |
| Scenario optimization asset and liability modelling for individual investors A Consiglio, F Cocco, SA Zenios Annals of Operations Research 152, 167-191, 2007 | 36 | 2007 |
| Risk management optimization for sovereign debt restructuring A Consiglio, SA Zenios Journal of Globalization and Development 6 (2), 181-213, 2015 | 32 | 2015 |
| Contingent convertible bonds for sovereign debt risk management A Consiglio, SA Zenios Journal of Globalization and Development 9 (1), 20170011, 2018 | 27* | 2018 |
| Evaluation of insurance products with guarantee in incomplete markets A Consiglio, D De Giovanni Insurance: Mathematics and Economics 42 (1), 332-342, 2008 | 25 | 2008 |
| Pricing the option to surrender in incomplete markets A Consiglio, D De Giovanni Journal of Risk and Insurance 77 (4), 935-957, 2010 | 23 | 2010 |
| www. Personal_Asset_Allocation A Consiglio, F Cocco, SA Zenios Interfaces 34 (4), 287-302, 2004 | 23 | 2004 |
| Breakup and default risks in the great lockdown G Bonaccolto, N Borri, A Consiglio Journal of Banking & Finance 147, 106308, 2023 | 21* | 2023 |
| Pricing and hedging GDP-linked bonds in incomplete markets A Consiglio, SA Zenios Journal of Economic Dynamics and Control 88, 137-155, 2018 | 20 | 2018 |
| Designing and pricing guarantee options in defined contribution pension plans A Consiglio, M Tumminello, SA Zenios Insurance: Mathematics and Economics 65, 267-279, 2015 | 20 | 2015 |
| Debt sustainability and monetary policy: the case of ECB asset purchases E Alberola, G Cheng, A Consiglio, SA Zenios Available at SSRN 4254184, 2022 | 18 | 2022 |
| A model for designing callable bonds and its solution using tabu search A Consiglio, SA Zenios Journal of Economic Dynamics and Control 21 (8-9), 1445-1470, 1997 | 18 | 1997 |
Stavros A. ZeniosDurham University (UK), University of Cyprus (CY), Bruegel (BE)Verified email at durham.ac.uk
