Servizio Comunitario di Informazione in materia di Ricerca e Sviluppo - CORDIS

Public Debt: Risk Management and Restructuring Optimization

Dal 2016-06-01 al 2019-05-31, progetto in corso

Dettagli del progetto

Costo totale:

EUR 253 954,80

Contributo UE:

EUR 253 954,80

Coordinato in:

Cyprus

Invito a presentare proposte:

H2020-MSCA-IF-2014See other projects for this call

Meccanismo di finanziamento:

MSCA-IF-GF - Global Fellowships

Obiettivo

Related Information not available

Deliverables

Deliverables not available

Publications

  • Portfolio diversication in the sovereign CDS market
    Author(s): A. Consiglio, S. Lotfi and S.A. Zenios.
    Published in: Working Paper, The Wharton Financial Institutions Center, University of Pennsylvania, Philadelphia, PA, 2016. 3, issue 16-06, 2016. 
  • Risk Management Optimization for Sovereign Debt Restructuring
    Author(s): Andrea Consiglio, Stavros A. Zenios
    Published in: Journal of Globalization and Development, issue 6/2, 2015.  ISSN: 1948-1837
    DOI: 10.1515/jgd-2015-0015
  • Optimization for financial engineering: a special issue
    Author(s): Roy H. Kwon, Stavros A. Zenios
    Published in: Optimization and Engineering, 2017.  ISSN: 1389-4420
    DOI: 10.1007/s11081-017-9358-1
  • Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling.
    Author(s): A. Consiglio and S.A. Zenios.
    Published in: Optimization and Engineeering, 2017.  ISSN: 1389-4420

Coordinatore

UNIVERSITY OF CYPRUS
Cyprus

Contributo UE: EUR 253 954,80


KALLIPOLEOS STREET 75
1678 NICOSIA
Cyprus
Activity type: Higher or Secondary Education Establishments

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Partner organisations

THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA CORP
United States
3451 WALNUT STREET ROOM P 221
19104 PHILADELPHIA
United States
Activity type: Higher or Secondary Education Establishments

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