Stavros A. Zenios

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John MulveyPrinceton UniversityVerified email at princeton.edu
Andrea ConsiglioProfessor of Mathematical Finance, University of PalermoVerified email at unipa.it
Hercules VladimirouProfessor of Management Science, University of CyprusVerified email at ucy.ac.cy
Yair CensorProfessor of Mathematics, University of Haifa, IsraelVerified email at math.haifa.ac.il
Andreas SoteriouUniversity of CyprusVerified email at ucy.ac.cy
Nikolas TopaloglouAthens University of Economics and BusinessVerified email at aueb.gr
Mustafa Çelebi PinarProfessor of Industrial Eng. Bilkent UniversityVerified email at bilkent.edu.tr
Patrick T. HarkerFederal Reserve Bank of PhiladelphiaVerified email at phil.frb.org
Robert VanderbeiProfessor of Operations Research, Princeton UniversityVerified email at princeton.edu
A. IusemIMPAVerified email at impa.br
David SaundersDepartment of Statistics and Actuarial Science, University of WaterlooVerified email at uwaterloo.ca
Costas XiourosBI Norwegian Business SchoolVerified email at bi.no
Michal KautSINTEFVerified email at sintef.no
Joel WeinVerified email at google.com
Roy KouwenbergProfessor of Finance at Mahidol UniversityVerified email at mahidol.ac.th
Michele TumminelloDepartment of Economics, Management, and Statistics, University of Palermo, ItalyVerified email at unipa.it
Angelo CM CarolloUniversity of PalermoVerified email at unipa.it
Rosella GiacomettiUniversity of BergamoVerified email at unibg.it
David F BabbelThe Wharton SchoolVerified email at wharton.upenn.edu
Jonathan EcksteinProfessor of Management Science and Information Systems, Rutgers UniversityVerified email at business.rutgers.edu

Stavros A. Zenios

University of Cyprus, Wharton Financial Institutions Center (USA), Bruegel (Brussels)

Verified email at ucy.ac.cy

Financial engineering risk management robust optimization operations research


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Robust optimization of large-scale systems JM Mulvey, RJ Vanderbei, SA Zenios Operations research 43 (2), 264-281, 1995	2482	1995
Parallel optimization: Theory, algorithms, and applications Y Censor, SA Zenios Oxford University Press, 1997	1414	1997
Operations, quality, and profitability in the provision of banking services A Soteriou, SA Zenios Management science 45 (9), 1221-1238, 1999	500	1999
Proximal minimization algorithm withD-functions Y Censor, SA Zenios Journal of Optimization Theory and Applications 73 (3), 451-464, 1992	400	1992
Financial optimization SA Zenios Cambridge university press, 1996	375*	1996
A comparative study of algorithms for matrix balancing MH Schneider, SA Zenios Operations research 38 (3), 439-455, 1990	305	1990
Robust optimization for power systems capacity expansion under uncertainty SA Malcolm, SA Zenios Journal of the operational research society 45 (9), 1040-1049, 1994	247	1994
Performance of financial institutions: efficiency, innovation, regulation PT Harker, SA Zenios Cambridge University Press, 2000	237*	2000
Handbook of Asset and Liability Management: Applications and case studies SA Zenios, WT Ziemba Elsevier, 2007	199	2007
CVaR models with selective hedging for international asset allocation N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 26 (7), 1535-1561, 2002	187	2002
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators Y Censor, AN Iusem, SA Zenios Mathematical Programming 81, 373-400, 1998	185	1998
Benchmarks of the efficiency of bank branches CV Zenios, SA Zenios, K Agathocleous, AC Soteriou Interfaces 29 (3), 37-51, 1999	164	1999
A stochastic programming model for money management B Golub, M Holmer, R McKendall, L Pohlman, SA Zenios European Journal of Operational Research 85 (2), 282-296, 1995	152	1995
On smoothing exact penalty functions for convex constrained optimization MÇ Pinar, SA Zenios SIAM Journal on Optimization 4 (3), 486-511, 1994	152	1994
A dynamic stochastic programming model for international portfolio management N Topaloglou, H Vladimirou, SA Zenios European Journal of Operational Research 185 (3), 1501-1524, 2008	146	2008
Practical Financial Optimization: Decision making for financial engineers SA Zenios {Blackwell Publishing, Incorporated}, 2006	146*	2006
Asset/liability management under uncertainty for fixed-income securities SA Zenios Annals of Operations Research 59 (1), 77-97, 1995	138	1995
Dynamic models for fixed-income portfolio management under uncertainty SA Zenios, MR Holmer, R McKendall, C Vassiadou-Zeniou Journal of Economic Dynamics and Control 22 (10), 1517-1541, 1998	131	1998
Complete prepayment models for mortgage-backed securities P Kang, SA Zenios Management Science 38 (11), 1665-1685, 1992	125	1992
Stochastic programming models for asset liability management R Kouwenberg, SA Zenios Handbook of asset and liability management, 253-303, 2008	121	2008

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