Stavros A. Zenios

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Andrea ConsiglioProfessor of Mathematical Finance, University of PalermoEmail verificata su unipa.it
John MulveyPrinceton UniversityEmail verificata su princeton.edu
Yair CensorProfessor of Mathematics, University of Haifa, IsraelEmail verificata su math.haifa.ac.il
Hercules VladimirouProfessor of Management Science, University of CyprusEmail verificata su ucy.ac.cy
Andreas SoteriouUniversity of CyprusEmail verificata su ucy.ac.cy
Nikolas TopaloglouAthens University of Economics and BusinessEmail verificata su aueb.gr
Mustafa Çelebi PinarProfessor of Industrial Eng. Bilkent UniversityEmail verificata su bilkent.edu.tr
Patrick T. HarkerFederal Reserve Bank of PhiladelphiaEmail verificata su phil.frb.org
Robert VanderbeiProfessor of Operations Research, Princeton UniversityEmail verificata su princeton.edu
A. IusemIMPAEmail verificata su impa.br
David SaundersDepartment of Statistics and Actuarial Science, University of WaterlooEmail verificata su uwaterloo.ca
Costas XiourosBI Norwegian Business SchoolEmail verificata su bi.no
Michal KautSINTEFEmail verificata su sintef.no
Joel WeinEmail verificata su google.com
Roy KouwenbergProfessor of Finance at Mahidol UniversityEmail verificata su mahidol.ac.th
Michele TumminelloDepartment of Economics, Management, and Statistics, University of Palermo, ItalyEmail verificata su unipa.it
Angelo CM CarolloUniversity of PalermoEmail verificata su unipa.it
Rosella GiacomettiUniversity of BergamoEmail verificata su unibg.it
David F BabbelThe Wharton SchoolEmail verificata su wharton.upenn.edu
Jonathan EcksteinDistinguished Professor of Management Science and Information Systems, Rutgers UniversityEmail verificata su business.rutgers.edu

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Stavros A. Zenios

Durham University (UK), University of Cyprus (CY), Bruegel (BE)

Email verificata su durham.ac.uk

Financial engineering risk management robust optimization operations research


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Robust optimization of large-scale systems JM Mulvey, RJ Vanderbei, SA Zenios Operations research 43 (2), 264-281, 1995	2710	1995
Parallel optimization: Theory, algorithms, and applications Y Censor, SA Zenios Oxford University Press, 1997	1511	1997
Operations, quality, and profitability in the provision of banking services A Soteriou, SA Zenios Management science 45 (9), 1221-1238, 1999	519*	1999
Proximal minimization algorithm withD-functions Y Censor, SA Zenios Journal of Optimization Theory and Applications 73 (3), 451-464, 1992	440	1992
A comparative study of algorithms for matrix balancing MH Schneider, SA Zenios Operations research 38 (3), 439-455, 1990	325	1990
Financial optimization SA Zenios Cambridge University Press, 1996	316	1996
Performance of financial institutions: efficiency, innovation, regulation PT Harker, SA Zenios Cambridge University Press 45 (9), 2000	250*	2000
Handbook of Asset and Liability Management: Applications and case studies SA Zenios, WT Ziemba Elsevier, 2007	247*	2007
Robust optimization for power systems capacity expansion under uncertainty SA Malcolm, SA Zenios Journal of the operational research society 45 (9), 1040-1049, 1994	244	1994
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	202	1998
CVaR models with selective hedging for international asset allocation N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 26 (7), 1535-1561, 2002	199	2002
On smoothing exact penalty functions for convex constrained optimization MÇ Pinar, SA Zenios SIAM Journal on Optimization 4 (3), 486-511, 1994	182	1994
Practical Financial Optimization: Decision making for financial engineers SA Zenios {Blackwell Publishing, Incorporated}, 2006	164*	2006
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	160	2008
Benchmarks of the efficiency of bank branches CV Zenios, SA Zenios, K Agathocleous, AC Soteriou Interfaces 29 (3), 37-51, 1999	159	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	154	1995
Asset/liability management under uncertainty for fixed-income securities SA Zenios Annals of Operations Research 59 (1), 77-97, 1995	147	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	135	1998
Stochastic programming models for asset liability management R Kouwenberg, SA Zenios Handbook of asset and liability management, 253-303, 2008	130	2008
Complete prepayment models for mortgage-backed securities P Kang, SA Zenios Management Science 38 (11), 1665-1685, 1992	125	1992

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