Stavros A. Zenios

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Andrea ConsiglioProfessor of Mathematical Finance, University of PalermoE-mail confirmado em unipa.it
John MulveyPrinceton UniversityE-mail confirmado em princeton.edu
Yair CensorProfessor Emeritus of Mathematics, University of Haifa, IsraelE-mail confirmado em math.haifa.ac.il
Hercules VladimirouProfessor of Management Science, University of CyprusE-mail confirmado em ucy.ac.cy
Andreas SoteriouUniversity of CyprusE-mail confirmado em ucy.ac.cy
Nikolas TopaloglouAthens University of Economics and BusinessE-mail confirmado em aueb.gr
Mustafa Çelebi PinarProfessor of Industrial Eng. Bilkent UniversityE-mail confirmado em bilkent.edu.tr
Patrick T. HarkerFederal Reserve Bank of PhiladelphiaE-mail confirmado em phil.frb.org
Robert VanderbeiProfessor of Operations Research, Princeton UniversityE-mail confirmado em princeton.edu
A. IusemIMPAE-mail confirmado em impa.br
David SaundersDepartment of Statistics and Actuarial Science, University of WaterlooE-mail confirmado em uwaterloo.ca
Costas XiourosBI Norwegian Business SchoolE-mail confirmado em bi.no
Michal KautSINTEFE-mail confirmado em sintef.no
Joel WeinE-mail confirmado em google.com
Roy KouwenbergProfessor of Finance at Mahidol UniversityE-mail confirmado em mahidol.ac.th
Michele TumminelloDepartment of Economics, Management, and Statistics, University of Palermo, ItalyE-mail confirmado em unipa.it
Angelo CM CarolloUniversity of PalermoE-mail confirmado em unipa.it
Rosella GiacomettiUniversity of BergamoE-mail confirmado em unibg.it
David F BabbelThe Wharton SchoolE-mail confirmado em wharton.upenn.edu
Jonathan EcksteinDistinguished Professor of Management Science and Information Systems, Rutgers UniversityE-mail confirmado em business.rutgers.edu

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Stavros A. Zenios

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

E-mail confirmado em durham.ac.uk

Financial engineering risk management robust optimization operations research


Título Ordenar por citações Ordenar por ano Ordenar por título	Citado por Citado por	Ano
Robust optimization of large-scale systems JM Mulvey, RJ Vanderbei, SA Zenios Operations research 43 (2), 264-281, 1995	2719	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	520	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	246	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	183	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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