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Stavros A. Zenios
Stavros A. Zenios
Durham University (UK), University of Cyprus (CY), Bruegel (BE)
Подтвержден адрес электронной почты в домене durham.ac.uk
Название
Процитировано
Процитировано
Год
Robust optimization of large-scale systems
JM Mulvey, RJ Vanderbei, SA Zenios
Operations research 43 (2), 264-281, 1995
27191995
Parallel optimization: Theory, algorithms, and applications
Y Censor, SA Zenios
Oxford University Press, 1997
15121997
Operations, quality, and profitability in the provision of banking services
A Soteriou, SA Zenios
Management science 45 (9), 1221-1238, 1999
5221999
Proximal minimization algorithm withD-functions
Y Censor, SA Zenios
Journal of Optimization Theory and Applications 73 (3), 451-464, 1992
4401992
A comparative study of algorithms for matrix balancing
MH Schneider, SA Zenios
Operations research 38 (3), 439-455, 1990
3251990
Financial optimization
SA Zenios
Cambridge University Press, 1996
3171996
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
249*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
2471994
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
2031998
CVaR models with selective hedging for international asset allocation
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 26 (7), 1535-1561, 2002
2022002
On smoothing exact penalty functions for convex constrained optimization
MÇ Pinar, SA Zenios
SIAM Journal on Optimization 4 (3), 486-511, 1994
1831994
Practical Financial Optimization: Decision making for financial engineers
SA Zenios
{Blackwell Publishing, Incorporated}, 2006
165*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
1602008
Benchmarks of the efficiency of bank branches
CV Zenios, SA Zenios, K Agathocleous, AC Soteriou
Interfaces 29 (3), 37-51, 1999
1601999
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
1541995
Asset/liability management under uncertainty for fixed-income securities
SA Zenios
Annals of Operations Research 59 (1), 77-97, 1995
1481995
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
1361998
Stochastic programming models for asset liability management
R Kouwenberg, SA Zenios
Handbook of asset and liability management, 253-303, 2008
1302008
Complete prepayment models for mortgage-backed securities
P Kang, SA Zenios
Management Science 38 (11), 1665-1685, 1992
1251992
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Статьи 1–20