Stavros A. Zenios

81 papers A 1Journal 67Unranked 5
YearRankTypeTitle / Venue / Authors
2025 J jnl
Hedging political risk in international portfolios.
Eur. J. Oper. Res.
Somayyeh Lotfi, Giovanni Pagliardi, Efstathios Paparoditis, Stavros A. Zenios
2024 J jnl
Auditing Public Debt Using Risk Management.
INFORMS J. Appl. Anal.
Andrea Consiglio, Akis Kikas, Odysseas P. Michaelides, Stavros A. Zenios
2021 J jnl
Risk Management for Sustainable Sovereign Debt Financing.
Oper. Res.
Stavros A. Zenios, Andrea Consiglio, Marialena Athanasopoulou, Edmund Moshammer, Angel Gavilan, Aitor Erce
2020 J jnl
Integrated dynamic models for hedging international portfolio risks.
Eur. J. Oper. Res.
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
2019 J jnl
Preface: application of operations research to financial markets.
Ann. Oper. Res.
Ioannis Kyriakou, Athanasios A. Pantelous, Georgios Sermpinis, Stavros A. Zenios
2018 J jnl
Portfolio diversification in the sovereign credit swap markets.
Ann. Oper. Res.
Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios
2018 J jnl
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances.
Eur. J. Oper. Res.
Somayyeh Lotfi, Stavros A. Zenios
2009 — ch.
Robust Optimization.
Encyclopedia of Optimization
Stavros A. Zenios
2009 — ch.
Stochastic Programming: Parallel Factorization of Structured Matrices.
Encyclopedia of Optimization
Hercules Vladimirou, Stavros A. Zenios
2008 J jnl
A dynamic stochastic programming model for international portfolio management.
Eur. J. Oper. Res.
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
2008 J jnl
Asset and liability modelling for participating policies with guarantees.
Eur. J. Oper. Res.
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
2008 J jnl
Feature Cluster: Operational Research for Risk Management.
Eur. J. Oper. Res.
Stavros A. Zenios, David Saunders
2007 J jnl
Credit risk optimization using factor models.
Ann. Oper. Res.
David Saunders, Costas Xiouros, Stavros A. Zenios
2007 J jnl
Scenario optimization asset and liability modelling for individual investors.
Ann. Oper. Res.
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
2005 — ch.
24. Optimization Models for Structuring Index Funds.
Applications of Stochastic Programming
Stavros A. Zenios
2005 J jnl
Estimation of asset demands by heterogeneous agents.
Eur. J. Oper. Res.
Rita Laura D'Ecclesia, Stavros A. Zenios
2005 J jnl
On the simulation of portfolios of interest rate and credit risk sensitive securities.
Eur. J. Oper. Res.
Norbert J. Jobst, Stavros A. Zenios
2005 J jnl
Risk factor analysis and portfolio immunization in the corporate bond market.
Eur. J. Oper. Res.
Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios
2004 J jnl
Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model.
Math. Comput. Model.
C. Frangos, Stavros A. Zenios, Y. Yavin
2004 J jnl
www.Personal_Asset_Allocation.
Interfaces
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
2001 J jnl
Integrated simulation and optimization models for tracking international fixed income indices.
Math. Program.
Andrea Consiglio, Stavros A. Zenios
1999 J jnl
Benchmarks of the Efficiency of Bank Branches.
Interfaces
Christiana V. Zenios, Stavros A. Zenios, Kostas Agathocleous, Andreas C. Soteriou
1999 J jnl
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models.
Oper. Res.
Andrea Consiglio, Stavros A. Zenios
1999 J jnl
High-performance computing in finance: The last 10 years and the next.
Parallel Comput.
Stavros A. Zenios
1999 J jnl
Scalable parallel computations forlarge-scale stochastic programming.
Ann. Oper. Res.
Hercules Vladimirou, Stavros A. Zenios
1999 J jnl
Scenario modeling for the management ofinternational bond portfolios.
Ann. Oper. Res.
Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios
1999 J jnl
Using data envelopment analysis for costing bank products.
Eur. J. Oper. Res.
Andreas C. Soteriou, Stavros A. Zenios
1998 J jnl
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators.
Math. Program.
Yair Censor, Alfredo N. Iusem, Stavros A. Zenios
1997 J jnl
A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization.
Comput. Optim. Appl.
Dafeng Yang, Stavros A. Zenios
1997 J jnl
Scalable Parallel Benders Decomposition for Stochastic Linear Programming.
Parallel Comput.
Søren S. Nielsen, Stavros A. Zenios
1996 J jnl
A stochastic programming model for funding single premium deferred annuities.
Math. Program.
Søren S. Nielsen, Stavros A. Zenios
1996 — ch.
Massively Parallel Computations in Finance.
Applications on Advanced Architecture Computers
Stavros A. Zenios
1996 J jnl
Solving multistage stochastic network programs on massively parallel computers.
Math. Program.
Søren S. Nielsen, Stavros A. Zenios
1995 J jnl
Asset/liability management under uncertainty for fixed-income securities.
Ann. Oper. Res.
Stavros A. Zenios
1995 J jnl
Data Parallel Quadratic Programming on Box-Constrained Problems.
SIAM J. Optim.
Mike McKenna, Jill P. Mesirov, Stavros A. Zenios
1995 J jnl
Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems.
Parallel Algorithms Appl.
Yair Censor, Emmanuel D. Chajakis, Stavros A. Zenios
1995 J jnl
Preface.
Ann. Oper. Res.
Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets
1995 J jnl
Robust Optimization of Large-Scale Systems.
Oper. Res.
John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios
1995 J jnl
The Productivity of Financial Intermediation and the Technology of Financial Product Management.
Oper. Res.
Martin R. Holmer, Stavros A. Zenios
1994 J jnl
A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows.
ACM Trans. Math. Softw.
Mustafa Ç. Pinar, Stavros A. Zenios
1994 J jnl
Data parallel computing for network-structured optimization problems.
Comput. Optim. Appl.
Stavros A. Zenios
1994 J jnl
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities.
Oper. Res.
Kenneth J. Worzel, Christiana Vassiadou-Zeniou, Stavros A. Zenios
1994 J jnl
On Smoothing Exact Penalty Functions for Convex Constrained Optimization.
SIAM J. Optim.
Mustafa Ç. Pinar, Stavros A. Zenios
1994 J jnl
On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs.
J. Parallel Distributed Comput.
Ruijin Qi, Stavros A. Zenios
1994 J jnl
Parallel Factorization of Structured Matrices Arising in Stochastic Programming.
SIAM J. Optim.
Elizabeth R. Jessup, Dafeng Yang, Stavros A. Zenios
1993 J jnl
A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems.
Parallel Algorithms Appl.
Mustafa Ç. Pinar, Stavros A. Zenios
1993 J jnl
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems.
Oper. Res.
Søren S. Nielsen, Stavros A. Zenios
1993 J jnl
A model for portfolio management with mortgage-backed securities.
Ann. Oper. Res.
Stavros A. Zenios
1993 J jnl
Massively Parallel Proximal Algorithms for Solving Linear Stochastic Network Programs.
Int. J. High Perform. Comput. Appl.
Søren S. Nielsen, Stavros A. Zenios
1993 J jnl
Mean-absolute deviation portfolio optimization for mortgage-backed securities.
Ann. Oper. Res.
Stavros A. Zenios, Pan Kang
1993 J jnl
Proximal minimizations with
Comput. Optim. Appl.
Søren S. Nielsen, Stavros A. Zenios
1992 — book
Computer Science and Operations Research
Osman Balci, Ramesh Sharda, Stavros A. Zenios
1992 J jnl
Data structures for network algorithms on massively parallel architectures.
Parallel Comput.
Søren S. Nielsen, Stavros A. Zenios
1992 J jnl
Massively Parallel Algorithms for Singly Constrained Convex Programs.
INFORMS J. Comput.
Søren S. Nielsen, Stavros A. Zenios
1992 — ch.
Naval personnel Assignment: an Application of linear-quadratic penalty Methods.
Computer Science and Operations Research
Mustafa Ç. Pinar, Stavros A. Zenios
1992 J jnl
Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization.
SIAM J. Sci. Comput.
Stavros A. Zenios, Mustafa Ç. Pinar
1992 J jnl
Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm.
INFORMS J. Comput.
Mustafa Ç. Pinar, Stavros A. Zenios
1992 — ch.
Parallel Decomposition of multicommodity Flow Problems using Coercion Methods.
Computer Science and Operations Research
Ruijin Qi, Stavros A. Zenios
1992 — ch.
Preface.
Computer Science and Operations Research
Osman Balci, Ramesh Sharda, Stavros A. Zenios
1991 — conf
An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms.
PP
Søren S. Nielsen, Stavros A. Zenios
1991 J jnl
Financial Simulations On a Massively Parallel Connection Machine.
Int. J. High Perform. Comput. Appl.
James M. Hutchinson, Stavros A. Zenios
1991 J jnl
Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems.
SIAM J. Optim.
Stavros A. Zenios, Yair Censor
1991 — conf
On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems.
ICPP (3)
Xiaoye S. Li, Stavros A. Zenios
1991 J jnl
On the Fine-Grain Decomposition of Multicommodity Transportation Problems.
SIAM J. Optim.
Stavros A. Zenios
1991 — conf
On the Massively Parallel Solution of Linear Network Flow Problems.
Network Flows And Matching
Søren S. Nielsen, Stavros A. Zenios
1991 J jnl
On the Massively Parallel Solution of the Assignment Problem.
J. Parallel Distributed Comput.
Joel Wein, Stavros A. Zenios
1991 J jnl
Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization.
Parallel Comput.
Emmanuel D. Chajakis, Stavros A. Zenios
1990 J jnl
A Comparative Study of Algorithms for Matrix Balancing.
Oper. Res.
Michael H. Schneider, Stavros A. Zenios
1990 J jnl
Integrating network optimization capabilities into a high-level modeling language.
ACM Trans. Math. Softw.
Stavros A. Zenios
1990 J jnl
Matrix Balancing on a Massively Parallel Connection Machine.
INFORMS J. Comput.
Stavros A. Zenios
1989 — conf
An Optimal Parallel Implementation of a Quadratic Transportation Algorithm.
PP
Mike McKenna, Stavros A. Zenios
1989 J jnl
Balancing large social accounting matrices with nonlinear network programming.
Networks
Stavros A. Zenios, Arne Drud, John M. Mulvey
1989 J jnl
Bibliographic Section.
Transp. Sci.
Vukan R. Vuchic, Stavros A. Zenios
1989 J jnl
OR Practice - Large-Scale Nonlinear Network Models and Their Application.
Oper. Res.
Ron S. Dembo, John M. Mulvey, Stavros A. Zenios
1989 J jnl
Parallel Numerical Optimization: Current Status and an Annotated Bibliography.
INFORMS J. Comput.
Stavros A. Zenios
1988 J jnl
A distributed algorithm for convex network optimization problems.
Parallel Comput.
Stavros A. Zenios, John M. Mulvey
1988 A conf
The connection machines CM-1 and CM-2: solving nonlinear network problems.
ICS
Stavros A. Zenios, Robert Lasken
1988 J jnl
Vectorization and multitasking of nonlinear network programming algorithms.
Math. Program.
Stavros A. Zenios, John M. Mulvey
1987 J jnl
Nonlinear programming on generalized networks.
ACM Trans. Math. Softw.
David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios
1986 J jnl
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP.
Oper. Res.
Stavros A. Zenios, John M. Mulvey
1986 — conf
Nonlinear network programming on a vector supercomputer (abstract).
ACM Conference on Computer Science
Stavros A. Zenios, John M. Mulvey