Access Statistics for Stavros A. Zenios

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees 0 0 0 0 0 0 6 290
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 0 3 11 310
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 0 5 24 681
Debt sustainability and monetary policy: the case of ECB asset purchases 0 0 1 29 3 6 43 111
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 0 1 7 460
Efficiency, Profitability and Quality of Banking Services 0 0 0 887 0 2 10 2,100
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 0 1 1,063 1 5 21 2,841
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 0 5 12 80
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 1 2 8 197
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 1 2 7 44
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 1 4 14 43
Pricing Sovereign Contingent Convertible Debt 0 0 0 8 1 5 9 52
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 3 10 49
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 1 6 17 75
Pricing sovereign contingent convertible debt 0 0 0 13 0 0 10 55
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 0 3 11 2,535
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 0 4 12 94
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 0 75 0 1 14 161
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 0 2 13 67
Risk management for sovereign financing within a debt sustainability framework 0 0 0 37 0 4 19 90
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 1 5 11 561
Scenario Modeling of Selective Hedging Strategies 0 0 0 322 0 4 4 689
Searching for the Value of Quality in Financial Services 0 0 0 356 1 5 20 1,000
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 0 2 8 36
The Case for Contingent Convertible Debt for Sovereignst 0 0 3 5 2 5 33 77
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 0 5 16 90
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 214 0 5 10 585
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 1 3 12 575
What Drives the Performance of Financial Institutions? 0 0 1 1,124 0 3 13 4,243
Total Working Papers 0 0 7 6,082 15 100 405 18,191

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Algorithms for Matrix Balancing 0 0 0 20 0 0 2 47
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems 0 0 0 0 0 1 11 17
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 0 2 7 47
A dynamic stochastic programming model for international portfolio management 0 0 0 82 1 3 8 228
A model for designing callable bonds and its solution using tabu search 0 0 0 33 2 4 14 111
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 8 1 2 12 54
A smooth penalty function algorithm for network-structured problems 0 0 0 12 0 1 3 56
A stochastic programming model for money management 0 0 0 74 1 2 9 160
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 1 2 15 242
Asset and liability modelling for participating policies with guarantees 0 0 0 38 2 5 14 113
Auditing Public Debt Using Risk Management 2 4 6 10 3 6 16 22
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 0 6 10 31
CVaR models with selective hedging for international asset allocation 0 0 2 120 0 1 13 296
Capturing the Correlations of Fixed-income Instruments 0 0 0 19 0 2 11 63
Complete Prepayment Models for Mortgage-Backed Securities 2 2 5 45 4 18 36 162
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 2 4 17 106
Credit risk optimization using factor models 0 0 1 14 2 8 15 93
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 0 0 2 44
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 1 1 2 0 2 8 20
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 0 0 6 48
Does freedom lead to happiness? Economic growth and quality of life 0 0 0 28 0 2 5 158
Dynamic models for fixed-income portfolio management under uncertainty 0 0 0 204 0 1 12 478
Estimation of asset demands by heterogeneous agents 0 0 0 5 0 1 7 33
Feature Cluster: Operational Research for Risk Management 0 0 0 18 0 1 7 82
Financial decision models in a dynamical setting 0 0 1 37 1 4 10 131
Global political risk and international stock returns 0 0 3 8 3 8 30 48
High-performance computing for financial planning 0 0 0 32 0 1 4 105
Insurance League: Italy vs. U.K 0 0 0 1 1 3 8 10
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 0 2 6 21
Integrated dynamic models for hedging international portfolio risks 0 0 1 11 1 5 17 50
Integrating market and credit risk: A simulation and optimisation perspective 0 0 2 201 0 2 13 424
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 0 4 8 188
Mispricing of debt expansion in the eurozone sovereign credit market 0 0 1 3 0 6 19 21
Network based models for air-traffic control 0 0 0 31 0 1 3 69
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 0 3 6 10
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 1 7 13
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 1 3 8 174
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 0 37 0 6 13 151
Optimizing international portfolios with options and forwards 0 0 1 57 0 3 20 184
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 2 0 2 9 31
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 2 4 9 29
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 0 0 10 23
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 2 11 55
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 18 1 2 10 92
Pricing options on scenario trees 0 0 0 28 0 5 8 121
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 0 1 13 111
Risk Management for Sustainable Sovereign Debt Financing 0 1 6 21 1 8 53 87
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 0 1 16 66
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 0 23 0 2 8 86
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 0 1 6 14 16
Robust Optimization of Large-Scale Systems 0 1 3 52 1 7 30 212
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 1 1 3 32 3 12 23 116
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 0 0 0 2 3 16 25 34
Robust optimization models for managing callable bond portfolios 0 0 0 27 0 2 11 100
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 0 2 5 14
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 0 5 15 35
Scenario modelling for selective hedging strategies 0 0 1 41 0 1 5 167
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 0 2 17 57
Stability analysis of portfolio management with conditional value-at-risk 1 1 1 80 1 7 17 234
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 0 0 1 20
Stochastic linear programs with restricted recourse 0 0 1 9 0 3 10 39
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 1 75 1 9 19 214
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 0 2 1 1 7 24
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 0 2 5 12 12
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 1 0 0 4 6
The risks from climate change to sovereign debt 0 3 19 48 2 17 87 159
Tracking bond indices in an integrated market and credit risk environment 0 0 1 9 0 1 10 49
Unconventional monetary policy and debt sustainability in Japan 0 0 4 17 1 10 46 80
Using data envelopment analysis for costing bank products 0 0 0 48 0 7 25 220
www.Personal_Asset_Allocation 0 0 1 6 0 2 9 57
Total Journal Articles 6 14 67 1,949 46 268 971 6,876
5 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Controlling Currency Risk with Options or Forwards 0 0 0 0 0 2 6 12
Modeling languages in computational economics: Gams 0 0 0 104 0 1 11 386
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 0 4 0 1 7 57
Total Chapters 0 0 0 108 0 4 24 455

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Statistics updated 2026-06-04