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 0 284
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 0 0 3 299
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 0 1 4 660
Debt sustainability and monetary policy: the case of ECB asset purchases 0 1 1 29 2 7 14 76
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 1 1 1 454
Efficiency, Profitability and Quality of Banking Services 0 0 1 887 1 1 4 2,091
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 1 4 1,063 1 3 9 2,823
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 0 3 3 71
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 0 0 0 189
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 0 1 2 38
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 0 3 3 32
Pricing Sovereign Contingent Convertible Debt 0 0 0 8 1 1 1 44
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 1 1 40
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 0 0 4 59
Pricing sovereign contingent convertible debt 0 0 0 13 0 1 2 46
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 0 0 1 2,524
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 0 0 3 82
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 0 1 7 148
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 0 1 1 55
Risk management for sovereign financing within a debt sustainability framework 0 0 0 37 0 0 1 71
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 0 2 2 552
Scenario Modeling of Selective Hedging Strategies 0 0 1 322 0 0 2 685
Searching for the Value of Quality in Financial Services 0 0 0 356 0 2 2 982
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 0 0 1 28
The Case for Contingent Convertible Debt for Sovereignst 1 1 1 3 4 8 8 52
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 0 2 4 76
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 214 0 0 2 575
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 0 0 1 563
What Drives the Performance of Financial Institutions? 0 0 1 1,123 0 1 5 4,231
Total Working Papers 1 3 11 6,079 10 40 91 17,830

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 2 2 47
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems 0 0 0 0 0 0 1 7
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 0 1 1 41
A dynamic stochastic programming model for international portfolio management 0 0 1 82 0 1 5 221
A model for designing callable bonds and its solution using tabu search 0 0 0 33 1 2 2 99
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 7 0 0 2 42
A smooth penalty function algorithm for network-structured problems 0 0 0 12 0 0 0 53
A stochastic programming model for money management 0 0 1 74 0 0 2 151
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 2 3 5 231
Asset and liability modelling for participating policies with guarantees 0 0 0 38 0 0 0 99
Auditing Public Debt Using Risk Management 0 0 1 4 0 0 2 6
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 0 0 0 21
CVaR models with selective hedging for international asset allocation 0 0 0 118 0 1 4 284
Capturing the Correlations of Fixed-income Instruments 0 0 1 19 0 1 3 53
Complete Prepayment Models for Mortgage-Backed Securities 0 1 2 41 0 2 3 128
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 1 3 8 94
Credit risk optimization using factor models 1 1 3 14 1 4 7 82
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 1 1 1 43
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 0 0 1 12
Designing and pricing guarantee options in defined contribution pension plans 0 0 1 8 0 0 2 42
Does freedom lead to happiness? Economic growth and quality of life 0 0 1 28 0 0 3 153
Dynamic models for fixed-income portfolio management under uncertainty 0 0 1 204 0 1 3 467
Estimation of asset demands by heterogeneous agents 0 0 0 5 0 0 0 26
Feature Cluster: Operational Research for Risk Management 0 0 0 18 0 1 1 76
Financial decision models in a dynamical setting 0 1 1 37 0 1 3 122
Global political risk and international stock returns 0 1 4 6 1 4 13 23
High-performance computing for financial planning 0 0 0 32 0 0 1 101
Insurance League: Italy vs. U.K 0 0 1 1 1 1 3 3
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 0 0 1 16
Integrated dynamic models for hedging international portfolio risks 0 0 2 10 0 2 6 35
Integrating market and credit risk: A simulation and optimisation perspective 0 0 1 200 0 0 4 414
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 0 1 2 181
Mispricing of debt expansion in the eurozone sovereign credit market 0 0 1 3 0 0 3 5
Network based models for air-traffic control 0 0 1 31 1 1 2 67
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 0 1 1 5
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 0 0 6
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 0 1 3 167
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 1 37 0 0 4 139
Optimizing international portfolios with options and forwards 0 0 3 56 1 1 9 167
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 2 0 0 1 22
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 0 1 2 21
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 0 0 2 13
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 1 5 45
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 3 18 0 0 5 82
Pricing options on scenario trees 0 0 1 28 0 0 2 113
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 0 1 2 99
Risk Management for Sustainable Sovereign Debt Financing 1 2 13 19 2 6 25 43
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 0 4 7 55
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 0 23 0 0 1 78
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 0 0 0 0 2
Robust Optimization of Large-Scale Systems 0 0 6 49 2 3 14 185
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 1 1 3 30 3 4 8 97
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 0 0 2 2 0 2 9 12
Robust optimization models for managing callable bond portfolios 0 0 0 27 1 1 3 90
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 0 0 0 9
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 1 1 3 22
Scenario modelling for selective hedging strategies 0 0 0 40 0 0 0 162
Scenario optimization asset and liability modelling for individual investors 0 1 1 5 0 1 6 41
Stability analysis of portfolio management with conditional value-at-risk 0 0 0 79 0 0 0 217
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 0 0 1 19
Stochastic linear programs with restricted recourse 1 1 1 9 2 2 2 31
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 1 74 0 0 3 195
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 1 2 1 1 2 18
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 0 0 0 0 0
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 1 1 1 1 2 3
The risks from climate change to sovereign debt 4 9 19 39 9 17 41 97
Tracking bond indices in an integrated market and credit risk environment 0 1 1 9 1 2 3 42
Unconventional monetary policy and debt sustainability in Japan 0 1 4 14 3 6 17 42
Using data envelopment analysis for costing bank products 0 0 0 48 0 1 1 196
www.Personal_Asset_Allocation 0 0 0 5 0 0 4 48
Total Journal Articles 8 20 86 1,907 36 91 284 6,028
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 0 1 6
Modeling languages in computational economics: Gams 0 0 0 104 0 0 0 375
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 1 4 0 0 2 50
Total Chapters 0 0 1 108 0 0 3 431

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Statistics updated 2025-10-06