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 6 272
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 0 1 5 268
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 0 283 1 1 5 640
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 1 223 0 0 2 432
Efficiency, Profitability and Quality of Banking Services 0 0 2 876 0 1 14 2,046
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 1 6 1,046 3 7 28 2,750
Fairness and Reflexivity in the Cyprus Bail-In 0 1 3 16 1 5 11 47
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 0 0 4 180
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 3 0 3 5 18
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 0 3 3 17
Pricing Sovereign Contingent Convertible Debt 0 0 0 5 0 1 2 19
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 1 3 16
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 9 9 0 1 12 12
Pricing sovereign contingent convertible debt 1 2 5 12 1 1 11 16
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 5 802 1 4 11 2,502
Risk Management Optimization for Sovereign Debt Restructuring 1 1 3 26 2 3 11 51
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 1 7 0 6 10 29
Risk management for sovereign financing within a debt sustainability framework 0 2 2 2 0 3 3 3
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 269 0 1 3 531
Scenario Modeling of Selective Hedging Strategies 0 0 0 316 2 2 2 668
Searching for the Value of Quality in Financial Services 0 0 0 356 3 3 5 972
State contingent debt as insurance for euro-area sovereigns 0 0 4 17 0 0 4 13
The Case for Contingent Convertible Debt for Sovereignst 0 0 0 0 1 2 2 12
The Cyprus Debt: Perfect Crisis and a Way Forward 0 1 1 5 0 2 2 15
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 212 1 1 2 556
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 225 0 1 3 540
What Drives the Performance of Financial Institutions? 1 4 14 1,060 36 95 363 3,465
Total Working Papers 3 12 56 5,787 52 148 532 16,090


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 2 0 0 2 6
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems 0 0 0 0 0 0 0 1
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 0 0 2 32
A dynamic stochastic programming model for international portfolio management 0 0 0 64 1 2 4 170
A model for designing callable bonds and its solution using tabu search 0 0 0 32 0 0 0 93
A parsimonious model for generating arbitrage-free scenario trees 0 0 0 0 0 0 0 10
A smooth penalty function algorithm for network-structured problems 0 0 1 10 0 0 1 44
A stochastic programming model for money management 0 0 3 67 0 1 6 125
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 1 75 0 0 1 204
Asset and liability modelling for participating policies with guarantees 0 0 0 34 0 0 0 86
Benchmarks of the Efficiency of Bank Branches 0 0 0 1 1 1 2 6
CVaR models with selective hedging for international asset allocation 0 0 3 107 0 0 6 248
Capturing the Correlations of Fixed-income Instruments 0 0 0 15 0 0 1 40
Complete Prepayment Models for Mortgage-Backed Securities 0 0 5 21 0 0 6 67
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 3 3 2 4 16 16
Credit risk optimization using factor models 0 0 0 5 0 0 0 17
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 0 0 0 35
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 0 0 0 2 2 4
Designing and pricing guarantee options in defined contribution pension plans 1 1 1 3 1 1 2 23
Does freedom lead to happiness? Economic growth and quality of life 0 0 0 21 0 0 1 128
Dynamic models for fixed-income portfolio management under uncertainty 0 0 1 198 0 1 4 436
Estimation of asset demands by heterogeneous agents 0 0 1 5 0 0 1 23
Feature Cluster: Operational Research for Risk Management 0 0 0 18 0 0 1 69
Financial decision models in a dynamical setting 0 0 0 36 0 0 1 115
High-performance computing for financial planning 0 0 0 31 1 1 2 89
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 1 1 1 0 2 2 2
Integrating market and credit risk: A simulation and optimisation perspective 0 2 5 192 0 2 10 390
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 2 2 2 41 3 3 4 160
Massively Parallel Algorithms for Singly Constrained Convex Programs 0 0 0 0 0 0 1 2
Matrix Balancing on a Massively Parallel Connection Machine 0 0 0 1 0 0 0 2
Network based models for air-traffic control 0 0 0 30 0 0 0 56
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 0 0 0 0
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 0 0 0
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 45 0 0 1 92
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 3 28 1 2 9 95
Optimizing international portfolios with options and forwards 0 1 2 40 2 4 8 125
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 0 1 1 4 4
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 0 0 0 0 0
Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm 0 0 0 0 0 0 1 3
Parallel Numerical Optimization: Current Status and an Annotated Bibliography 0 0 0 0 0 0 0 2
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 0 0 0 3
Portfolio diversification in the sovereign credit swap markets 0 0 0 0 2 3 8 8
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 1 2 1 3 11 17
Pricing options on scenario trees 0 0 0 26 0 1 2 98
Risk Management Optimization for Sovereign Debt Restructuring 0 2 3 13 1 7 13 44
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 4 11 0 0 6 31
Risk factor analysis and portfolio immunization in the corporate bond market 1 2 4 19 1 2 5 57
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 24 1 1 4 77
Robust Optimization of Large-Scale Systems 0 0 2 4 0 0 4 38
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 1 1 6 8 3 5 13 16
Robust optimization models for managing callable bond portfolios 0 0 0 25 0 0 1 77
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 0 0 1 3
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 0 0 0 6
Scenario modelling for selective hedging strategies 0 0 0 37 0 0 1 150
Scenario optimization asset and liability modelling for individual investors 0 0 0 1 0 0 0 8
Stability analysis of portfolio management with conditional value-at-risk 0 0 1 77 0 0 3 203
Stochastic linear programs with restricted recourse 0 0 0 7 1 1 2 24
The Cyprus Debt: Perfect Crisis and a Way Forward 1 1 1 73 3 6 13 165
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 0 1 0 0 1 3
Tracking bond indices in an integrated market and credit risk environment 0 0 0 8 0 0 1 28
Using data envelopment analysis for costing bank products 0 0 2 43 2 2 4 106
www.Personal_Asset_Allocation 0 1 1 2 0 1 3 14
Total Journal Articles 6 14 57 1,520 28 59 197 4,196
1 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
Modeling languages in computational economics: Gams 0 0 1 98 0 1 3 350
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 0 0 1 2 4 9
Total Chapters 0 0 1 98 1 3 7 359


Statistics updated 2019-07-03