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 1 5 6 290
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 3 8 8 307
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 3 15 19 676
Debt sustainability and monetary policy: the case of ECB asset purchases 0 0 1 29 9 25 40 105
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 0 3 6 459
Efficiency, Profitability and Quality of Banking Services 0 0 0 887 0 4 8 2,098
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 0 1 1,063 7 12 16 2,836
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 0 3 7 75
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 1 4 6 195
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 0 3 6 42
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 1 5 10 39
Pricing Sovereign Contingent Convertible Debt 0 0 0 8 0 2 4 47
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 3 7 46
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 0 8 12 69
Pricing sovereign contingent convertible debt 0 0 0 13 1 8 10 55
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 0 6 9 2,532
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 1 4 8 90
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 1 10 14 160
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 3 6 11 65
Risk management for sovereign financing within a debt sustainability framework 0 0 0 37 2 14 15 86
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 0 3 6 556
Scenario Modeling of Selective Hedging Strategies 0 0 0 322 0 0 0 685
Searching for the Value of Quality in Financial Services 0 0 0 356 0 10 15 995
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 2 6 6 34
The Case for Contingent Convertible Debt for Sovereignst 0 0 3 5 2 14 28 72
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 2 6 11 85
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 214 1 4 5 580
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 1 6 9 572
What Drives the Performance of Financial Institutions? 0 1 1 1,124 3 8 11 4,240
Total Working Papers 0 1 8 6,082 45 205 313 18,091

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 1 6 10 16
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 0 3 5 45
A dynamic stochastic programming model for international portfolio management 0 0 0 82 1 3 6 225
A model for designing callable bonds and its solution using tabu search 0 0 0 33 0 6 10 107
A parsimonious model for generating arbitrage-free scenario trees 1 1 2 8 2 8 12 52
A smooth penalty function algorithm for network-structured problems 0 0 0 12 0 2 2 55
A stochastic programming model for money management 0 0 1 74 0 5 8 158
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 1 6 13 240
Asset and liability modelling for participating policies with guarantees 0 0 0 38 2 6 9 108
Auditing Public Debt Using Risk Management 1 2 2 6 1 6 10 16
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 1 3 4 25
CVaR models with selective hedging for international asset allocation 0 1 2 120 1 7 13 295
Capturing the Correlations of Fixed-income Instruments 0 0 0 19 2 7 9 61
Complete Prepayment Models for Mortgage-Backed Securities 2 2 3 43 10 16 18 144
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 0 5 13 102
Credit risk optimization using factor models 0 0 1 14 1 3 8 85
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 0 1 2 44
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 1 5 7 18
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 1 4 6 48
Does freedom lead to happiness? Economic growth and quality of life 0 0 0 28 0 2 3 156
Dynamic models for fixed-income portfolio management under uncertainty 0 0 1 204 1 7 12 477
Estimation of asset demands by heterogeneous agents 0 0 0 5 1 4 6 32
Feature Cluster: Operational Research for Risk Management 0 0 0 18 0 3 6 81
Financial decision models in a dynamical setting 0 0 1 37 1 5 7 127
Global political risk and international stock returns 0 1 5 8 2 12 27 40
High-performance computing for financial planning 0 0 0 32 1 3 3 104
Insurance League: Italy vs. U.K 0 0 0 1 0 1 5 7
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 0 1 4 19
Integrated dynamic models for hedging international portfolio risks 0 1 3 11 0 4 15 45
Integrating market and credit risk: A simulation and optimisation perspective 1 1 2 201 2 7 12 422
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 0 3 4 184
Mispricing of debt expansion in the eurozone sovereign credit market 0 0 1 3 2 6 13 15
Network based models for air-traffic control 0 0 0 31 0 1 2 68
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 0 2 3 7
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 5 6 12
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 1 3 5 171
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 1 37 1 1 8 145
Optimizing international portfolios with options and forwards 0 0 2 57 1 10 19 181
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 2 0 5 7 29
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 0 4 5 25
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 1 9 11 23
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 4 12 53
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 2 18 0 3 10 90
Pricing options on scenario trees 0 0 1 28 0 3 4 116
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 2 9 13 110
Risk Management for Sustainable Sovereign Debt Financing 1 1 7 20 5 35 50 79
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 0 8 16 65
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 0 23 1 5 7 84
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 0 1 7 8 10
Robust Optimization of Large-Scale Systems 0 1 3 51 8 12 24 205
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 1 1 3 31 1 6 12 104
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 0 0 2 2 2 4 13 18
Robust optimization models for managing callable bond portfolios 0 0 0 27 1 6 10 98
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 0 2 3 12
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 2 5 11 30
Scenario modelling for selective hedging strategies 1 1 1 41 1 2 4 166
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 4 11 17 55
Stability analysis of portfolio management with conditional value-at-risk 0 0 0 79 3 7 10 227
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 0 1 1 20
Stochastic linear programs with restricted recourse 0 0 1 9 3 4 7 36
The Cyprus Debt: Perfect Crisis and a Way Forward 0 1 1 75 2 9 12 205
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 0 2 0 4 6 23
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 0 2 7 7 7
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 1 1 0 2 5 6
The risks from climate change to sovereign debt 1 3 19 45 8 31 77 142
Tracking bond indices in an integrated market and credit risk environment 0 0 1 9 2 5 9 48
Unconventional monetary policy and debt sustainability in Japan 0 3 4 17 4 22 37 70
Using data envelopment analysis for costing bank products 0 0 0 48 8 16 18 213
www.Personal_Asset_Allocation 1 1 1 6 2 6 9 55
Total Journal Articles 10 21 76 1,935 101 436 762 6,608
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 3 4 5 10
Modeling languages in computational economics: Gams 0 0 0 104 1 9 10 385
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 0 4 0 4 7 56
Total Chapters 0 0 0 108 4 17 22 451

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Statistics updated 2026-03-04