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 2 7 274
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 1 3 6 271
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 0 283 0 0 4 640
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 0 11 2,046
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 1 6 1,047 2 5 29 2,755
Fairness and Reflexivity in the Cyprus Bail-In 0 0 1 16 2 2 9 49
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 0 0 2 180
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 3 2 4 9 22
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 0 1 4 18
Pricing Sovereign Contingent Convertible Debt 0 0 0 5 0 1 3 20
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 4 5 20
Pricing and hedging GDP-linked bonds in incomplete markets 0 1 9 10 0 5 13 17
Pricing sovereign contingent convertible debt 0 0 5 12 0 0 9 16
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 1 5 803 1 3 12 2,505
Risk Management Optimization for Sovereign Debt Restructuring 0 0 1 26 0 2 8 53
Risk Management for Sovereign Debt Financing with Sustainability Conditions 3 4 4 4 6 9 9 9
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 7 2 6 13 35
Risk management for sovereign financing within a debt sustainability framework 1 2 4 4 2 7 10 10
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 269 1 1 4 532
Scenario Modeling of Selective Hedging Strategies 0 0 0 316 0 0 2 668
Searching for the Value of Quality in Financial Services 0 0 0 356 0 0 5 972
State contingent debt as insurance for euro-area sovereigns 0 0 3 17 1 2 5 15
The Case for Contingent Convertible Debt for Sovereignst 0 0 0 0 1 2 4 14
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 1 5 3 7 9 22
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 212 0 0 2 556
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 225 2 2 5 542
What Drives the Performance of Financial Institutions? 1 3 16 1,063 31 80 370 3,545
Total Working Papers 5 12 58 5,799 59 148 571 16,238


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 1 6
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems 0 0 0 0 0 1 1 2
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 2 2 6 172
A model for designing callable bonds and its solution using tabu search 0 0 0 32 1 1 1 94
A parsimonious model for generating arbitrage-free scenario trees 0 0 0 0 1 4 4 14
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 2 2 7 127
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 1 75 1 1 2 205
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 2 4 8
CVaR models with selective hedging for international asset allocation 1 1 2 108 1 1 2 249
Capturing the Correlations of Fixed-income Instruments 0 2 2 17 0 2 2 42
Complete Prepayment Models for Mortgage-Backed Securities 0 0 4 21 1 1 6 68
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 1 4 4 1 6 22 22
Credit risk optimization using factor models 0 0 0 5 4 5 5 22
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 2 3 3 38
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 0 0 0 1 3 5
Designing and pricing guarantee options in defined contribution pension plans 0 0 1 3 0 0 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 0 198 1 1 4 437
Estimation of asset demands by heterogeneous agents 0 0 1 5 0 1 2 24
Feature Cluster: Operational Research for Risk Management 0 0 0 18 1 1 1 70
Financial decision models in a dynamical setting 0 0 0 36 0 0 0 115
High-performance computing for financial planning 0 0 0 31 1 1 2 90
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 1 2 2 0 1 3 3
Integrating market and credit risk: A simulation and optimisation perspective 0 0 5 192 0 1 6 391
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 2 41 0 1 5 161
Massively Parallel Algorithms for Singly Constrained Convex Programs 0 0 0 0 1 1 2 3
Matrix Balancing on a Massively Parallel Connection Machine 0 0 0 1 1 1 1 3
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 1 2 3 94
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 2 28 0 2 9 97
Optimizing international portfolios with options and forwards 0 0 1 40 2 2 9 127
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 0 0 1 5 5
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 0 2 3 3 3
Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm 0 0 0 0 1 1 2 4
Parallel Numerical Optimization: Current Status and an Annotated Bibliography 0 0 0 0 0 1 1 3
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 1 2 2 5
Portfolio diversification in the sovereign credit swap markets 0 0 0 0 0 2 8 10
Pricing and hedging GDP-linked bonds in incomplete markets 1 4 4 6 2 7 15 24
Pricing options on scenario trees 0 0 0 26 2 2 4 100
Risk Management Optimization for Sovereign Debt Restructuring 0 0 3 13 3 6 18 50
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 2 11 0 0 4 31
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 3 19 1 3 7 60
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 24 1 1 5 78
Robust Optimization of Large-Scale Systems 1 1 3 5 1 6 9 44
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 1 1 6 9 1 4 15 20
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 1 2 4
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 0 0 0 6
Scenario modelling for selective hedging strategies 0 1 1 38 0 1 2 151
Scenario optimization asset and liability modelling for individual investors 0 0 0 1 1 2 2 10
Stability analysis of portfolio management with conditional value-at-risk 0 0 0 77 1 1 2 204
Stochastic linear programs with restricted recourse 0 0 0 7 0 0 1 24
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 1 73 1 1 10 166
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 0 1 0 1 2 4
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 1 43 0 0 3 106
www.Personal_Asset_Allocation 0 0 1 2 0 2 5 16
Total Journal Articles 4 12 56 1,532 43 95 251 4,291


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 1 2 99 0 2 5 352
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 0 0 4 6 9 15
Total Chapters 0 1 2 99 4 8 14 367


Statistics updated 2019-10-05