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 1 12 311
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 0 288 1 1 22 682
Debt sustainability and monetary policy: the case of ECB asset purchases 0 0 0 29 0 3 39 111
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 0 0 7 460
Efficiency, Profitability and Quality of Banking Services 0 0 0 887 2 2 12 2,102
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 1 1 1 1,064 1 3 21 2,843
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 1 1 13 81
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 0 1 8 197
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 0 1 6 44
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 0 2 13 44
Pricing Sovereign Contingent Convertible Debt 0 0 0 8 0 2 10 53
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 1 9 49
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 0 1 16 75
Pricing sovereign contingent convertible debt 0 0 0 13 0 0 9 55
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 0 1 12 2,536
Risk Management Optimization for Sovereign Debt Restructuring 0 1 1 31 1 2 14 96
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 0 75 0 0 14 161
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 0 0 12 67
Risk management for sovereign financing within a debt sustainability framework 0 0 0 37 0 1 20 91
Scenario Modeling for the Management of International Bond Portfolios 0 1 1 273 0 3 12 563
Scenario Modeling of Selective Hedging Strategies 1 1 1 323 1 1 5 690
Searching for the Value of Quality in Financial Services 0 0 0 356 0 1 18 1,000
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 0 0 8 36
The Case for Contingent Convertible Debt for Sovereignst 0 0 3 5 2 4 32 79
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 0 0 14 90
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 214 0 0 10 585
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 1 3 14 577
What Drives the Performance of Financial Institutions? 0 0 1 1,124 0 1 13 4,244
Total Working Papers 2 4 8 6,086 10 36 401 18,212

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 1 1 3 48
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems 0 0 0 0 0 0 10 17
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 1 1 7 48
A dynamic stochastic programming model for international portfolio management 0 1 1 83 0 2 9 229
A model for designing callable bonds and its solution using tabu search 0 0 0 33 1 3 14 112
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 8 1 2 13 55
A smooth penalty function algorithm for network-structured problems 0 0 0 12 0 0 3 56
A stochastic programming model for money management 0 0 0 74 0 1 9 160
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 0 2 15 243
Asset and liability modelling for participating policies with guarantees 0 0 0 38 0 2 14 113
Auditing Public Debt Using Risk Management 0 4 8 12 1 6 19 25
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 0 0 10 31
CVaR models with selective hedging for international asset allocation 0 0 2 120 1 1 14 297
Capturing the Correlations of Fixed-income Instruments 0 0 0 19 0 0 11 63
Complete Prepayment Models for Mortgage-Backed Securities 0 3 5 46 1 7 38 165
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 1 5 16 109
Credit risk optimization using factor models 0 0 1 14 1 3 15 94
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 2 2 4 46
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 2 2 2 10 22
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 0 5 158
Dynamic models for fixed-income portfolio management under uncertainty 0 0 0 204 0 0 11 478
Estimation of asset demands by heterogeneous agents 0 0 0 5 0 0 7 33
Feature Cluster: Operational Research for Risk Management 0 0 0 18 1 1 7 83
Financial decision models in a dynamical setting 0 0 1 37 1 2 11 132
Global political risk and international stock returns 0 0 2 8 3 7 32 52
High-performance computing for financial planning 0 0 0 32 0 0 4 105
Insurance League: Italy vs. U.K 0 0 0 1 0 1 8 10
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 0 0 5 21
Integrated dynamic models for hedging international portfolio risks 1 1 2 12 2 3 19 52
Integrating market and credit risk: A simulation and optimisation perspective 0 0 1 201 0 0 10 424
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 0 0 8 188
Mispricing of debt expansion in the eurozone sovereign credit market 0 0 0 3 0 1 17 22
Network based models for air-traffic control 0 0 0 31 0 0 3 69
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 0 0 5 10
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 0 7 13
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 0 1 7 174
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 0 37 1 4 16 155
Optimizing international portfolios with options and forwards 0 0 1 57 2 2 20 186
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 0 2 8 29
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 2 2 2 11 33
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 1 1 11 24
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 1 11 56
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 18 1 3 12 94
Pricing options on scenario trees 0 0 0 28 0 0 8 121
Risk Management Optimization for Sovereign Debt Restructuring 0 1 1 21 2 4 17 115
Risk Management for Sustainable Sovereign Debt Financing 1 1 4 22 1 3 49 89
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 1 2 14 68
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 0 23 0 0 8 86
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 0 3 4 17 19
Robust Optimization of Large-Scale Systems 0 2 5 54 2 8 37 219
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 0 1 3 32 0 4 24 117
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 1 2 2 4 1 8 28 39
Robust optimization models for managing callable bond portfolios 0 0 0 27 0 0 11 100
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 0 0 5 14
Scenario modeling for the management ofinternational bond portfolios 0 2 2 2 0 2 16 37
Scenario modelling for selective hedging strategies 0 0 1 41 0 0 5 167
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 0 0 17 57
Stability analysis of portfolio management with conditional value-at-risk 0 1 1 80 0 2 18 235
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 1 2 3 22
Stochastic linear programs with restricted recourse 0 0 1 9 1 1 11 40
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 1 75 2 3 21 216
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 0 2 2 3 9 26
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 0 0 2 12 12
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 1 1 1 5 7
The risks from climate change to sovereign debt 0 2 16 50 2 9 81 166
Tracking bond indices in an integrated market and credit risk environment 0 0 0 9 0 0 8 49
Unconventional monetary policy and debt sustainability in Japan 0 0 4 17 3 4 46 83
Using data envelopment analysis for costing bank products 0 0 0 48 1 1 25 221
www.Personal_Asset_Allocation 0 0 1 6 0 0 9 57
Total Journal Articles 3 21 69 1,964 50 134 999 6,964
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 6 12
Modeling languages in computational economics: Gams 0 1 1 105 0 2 13 388
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 0 4 0 0 7 57
Total Chapters 0 1 1 109 0 2 26 457

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Statistics updated 2026-08-07