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 2 3 3 287
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 1 1 4 300
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 5 6 10 666
Debt sustainability and monetary policy: the case of ECB asset purchases 0 0 1 29 6 10 23 86
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 1 3 4 457
Efficiency, Profitability and Quality of Banking Services 0 0 1 887 1 4 7 2,095
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 0 3 1,063 2 3 11 2,826
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 0 1 4 72
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 0 2 2 191
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 1 2 4 40
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 1 3 6 35
Pricing Sovereign Contingent Convertible Debt 0 0 0 8 1 2 3 46
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 4 5 44
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 2 4 8 63
Pricing sovereign contingent convertible debt 0 0 0 13 0 1 3 47
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 4 6 7 2,530
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 2 6 8 88
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 2 4 8 152
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 1 5 6 60
Risk management for sovereign financing within a debt sustainability framework 0 0 0 37 8 9 10 80
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 1 2 4 554
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 3 6 8 988
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 2 2 2 30
The Case for Contingent Convertible Debt for Sovereignst 0 2 3 5 8 14 22 66
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 2 5 9 81
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 214 0 1 3 576
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 4 7 7 570
What Drives the Performance of Financial Institutions? 0 0 1 1,123 1 2 6 4,233
Total Working Papers 0 2 11 6,081 62 118 197 17,948

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 3 6 7 13
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 1 2 3 43
A dynamic stochastic programming model for international portfolio management 0 0 1 82 0 1 5 222
A model for designing callable bonds and its solution using tabu search 0 0 0 33 3 5 7 104
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 7 0 2 4 44
A smooth penalty function algorithm for network-structured problems 0 0 0 12 1 1 1 54
A stochastic programming model for money management 0 0 1 74 4 6 7 157
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 0 3 7 234
Asset and liability modelling for participating policies with guarantees 0 0 0 38 3 6 6 105
Auditing Public Debt Using Risk Management 1 1 1 5 3 7 8 13
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 2 3 3 24
CVaR models with selective hedging for international asset allocation 1 2 2 120 4 8 10 292
Capturing the Correlations of Fixed-income Instruments 0 0 0 19 3 4 6 57
Complete Prepayment Models for Mortgage-Backed Securities 0 0 2 41 2 2 5 130
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 3 6 13 100
Credit risk optimization using factor models 0 0 2 14 0 0 6 82
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 0 0 1 43
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 2 3 4 15
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 0 2 2 44
Does freedom lead to happiness? Economic growth and quality of life 0 0 0 28 0 1 3 154
Dynamic models for fixed-income portfolio management under uncertainty 0 0 1 204 2 5 8 472
Estimation of asset demands by heterogeneous agents 0 0 0 5 1 3 3 29
Feature Cluster: Operational Research for Risk Management 0 0 0 18 0 2 3 78
Financial decision models in a dynamical setting 0 0 1 37 0 0 3 122
Global political risk and international stock returns 0 1 4 7 3 8 19 31
High-performance computing for financial planning 0 0 0 32 1 1 1 102
Insurance League: Italy vs. U.K 0 0 1 1 0 3 6 6
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 0 2 3 18
Integrated dynamic models for hedging international portfolio risks 1 1 3 11 3 9 15 44
Integrating market and credit risk: A simulation and optimisation perspective 0 0 1 200 2 3 7 417
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 1 1 2 182
Mispricing of debt expansion in the eurozone sovereign credit market 0 0 1 3 0 4 7 9
Network based models for air-traffic control 0 0 0 31 0 0 1 67
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 1 1 2 6
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 1 1 7
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 0 1 3 168
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 1 37 0 5 7 144
Optimizing international portfolios with options and forwards 0 1 3 57 2 6 13 173
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 1 1 3 22
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 2 2 4 5 26
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 2 3 5 16
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 3 7 11 52
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 3 18 2 7 12 89
Pricing options on scenario trees 0 0 1 28 0 0 1 113
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 2 4 6 103
Risk Management for Sustainable Sovereign Debt Financing 0 0 7 19 18 19 35 62
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 4 6 13 61
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 0 23 3 4 5 82
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 0 5 6 6 8
Robust Optimization of Large-Scale Systems 0 1 4 50 1 9 15 194
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 0 0 3 30 1 2 9 99
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 0 0 2 2 0 2 9 14
Robust optimization models for managing callable bond portfolios 0 0 0 27 1 3 6 93
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 0 1 1 10
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 1 4 7 26
Scenario modelling for selective hedging strategies 0 0 0 40 1 3 3 165
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 2 5 9 46
Stability analysis of portfolio management with conditional value-at-risk 0 0 0 79 1 4 4 221
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 1 1 2 20
Stochastic linear programs with restricted recourse 0 0 1 9 1 2 4 33
The Cyprus Debt: Perfect Crisis and a Way Forward 1 1 1 75 2 3 5 198
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 0 2 1 2 3 20
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 0 2 2 2 2
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 1 1 0 1 3 4
The risks from climate change to sovereign debt 0 3 18 42 12 26 60 123
Tracking bond indices in an integrated market and credit risk environment 0 0 1 9 1 2 5 44
Unconventional monetary policy and debt sustainability in Japan 2 2 5 16 13 19 32 61
Using data envelopment analysis for costing bank products 0 0 0 48 3 4 5 200
www.Personal_Asset_Allocation 0 0 0 5 3 4 7 52
Total Journal Articles 6 13 75 1,920 139 283 507 6,311
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 1 1 2 7
Modeling languages in computational economics: Gams 0 0 0 104 3 4 4 379
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 1 4 2 4 6 54
Total Chapters 0 0 1 108 6 9 12 440

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Statistics updated 2026-01-09