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 0 284
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 0 0 3 299
Asset and Liability Modeling for Participating Policies with Guarantees 1 1 1 288 2 2 3 659
Debt sustainability and monetary policy: the case of ECB asset purchases 0 0 0 28 1 3 9 69
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 0 0 1 453
Efficiency, Profitability and Quality of Banking Services 0 0 1 887 0 0 3 2,090
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 0 3 1,062 0 0 6 2,820
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 0 0 0 68
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 0 0 0 189
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 0 0 1 37
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 0 0 0 29
Pricing Sovereign Contingent Convertible Debt 0 0 1 8 0 0 1 43
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 0 0 0 39
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 1 2 5 59
Pricing sovereign contingent convertible debt 0 0 0 13 0 0 1 45
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 0 1 1 2,524
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 0 0 3 82
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 2 75 0 0 7 147
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 0 0 0 54
Risk management for sovereign financing within a debt sustainability framework 0 0 1 37 0 0 2 71
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 0 0 0 550
Scenario Modeling of Selective Hedging Strategies 0 0 1 322 0 0 2 685
Searching for the Value of Quality in Financial Services 0 0 0 356 0 0 1 980
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 0 0 1 28
The Case for Contingent Convertible Debt for Sovereignst 0 0 0 2 0 0 0 44
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 0 0 2 74
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 214 0 0 2 575
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 0 0 1 563
What Drives the Performance of Financial Institutions? 0 0 2 1,123 0 0 6 4,230
Total Working Papers 1 1 12 6,076 4 8 61 17,790

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 1 20 0 0 1 45
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems 0 0 0 0 1 1 1 7
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 0 0 1 40
A dynamic stochastic programming model for international portfolio management 0 0 4 82 0 0 7 220
A model for designing callable bonds and its solution using tabu search 0 0 0 33 0 0 0 97
A parsimonious model for generating arbitrage-free scenario trees 0 1 1 7 0 2 2 42
A smooth penalty function algorithm for network-structured problems 0 0 0 12 0 0 0 53
A stochastic programming model for money management 0 1 2 74 0 1 3 151
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 1 1 2 228
Asset and liability modelling for participating policies with guarantees 0 0 1 38 0 0 2 99
Auditing Public Debt Using Risk Management 0 0 3 4 0 0 5 6
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 0 0 0 21
CVaR models with selective hedging for international asset allocation 0 0 1 118 0 0 5 283
Capturing the Correlations of Fixed-income Instruments 0 0 1 19 0 0 2 52
Complete Prepayment Models for Mortgage-Backed Securities 0 0 2 40 0 0 3 126
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 2 2 5 91
Credit risk optimization using factor models 0 0 2 13 0 0 5 78
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 0 0 0 42
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 1 1 1 0 1 1 12
Designing and pricing guarantee options in defined contribution pension plans 0 0 1 8 0 0 2 42
Does freedom lead to happiness? Economic growth and quality of life 0 0 1 28 0 0 3 153
Dynamic models for fixed-income portfolio management under uncertainty 0 1 1 204 0 1 3 466
Estimation of asset demands by heterogeneous agents 0 0 0 5 0 0 0 26
Feature Cluster: Operational Research for Risk Management 0 0 0 18 0 0 0 75
Financial decision models in a dynamical setting 0 0 0 36 0 1 2 121
Global political risk and international stock returns 0 2 3 5 1 6 12 19
High-performance computing for financial planning 0 0 0 32 0 0 2 101
Insurance League: Italy vs. U.K 0 0 1 1 0 0 2 2
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 1 1 1 16
Integrated dynamic models for hedging international portfolio risks 0 2 2 10 0 3 6 33
Integrating market and credit risk: A simulation and optimisation perspective 1 1 1 200 3 4 5 414
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 0 0 3 180
Mispricing of debt expansion in the eurozone sovereign credit market 1 1 2 3 3 3 4 5
Network based models for air-traffic control 0 0 1 31 0 0 1 66
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 0 0 0 4
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 0 0 6
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 0 0 3 166
Operations, Quality, and Profitability in the Provision of Banking Services 0 1 1 37 1 2 4 139
Optimizing international portfolios with options and forwards 0 0 3 56 2 3 9 166
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 1 2 0 0 2 22
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 0 0 1 20
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 0 0 2 13
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 3 4 44
Pricing and hedging GDP-linked bonds in incomplete markets 0 2 3 18 0 2 5 82
Pricing options on scenario trees 0 1 1 28 0 1 2 113
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 0 1 1 98
Risk Management for Sustainable Sovereign Debt Financing 2 4 13 17 3 6 21 37
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 1 2 3 51
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 0 23 0 0 1 78
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 0 0 0 0 2
Robust Optimization of Large-Scale Systems 0 0 6 49 0 0 12 182
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 0 1 2 29 0 1 5 93
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 0 1 2 2 1 4 10 10
Robust optimization models for managing callable bond portfolios 0 0 0 27 0 0 2 89
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 0 0 0 9
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 1 1 3 21
Scenario modelling for selective hedging strategies 0 0 0 40 0 0 1 162
Scenario optimization asset and liability modelling for individual investors 0 0 0 4 0 1 11 40
Stability analysis of portfolio management with conditional value-at-risk 0 0 0 79 0 0 0 217
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 0 0 1 19
Stochastic linear programs with restricted recourse 0 0 0 8 0 0 0 29
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 1 74 0 1 3 195
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 1 2 0 0 2 17
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 0 0 0 0 0
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 1 1 1 0 1 1 2
The risks from climate change to sovereign debt 1 4 11 30 8 13 31 80
Tracking bond indices in an integrated market and credit risk environment 0 0 0 8 1 1 1 40
Unconventional monetary policy and debt sustainability in Japan 0 0 3 13 2 2 15 36
Using data envelopment analysis for costing bank products 0 0 0 48 0 0 0 195
www.Personal_Asset_Allocation 0 0 0 5 0 0 4 48
Total Journal Articles 5 25 81 1,887 32 72 251 5,937
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 1 1 6
Modeling languages in computational economics: Gams 0 0 0 104 0 0 1 375
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 1 4 0 1 2 50
Total Chapters 0 0 1 108 0 2 4 431

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Statistics updated 2025-07-04