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 1 1 285
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 0 0 3 299
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 0 0 4 660
Debt sustainability and monetary policy: the case of ECB asset purchases 0 0 1 29 2 6 15 78
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 1 2 2 455
Efficiency, Profitability and Quality of Banking Services 0 0 1 887 1 2 5 2,092
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 0 4 1,063 0 1 9 2,823
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 1 4 4 72
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 2 2 2 191
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 0 0 2 38
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 2 3 5 34
Pricing Sovereign Contingent Convertible Debt 0 0 0 8 1 2 2 45
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 3 3 4 43
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 0 0 4 59
Pricing sovereign contingent convertible debt 0 0 0 13 0 0 2 46
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 1 1 2 2,525
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 1 1 4 83
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 1 75 0 1 5 148
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 1 1 2 56
Risk management for sovereign financing within a debt sustainability framework 0 0 0 37 0 0 1 71
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 1 2 3 553
Scenario Modeling of Selective Hedging Strategies 0 0 1 322 0 0 1 685
Searching for the Value of Quality in Financial Services 0 0 0 356 0 0 2 982
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 0 0 0 28
The Case for Contingent Convertible Debt for Sovereignst 1 2 2 4 3 8 11 55
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 1 1 5 77
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 3 3 4 566
What Drives the Performance of Financial Institutions? 0 0 1 1,123 1 1 6 4,232
Total Working Papers 1 2 12 6,080 26 45 112 17,856

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 2 2 47
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems 0 0 0 0 2 2 3 9
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 0 0 1 41
A dynamic stochastic programming model for international portfolio management 0 0 1 82 0 1 5 221
A model for designing callable bonds and its solution using tabu search 0 0 0 33 1 2 3 100
A parsimonious model for generating arbitrage-free scenario trees 0 0 1 7 1 1 3 43
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 0 1 74 1 1 3 152
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 2 5 6 233
Asset and liability modelling for participating policies with guarantees 0 0 0 38 0 0 0 99
Auditing Public Debt Using Risk Management 0 0 0 4 3 3 4 9
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 0 0 0 21
CVaR models with selective hedging for international asset allocation 1 1 1 119 3 4 6 287
Capturing the Correlations of Fixed-income Instruments 0 0 1 19 1 2 4 54
Complete Prepayment Models for Mortgage-Backed Securities 0 0 2 41 0 1 3 128
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 1 2 8 95
Credit risk optimization using factor models 0 1 2 14 0 3 6 82
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 0 1 1 43
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 1 1 2 13
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 2 2 3 44
Does freedom lead to happiness? Economic growth and quality of life 0 0 0 28 0 0 2 153
Dynamic models for fixed-income portfolio management under uncertainty 0 0 1 204 1 1 4 468
Estimation of asset demands by heterogeneous agents 0 0 0 5 1 1 1 27
Feature Cluster: Operational Research for Risk Management 0 0 0 18 2 2 3 78
Financial decision models in a dynamical setting 0 1 1 37 0 1 3 122
Global political risk and international stock returns 1 1 4 7 3 6 15 26
High-performance computing for financial planning 0 0 0 32 0 0 1 101
Insurance League: Italy vs. U.K 0 0 1 1 2 3 5 5
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 1 1 2 17
Integrated dynamic models for hedging international portfolio risks 0 0 2 10 5 7 11 40
Integrating market and credit risk: A simulation and optimisation perspective 0 0 1 200 0 0 4 414
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 0 1 1 181
Mispricing of debt expansion in the eurozone sovereign credit market 0 0 1 3 0 0 3 5
Network based models for air-traffic control 0 0 0 31 0 1 1 67
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 0 0 1 5
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 1 1 1 7
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 0 0 3 167
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 1 37 0 0 2 139
Optimizing international portfolios with options and forwards 0 0 2 56 0 1 8 167
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 0 0 2 21
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 2 1 1 2 23
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 2 2 7 47
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 3 18 1 1 6 83
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 3 4 101
Risk Management for Sustainable Sovereign Debt Financing 0 1 11 19 0 3 22 43
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 0 1 7 55
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 5 49 2 5 13 187
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 0 1 3 30 1 5 8 98
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 0 0 2 2 1 2 9 13
Robust optimization models for managing callable bond portfolios 0 0 0 27 1 2 4 91
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 1 1 1 10
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 3 4 6 25
Scenario modelling for selective hedging strategies 0 0 0 40 0 0 0 162
Scenario optimization asset and liability modelling for individual investors 0 1 1 5 2 3 8 43
Stability analysis of portfolio management with conditional value-at-risk 0 0 0 79 1 1 1 218
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 0 0 1 19
Stochastic linear programs with restricted recourse 0 1 1 9 1 3 3 32
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 74 1 1 3 196
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 1 2 1 2 3 19
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 0 1 1 0 1 2 3
The risks from climate change to sovereign debt 2 7 19 41 5 17 42 102
Tracking bond indices in an integrated market and credit risk environment 0 0 1 9 1 2 4 43
Unconventional monetary policy and debt sustainability in Japan 0 1 3 14 3 8 18 45
Using data envelopment analysis for costing bank products 0 0 0 48 1 1 2 197
www.Personal_Asset_Allocation 0 0 0 5 1 1 5 49
Total Journal Articles 4 16 76 1,911 66 129 321 6,094
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 1 6
Modeling languages in computational economics: Gams 0 0 0 104 1 1 1 376
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 1 4 0 0 2 50
Total Chapters 0 0 1 108 1 1 4 432

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Statistics updated 2025-11-08