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 3 6 290
A Stochastic Programming Framework for International PortfolioManagement 0 0 0 0 1 8 9 308
Asset and Liability Modeling for Participating Policies with Guarantees 0 0 1 288 1 11 20 677
Debt sustainability and monetary policy: the case of ECB asset purchases 0 0 1 29 0 19 39 105
Disentangling Within- and Between-Country Efficiency Differences of Bank Branches 0 0 0 224 0 2 6 459
Efficiency, Profitability and Quality of Banking Services 0 0 0 887 0 3 8 2,098
Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities 0 0 1 1,063 3 13 19 2,839
Fairness and Reflexivity in the Cyprus Bail-In 0 0 0 22 1 4 8 76
Financial Products with Guarantees: Applications, Models and Internet-based services 0 0 0 0 0 4 6 195
Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization 0 0 0 5 0 2 5 42
Portfolio Diversification in the Sovereign Credit Swap Markets 0 0 0 17 1 5 11 40
Pricing Sovereign Contingent Convertible Debt 0 0 0 8 0 1 4 47
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets 0 0 0 0 1 3 8 47
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 0 20 1 7 13 70
Pricing sovereign contingent convertible debt 0 0 0 13 0 8 10 55
Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market 0 0 0 808 0 2 9 2,532
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 30 1 3 9 91
Risk Management for Sovereign Debt Financing with Sustainability Conditions 0 0 0 75 1 9 14 161
Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries 0 0 0 10 0 5 11 65
Risk management for sovereign financing within a debt sustainability framework 0 0 0 37 1 7 16 87
Scenario Modeling for the Management of International Bond Portfolios 0 0 0 272 1 3 7 557
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 1 8 16 996
State contingent debt as insurance for euro-area sovereigns 0 0 0 19 0 4 6 34
The Case for Contingent Convertible Debt for Sovereignst 0 0 3 5 1 7 29 73
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 0 8 0 4 11 85
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 214 1 5 6 581
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 0 226 0 2 9 572
What Drives the Performance of Financial Institutions? 0 1 1 1,124 0 7 10 4,240
Total Working Papers 0 1 7 6,082 16 159 325 18,107

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 1 4 11 17
A Network Model to Maximize Navy Personnel Readiness and Its Solution 0 0 0 4 0 2 5 45
A dynamic stochastic programming model for international portfolio management 0 0 0 82 2 5 7 227
A model for designing callable bonds and its solution using tabu search 0 0 0 33 0 3 10 107
A parsimonious model for generating arbitrage-free scenario trees 0 1 2 8 1 9 13 53
A smooth penalty function algorithm for network-structured problems 0 0 0 12 0 1 2 55
A stochastic programming model for money management 0 0 1 74 0 1 8 158
Asset and liability management for insurance products with minimum guarantees: The UK case 0 0 0 78 1 7 14 241
Asset and liability modelling for participating policies with guarantees 0 0 0 38 0 3 9 108
Auditing Public Debt Using Risk Management 0 1 2 6 1 4 11 17
Benchmarks of the Efficiency of Bank Branches 0 0 0 4 0 1 4 25
CVaR models with selective hedging for international asset allocation 0 0 2 120 1 4 13 296
Capturing the Correlations of Fixed-income Instruments 0 0 0 19 0 4 9 61
Complete Prepayment Models for Mortgage-Backed Securities 0 2 3 43 1 15 19 145
Contingent Convertible Bonds for Sovereign Debt Risk Management 0 0 0 11 0 2 13 102
Credit risk optimization using factor models 0 0 1 14 0 3 7 85
Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations 0 0 0 9 0 1 2 44
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models 0 0 1 1 0 3 7 18
Designing and pricing guarantee options in defined contribution pension plans 0 0 0 8 0 4 6 48
Does freedom lead to happiness? Economic growth and quality of life 0 0 0 28 1 3 4 157
Dynamic models for fixed-income portfolio management under uncertainty 0 0 1 204 0 5 12 477
Estimation of asset demands by heterogeneous agents 0 0 0 5 0 3 6 32
Feature Cluster: Operational Research for Risk Management 0 0 0 18 0 3 6 81
Financial decision models in a dynamical setting 0 0 1 37 0 5 7 127
Global political risk and international stock returns 0 1 5 8 2 11 29 42
High-performance computing for financial planning 0 0 0 32 1 3 4 105
Insurance League: Italy vs. U.K 0 0 0 1 0 1 5 7
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities 0 0 0 4 0 1 4 19
Integrated dynamic models for hedging international portfolio risks 0 0 3 11 3 4 18 48
Integrating market and credit risk: A simulation and optimisation perspective 0 1 2 201 1 6 13 423
Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach 0 0 0 43 0 2 4 184
Mispricing of debt expansion in the eurozone sovereign credit market 0 0 1 3 2 8 15 17
Network based models for air-traffic control 0 0 0 31 0 1 2 68
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP 0 0 0 0 2 3 5 9
OR Practice—Large-Scale Nonlinear Network Models and Their Application 0 0 0 0 0 5 6 12
On the simulation of portfolios of interest rate and credit risk sensitive securities 0 0 0 47 0 3 5 171
Operations, Quality, and Profitability in the Provision of Banking Services 0 0 1 37 1 2 9 146
Optimizing international portfolios with options and forwards 0 0 1 57 1 9 19 182
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 3 0 3 5 25
PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT 0 0 0 2 0 3 7 29
Parallel and Supercomputing in the Practice of Management Science 0 0 0 0 0 7 10 23
Portfolio diversification in the sovereign credit swap markets 0 0 0 5 0 1 12 53
Pricing and hedging GDP-linked bonds in incomplete markets 0 0 2 18 0 1 10 90
Pricing options on scenario trees 0 0 1 28 4 7 8 120
Risk Management Optimization for Sovereign Debt Restructuring 0 0 0 20 0 7 13 110
Risk Management for Sustainable Sovereign Debt Financing 1 2 8 21 3 20 51 82
Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests 0 0 0 14 0 4 16 65
Risk factor analysis and portfolio immunization in the corporate bond market 0 0 0 23 0 2 6 84
Risk profiles for re-profiling the sovereign debt of crisis countries 0 0 0 0 3 5 11 13
Robust Optimization of Large-Scale Systems 0 1 2 51 2 13 25 207
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances 0 1 3 31 3 8 15 107
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance 0 0 1 2 5 9 17 23
Robust optimization models for managing callable bond portfolios 0 0 0 27 0 5 9 98
Scalable parallel computations forlarge-scale stochastic programming 0 0 0 0 1 3 4 13
Scenario modeling for the management ofinternational bond portfolios 0 0 0 0 1 5 11 31
Scenario modelling for selective hedging strategies 0 1 1 41 0 1 4 166
Scenario optimization asset and liability modelling for individual investors 0 0 1 5 0 9 16 55
Stability analysis of portfolio management with conditional value-at-risk 0 0 0 79 0 6 10 227
State Contingent Debt as Insurance for Euro Area Sovereigns 0 0 0 3 0 0 1 20
Stochastic linear programs with restricted recourse 0 0 1 9 0 3 7 36
The Cyprus Debt: Perfect Crisis and a Way Forward 0 0 1 75 0 7 11 205
The Productivity of Financial Intermediation and the Technology of Financial Product Management 0 0 0 2 0 3 6 23
The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios 0 0 0 0 0 5 7 7
The Value of Integrative Risk Management for Insurance Products with Guarantees 0 0 1 1 0 2 5 6
The risks from climate change to sovereign debt 2 5 21 47 5 24 80 147
Tracking bond indices in an integrated market and credit risk environment 0 0 1 9 1 5 10 49
Unconventional monetary policy and debt sustainability in Japan 0 1 4 17 2 11 38 72
Using data envelopment analysis for costing bank products 0 0 0 48 6 19 24 219
www.Personal_Asset_Allocation 0 1 1 6 1 4 8 56
Total Journal Articles 3 18 76 1,938 59 356 802 6,667
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 4 6 11
Modeling languages in computational economics: Gams 0 0 0 104 0 6 10 385
Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays 0 0 0 4 0 2 7 56
Total Chapters 0 0 0 108 1 12 23 452

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Statistics updated 2026-04-09