Stavros A. Zenios : Citation Profile


Are you Stavros A. Zenios?

University of Cyprus (72% share)
Norges Handelshøyskole (NHH) (18% share)
University of Pennsylvania (10% share)

12

H index

21

i10 index

650

Citations

RESEARCH PRODUCTION:

64

Articles

28

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   34 years (1986 - 2020). See details.
   Cites by year: 19
   Journals where Stavros A. Zenios has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 38 (5.52 %)

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   Permalink: http://citec.repec.org/pas152
   Updated: 2022-05-28    RAS profile: 2021-04-15    
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Relations with other researchers


Works with:

Consiglio, Andrea (6)

Erce, Aitor (2)

Demertzis, Maria (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stavros A. Zenios.

Is cited by:

Yin, Libo (12)

Ferstl, Robert (8)

Kargin, Vladislav (8)

Wallace, Stein (7)

Kerstens, Kristiaan (6)

Drehmann, Mathias (6)

Consiglio, Andrea (6)

Fonseca, Raquel (5)

Corsetti, Giancarlo (5)

Erce, Aitor (5)

Beltratti, Andrea (4)

Cites to:

Berger, Allen (28)

Consiglio, Andrea (22)

Reinhart, Carmen (17)

Trebesch, Christoph (15)

Rogoff, Kenneth (14)

Jarrow, Robert (13)

Mester, Loretta (12)

Artzner, Philippe (9)

Topaloglou, Nikolas (8)

Zettelmeyer, Jeromin (8)

Brennan, Michael (8)

Main data


Where Stavros A. Zenios has published?


Journals with more than one article published# docs
European Journal of Operational Research15
Operations Research8
Journal of Economic Dynamics and Control6
Journal of Banking & Finance5
Annals of Operations Research5
Management Science4
INFORMS Journal on Computing4
Interfaces3
Quantitative Finance3
Journal of Globalization and Development2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pennsylvania, Wharton School, Weiss Center9
Working Papers / European Stability Mechanism2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Stavros A. Zenios (2021 and 2020)


YearTitle of citing document
2021Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks. (2021). Mulvey, John M ; Uysal, Sinem A ; Li, Xiaoyue. In: Papers. RePEc:arx:papers:2103.10813.

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2022Robust Portfolio Selection Problems: A Comprehensive Review. (2021). Ghasemi, Alireza ; Saif, Ahmed ; Ghahtarani, Alireza . In: Papers. RePEc:arx:papers:2103.13806.

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2020Generating Competitive Intelligence with Limited Information: A Case of the Multimedia Industry. (2020). Agarwal, Amit ; Saboo, Alok R ; Kumar, V. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:1:p:192-213.

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2020Climate Finance Intermediation: Interest Spread Effects in a Climate Policy Model. (2020). Kalkuhl, Matthias ; Lessmann, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8380.

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2022Multi?period portfolio selection with investor views based on scenario tree. (2022). Wang, Shouyang ; Fang, Yong ; Bai, Lin ; Zhao, Daping. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:418:y:2022:i:c:s0096300321008961.

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2020Sustainable sugarcane-to-bioethanol supply chain network design: A robust possibilistic programming model. (2020). Oliveira, Fabricio ; Sahebi, H ; Gilani, H. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s030626192031151x.

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2021Hybrid stochastic robust optimization and robust optimization for energy planning – A social impact-constrained case study. (2021). Morita, Hiroshi ; Ratanakuakangwan, Sudlop. In: Applied Energy. RePEc:eee:appene:v:298:y:2021:i:c:s0306261921006784.

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2021Sample average approximation of CVaR-based hedging problem with a deep-learning solution. (2021). Bao, Ying ; Zhao, Yanlong ; Li, Shuang ; Peng, Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302102.

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2020Hybrid stochastic and robust optimization model for lot-sizing and scheduling problems under uncertainties. (2020). Hu, Guiping. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:485-497.

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2021Scheduled service network design with quality targets and stochastic travel times. (2021). Ricciardi, Nicoletta ; Rei, Walter ; Crainic, Teodor Gabriel ; Lanza, Giacomo. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:30-46.

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2021Robustness of Farrell cost efficiency measurement under data perturbations: Evidence from a US manufacturing application. (2021). Arabmaldar, Aliasghar ; Hatami-Marbini, Adel. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:604-620.

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2021Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. (2021). Clare, Andrew ; Jang, Chul ; Owadally, Iqbal. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1132-1146.

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2022Target-based distributionally robust optimization for single machine scheduling. (2022). Zhang, Lianmin ; Jin, Qingwei ; Lu, Haimin ; Pei, Zhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:420-431.

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2020On the stability of portfolio selection models. (2020). Tardella, Fabio ; Ricci, Jacopo Maria ; Mottura, Carlo Domenico ; Mango, Fabiomassimo ; Cesarone, Francesco. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:210-234.

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2020Smart Energy-Aware Manufacturing Plant Scheduling under Uncertainty: A Risk-Based Multi-Objective Robust Optimization Approach. (2020). Golpira, Heri. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220314924.

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2020Best-case scenario robust portfolio for energy stock market. (2020). Quan, LI ; Yang, Min ; Wang, Lihua ; Pan, Lin ; Xian, Liang ; Liu, Dinghao ; Chen, Chen. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220317722.

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2021Financial literacy and its influence on internet banking behavior. (2021). Anyfantaki, Sofia ; Andreou, Panayiotis C. In: European Management Journal. RePEc:eee:eurman:v:39:y:2021:i:5:p:658-674.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2020Hedging crash risk in optimal portfolio selection. (2020). Cui, Xueting ; Pei, XI ; Zhu, Wei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301710.

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2021Delegated asset management and performance when some investors are unsophisticated. (2021). Malliaris, Anastasios. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002454.

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2021The maturity of sovereign debt issuance in the euro area. (2021). de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo ; Beetsma, Roel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302497.

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2021An almost robust optimization model for integrated berth allocation and quay crane assignment problem. (2021). Liu, Chang Chun ; Xiang, XI. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000645.

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2021Optimal depot locations for humanitarian logistics service providers using robust optimization. (2021). Fleuren, H A ; den Hertog, D ; Wagenaar, J C ; Stienen, V F. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321001031.

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2022Robust optimization and its duality in data envelopment analysis. (2022). Salahi, Maziar ; Mensah, Emmanuel Kwasi ; Toloo, Mehdi. In: Omega. RePEc:eee:jomega:v:108:y:2022:i:c:s0305048321001924.

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2020Models and methods for workforce planning under uncertainty: Optimizing U.S. Army cyber branch readiness and manning. (2020). Bastian, Nathaniel D ; Hall, Andrew O ; Fisher, Christopher B ; Lunday, Brian J. In: Omega. RePEc:eee:jomega:v:92:y:2020:i:c:s0305048319308369.

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2020A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002.

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2020Hedging the exchange rate risk for international portfolios. (2020). Liu, Yong Jun ; Zhang, Weiguo ; Yu, Xing ; Wang, Chao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:173:y:2020:i:c:p:85-104.

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2020Robust modeling and planning: Insights from three industrial applications. (2020). Pratsini, Eleni ; Stauffer, Gautier ; Rikun, Alexander ; Marla, Lavanya. In: Operations Research Perspectives. RePEc:eee:oprepe:v:7:y:2020:i:c:s2214716020300403.

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2021A novel best worst method robust data envelopment analysis: Incorporating decision makers’ preferences in an uncertain environment. (2021). Emrouznejad, Ali ; Valipour, Mahsa ; Omrani, Hashem. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000075.

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2021Pricing and quality setting strategy in maritime transportation: Considering empty repositioning and demand uncertainty. (2021). Zolfagharinia, Hossein ; Najafi, Mehdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002218.

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2021Evaluation of market risk associated with hedging a credit derivative portfolio. (2021). Novales, Alfonso ; Chamizo, Alvaro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:411-430.

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2020Renewables in the optimal expansion of colombian power considering the Hidroituango crisis. (2020). Dyner, Isaac ; Henao, Felipe. In: Renewable Energy. RePEc:eee:renene:v:158:y:2020:i:c:p:612-627.

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2021Toward blockchain-based renewable energy microgrid design considering default risk and demand uncertainty. (2021). Thanh, Vo-Van ; Tsao, Yu-Chung. In: Renewable Energy. RePEc:eee:renene:v:163:y:2021:i:c:p:870-881.

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2020Efficient and robust hydropower system design under uncertainty - A demonstration in Nepal. (2020). Ray, P A ; Bonzanigo, L ; Harou, J J ; Hurford, A P ; Chinnasamy, P ; Bharati, L ; Karki, P. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:132:y:2020:i:c:s136403212030201x.

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2021COVID-19: Government subsidy models for sustainable energy supply with disruption risks. (2021). Wei, Hsi-Hsien ; Chang, Yi-Ying ; Thanh, Vo-Van ; Tsao, Yu-Chung. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:150:y:2021:i:c:s1364032121007085.

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2020On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722.

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2020Toward a coordination of inventory and distribution schedules for blood in disasters. (2020). Homaei, Shamim ; Ghatreh, Mohammad Reza ; Hosseini-Motlagh, Seyyed-Mahdi. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:72:y:2020:i:c:s0038012119306263.

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2021A fuzzy service quality based approach for performance evaluation of educational units. (2021). Heidari, Atefeh ; Nojavan, Majid ; Mohammaditabar, Davood. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:73:y:2021:i:c:s0038012119303362.

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2020Integrated strategic and operational planning of dry port container networks in a stochastic environment. (2020). Hicks, Christian ; Dong, Jing-Xin ; Amiri-Aref, Mehdi ; Sarmadi, Kamran. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:139:y:2020:i:c:p:132-164.

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2021A two-stage ambiguous stochastic program for electric vehicle charging station location problem with valet charging service. (2021). Zhang, Zhi-Hai ; Jiang, Yue ; Ali, N. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:153:y:2021:i:c:p:149-171.

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2020A distributionally robust optimization for blood supply network considering disasters. (2020). Chen, Shutong ; Wang, Changjun. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:134:y:2020:i:c:s1366554519303886.

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2020A robust optimization approach for the vehicle routing problem with selective backhauls. (2020). Curcio, Eduardo ; Santos, Maria Joo ; Miyazawa, Flavio Keidi ; Amorim, Pedro ; Mulati, Mauro Henrique. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s136655451930081x.

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2021Robust network design for sustainable-resilient reverse logistics network using big data: A case study of end-of-life vehicles. (2021). Gholizadeh, Hadi ; Govindan, Kannan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:149:y:2021:i:c:s1366554521000545.

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2021A robust integrated logistics model for age-based multi-group platelets in disaster relief operations. (2021). Patrick, Jonathan ; Saure, Antoine ; Noormohammadzadeh, Zohre ; Kamyabniya, Afshin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:152:y:2021:i:c:s1366554521001393.

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2022A novel scenario-based robust bi-objective optimization model for humanitarian logistics network under risk of disruptions. (2022). Xue, Yaofeng ; Wang, Tingsong ; Li, Jiamei ; Sun, Huali. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:157:y:2022:i:c:s1366554521003355.

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2020Banking Development and Economy in Greece: Evidence from Regional Data. (2020). Floros, Christos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:243-:d:428545.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2021Financial Performance of Iranian Banks from 2013 to 2019: A Panel Data Approach. (2021). Bouzari, Parisa ; Fekete-Farkas, Maria ; Ebrahimi, Pejman ; Magda, Robert. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:257-:d:570766.

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2022.

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2020Combining a Matheuristic with Simulation for Risk Management of Stochastic Assets and Liabilities. (2020). Juan, Angel A ; Nieto, Armando ; Serra, Marti ; Bayliss, Christopher. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:131-:d:456928.

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2020A Simultaneous Optimization Model for Airport Network Slot Allocation under Uncertain Capacity. (2020). Zhao, Qiuhong ; Wang, Donghai. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:14:p:5512-:d:382004.

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2021Robust Design of Relief Distribution Networks Considering Uncertainty. (2021). Lee, Gyu M ; Nayeem, Moddassir Khan. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9281-:d:616858.

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2021Extending the Scope of ALM to Social Investment: Investing in Population Growth to Enhance Sustainability of the Korean National Pension Service. (2021). Kim, Woo Chang ; Lee, Dongyeol ; Choi, Woong Bee. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:1:p:401-:d:474623.

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2021Multi-Objective Optimization of Home Healthcare with Working-Time Balancing and Care Continuity. (2021). Karimi, Behrooz ; Ahmadi, Abbas ; Fathollahi-Fard, Amir M. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12431-:d:676376.

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2021Pro-Poor Innovations to Promote Instrumental Freedoms: A Systematic Literature Review. (2021). Ribeiro, Hermes Moretti ; Mariano, Enzo Barberio ; Luiz, Octaviano Rojas . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13587-:d:698130.

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2021Robust Management of Systemic Risks and Food-Water-Energy-Environmental Security: Two-Stage Strategic-Adaptive GLOBIOM Model. (2021). Obersteiner, Michael ; Khabarov, Nikolay ; Ermoliev, Yuri ; Havlik, Petr ; Ermolieva, Tatiana. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:857-:d:481545.

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2021Management Practices and Takeover Decisions. (2021). Kazakis, Pantelis ; Zopounidis, Constantin ; Delis, Manthos D. In: Working Papers. RePEc:gla:glaewp:2021_10.

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2020Stock Market Temporal Complex Networks Construction, Robustness Analysis, and Systematic Risk Identification: A Case of CSI 300 Index. (2020). Zhang, Chi ; Wan, Xiaole ; Meng, Qingchun. In: Complexity. RePEc:hin:complx:7195494.

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2020International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming. (2020). Han, Liyan ; Yin, Libo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-013-9365-z.

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2020Market implied GDP. (2020). Pohlman, Lawrence ; Ntantanis, Harris. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:7:d:10.1057_s41260-020-00176-z.

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2020Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z.

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2020Liability-driven investments of life insurers under investment credit risk. (2020). Georgiopoulos, Nick. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00055-x.

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2020The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Margaritis, Dimitris ; Papafilis, Michalis-Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:98182.

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2021Evaluating Profitability and Marketability Efficiency: A Case of Indian Commercial Banks. (2021). Rakshit, Bijoy. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:4:p:977-995.

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2020Weight reduction technology and supply chain network design under carbon emission restriction. (2020). Luo, Zongwei ; Stephen, ; Zhao, Ling ; Jiang, Yue ; Han, Shuihua. In: Annals of Operations Research. RePEc:spr:annopr:v:290:y:2020:i:1:d:10.1007_s10479-017-2696-8.

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2020Closed-loop supply chain network design and modelling under risks and demand uncertainty: an integrated robust optimization approach. (2020). Singh, Ajay Pal ; Jain, Vipul ; Soni, Gunjan ; Kumar, Sameer ; Prakash, Surya. In: Annals of Operations Research. RePEc:spr:annopr:v:290:y:2020:i:1:d:10.1007_s10479-018-2902-3.

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2020A robust optimization model for coordinating pharmaceutical reverse supply chains under return strategies. (2020). Taleizadeh, Ata Allah ; Noori-Daryan, Mahsa ; Haji-Sami, Elham. In: Annals of Operations Research. RePEc:spr:annopr:v:291:y:2020:i:1:d:10.1007_s10479-019-03200-7.

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2020A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry. (2020). Lu, Chao ; Lai, Xiaodong ; An, Qiuxian ; Tao, Jie. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-019-03155-9.

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2020Robust portfolio optimization: a categorized bibliographic review. (2020). Xidonas, Panos ; Hassapis, Christis ; Steuer, Ralph. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-020-03630-8.

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2020A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems. (2020). Yan, Zhe ; Jin, Ming ; Liu, Jia ; Consigli, Giorgio ; Chen, Zhiping. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03147-9.

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2020Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). Garefalakis, Alexandros ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos ; Sariannidis, Nikolaos. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03199-x.

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2021A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations. (2021). Wang, Mingzheng ; Zhang, Xiaohui ; Yan, Dawen. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03571-2.

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2021Sparse factor model based on trend filtering. (2021). Ho, Jang ; Fabozzi, Frank J ; Kim, Woo Chang. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-021-04029-9.

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2022Managing rail-truck intermodal transportation for hazardous materials with random yard disruptions. (2022). Ke, Ginger Y. In: Annals of Operations Research. RePEc:spr:annopr:v:309:y:2022:i:2:d:10.1007_s10479-020-03699-1.

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2020Master production schedule using robust optimization approaches in an automobile second-tier supplier. (2020). Mula, Josefa ; Diaz-Madroero, Manuel ; Martin, Antonio G. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:28:y:2020:i:1:d:10.1007_s10100-019-00607-2.

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2020Scenario tree construction driven by heuristic solutions of the optimization problem. (2020). Prochazka, Vit ; Wallace, Stein W. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00369-2.

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2020Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry. (2020). Mensah, Emmanuel Kwasi. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:2:d:10.1007_s10203-020-00299-3.

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2021A robust multi-objective optimization model for project scheduling considering risk and sustainable development criteria. (2021). Zeighami, Ehsanollah ; Sepehri, Mehran ; Abbasianjahromi, Hamidreza ; Askarifard, Majid. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:8:d:10.1007_s10668-020-01123-z.

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2020Outer space branch and bound algorithm for solving linear multiplicative programming problems. (2020). Lu, Ting ; Wang, Kaimin ; Shen, Peiping. In: Journal of Global Optimization. RePEc:spr:jglopt:v:78:y:2020:i:3:d:10.1007_s10898-020-00919-7.

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2021Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization. (2021). Takano, Yuichi ; Kobayashi, Ken ; Nakata, Kazuhide. In: Journal of Global Optimization. RePEc:spr:jglopt:v:81:y:2021:i:2:d:10.1007_s10898-021-01048-5.

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2020Robust design and planning for a multi-mode multi-product supply network: a dairy industry case study. (2020). Jouzdani, Javid ; Heydari, Mehdi ; Makui, Ahmad ; Fathian, Mohammad . In: Operational Research. RePEc:spr:operea:v:20:y:2020:i:3:d:10.1007_s12351-018-0395-0.

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2021A light robust model for aggregate production planning with consideration of environmental impacts of machines. (2021). Entezaminia, Arezou ; Behdad, Sara ; Zandi, Arash ; Rahmani, Donya. In: Operational Research. RePEc:spr:operea:v:21:y:2021:i:1:d:10.1007_s12351-019-00451-x.

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2021Optimizing a robust tri-objective multi-period reliable supply chain network considering queuing system and operational and disruption risks. (2021). Ghodratnama, Ali ; Nazari-Ghanbarloo, Vahid. In: Operational Research. RePEc:spr:operea:v:21:y:2021:i:3:d:10.1007_s12351-019-00494-0.

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2022A decision support model for robust allocation and routing of search and rescue resources after earthquake: a case study. (2022). Najafi, Mehdi ; Baboli, Armand ; Tavakkoli-Moghaddam, Reza ; Ahmadi, Ghazaleh . In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:2:d:10.1007_s12351-020-00591-5.

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2020Scenario generation in stochastic programming using principal component analysis based on moment-matching approach. (2020). Selvamuthu, Dharmaraja ; Chopra, Isha. In: OPSEARCH. RePEc:spr:opsear:v:57:y:2020:i:1:d:10.1007_s12597-019-00418-8.

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2020Official sector lending during the euro area crisis. (2020). Corsetti, Giancarlo ; Uy, Timothy ; Erce, Aitor. In: The Review of International Organizations. RePEc:spr:revint:v:15:y:2020:i:3:d:10.1007_s11558-020-09388-9.

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2021A multicriteria approach to manage credit risk under strict uncertainty. (2021). Salas-Molina, Francisco ; Reig-Mullor, Javier ; Bravo, Mila ; Pla-Santamaria, David. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:29:y:2021:i:2:d:10.1007_s11750-020-00571-0.

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2020Optimal Depot Locations for Humanitarian Logistics Service Providers using Robust Optimization. (2020). Fleuren, Hein ; Den Hertog, Dick ; Wagenaar, Joris ; Stienen, Valentijn. In: Discussion Paper. RePEc:tiu:tiucen:bc3f5e24-cc4a-4a34-9695-06c6c41f3766.

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2020Optimal Depot Locations for Humanitarian Logistics Service Providers using Robust Optimization. (2020). Fleuren, Hein ; den Hertog, Dick ; Wagenaar, Joris ; Stienen, Valentijn. In: Other publications TiSEM. RePEc:tiu:tiutis:bc3f5e24-cc4a-4a34-9695-06c6c41f3766.

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2020A Social Accounting Matrix for Andalusia. (2020). van der Vorst, Camille ; Roson, Roberto. In: Working Papers. RePEc:ven:wpaper:2020:22.

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2021Data envelopment analysis based assessment of human resource management strategy in the banking industry: A case study of a well?known Taiwanese Bank. (2021). Tseng, Chuwei ; Yang, Yiwen ; Lou, Shiwan. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:5:p:1172-1182.

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Stavros A. Zenios has edited the books:


YearTitleTypeCited

Works by Stavros A. Zenios:


YearTitleTypeCited
2018Pricing sovereign contingent convertible debt In: Papers.
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2016Pricing Sovereign Contingent Convertible Debt.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2018PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.(2018) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another version. Agregated cites: 1
article
2018PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.(2018) In: Journal of Enterprising Culture (JEC).
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This paper has another version. Agregated cites: 1
article
2015Risk Management Optimization for Sovereign Debt Restructuring In: Journal of Globalization and Development.
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article10
2014Risk Management Optimization for Sovereign Debt Restructuring.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2018Contingent Convertible Bonds for Sovereign Debt Risk Management In: Journal of Globalization and Development.
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article0
2018State contingent debt as insurance for euro-area sovereigns In: Working Papers.
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paper2
2019State Contingent Debt as Insurance for Euro Area Sovereigns.(2019) In: Journal of Financial Regulation.
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This paper has another version. Agregated cites: 2
article
2013The Cyprus Debt: Perfect Crisis and a Way Forward In: Working Papers.
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paper10
2013The Cyprus Debt: Perfect Crisis and a Way Forward.(2013) In: Cyprus Economic Policy Review.
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This paper has another version. Agregated cites: 10
article
2014Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization In: Working Papers.
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paper1
2014Fairness and Reflexivity in the Cyprus Bail-In In: Working Papers.
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paper3
2014Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries In: Working Papers.
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paper0
2015Risk profiles for re-profiling the sovereign debt of crisis countries.(2015) In: Journal of Risk Finance.
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This paper has another version. Agregated cites: 0
article
2015The Case for Contingent Convertible Debt for Sovereignst In: Working Papers.
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paper0
2016Portfolio Diversification in the Sovereign Credit Swap Markets In: Working Papers.
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paper5
2018Portfolio diversification in the sovereign credit swap markets.(2018) In: Annals of Operations Research.
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This paper has another version. Agregated cites: 5
article
2017Pricing and Hedging GDP-Linked Bonds in Incomplete Markets In: Working Papers.
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paper3
2018Pricing and hedging GDP-linked bonds in incomplete markets.(2018) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 3
article
2018Pricing and hedging GDP-linked bonds in incomplete markets.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
1997A model for designing callable bonds and its solution using tabu search In: Journal of Economic Dynamics and Control.
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article2
1998Dynamic models for fixed-income portfolio management under uncertainty In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article23
2003High-performance computing for financial planning In: Journal of Economic Dynamics and Control.
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article1
2004Financial decision models in a dynamical setting In: Journal of Economic Dynamics and Control.
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article1
2004Scenario modelling for selective hedging strategies In: Journal of Economic Dynamics and Control.
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article1
1997Stochastic linear programs with restricted recourse In: European Journal of Operational Research.
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article10
1999Using data envelopment analysis for costing bank products In: European Journal of Operational Research.
[Full Text][Citation analysis]
article13
2005On the simulation of portfolios of interest rate and credit risk sensitive securities In: European Journal of Operational Research.
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article12
2005Risk factor analysis and portfolio immunization in the corporate bond market In: European Journal of Operational Research.
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article8
2000Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market.(2000) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2005Estimation of asset demands by heterogeneous agents In: European Journal of Operational Research.
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article0
2008Feature Cluster: Operational Research for Risk Management In: European Journal of Operational Research.
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article0
2008A dynamic stochastic programming model for international portfolio management In: European Journal of Operational Research.
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article22
2008Asset and liability modelling for participating policies with guarantees In: European Journal of Operational Research.
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article14
2001Asset and Liability Modeling for Participating Policies with Guarantees.(2001) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 14
paper
2018Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances In: European Journal of Operational Research.
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article8
2020Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research.
[Full Text][Citation analysis]
article1
1991Network based models for air-traffic control In: European Journal of Operational Research.
[Full Text][Citation analysis]
article1
1994Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations In: European Journal of Operational Research.
[Full Text][Citation analysis]
article1
1995A smooth penalty function algorithm for network-structured problems In: European Journal of Operational Research.
[Full Text][Citation analysis]
article2
1995A stochastic programming model for money management In: European Journal of Operational Research.
[Full Text][Citation analysis]
article26
1996Robust optimization models for managing callable bond portfolios In: European Journal of Operational Research.
[Full Text][Citation analysis]
article9
1996Modeling languages in computational economics: Gams In: Handbook of Computational Economics.
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chapter3
2015Designing and pricing guarantee options in defined contribution pension plans In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article3
2002CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance.
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article26
2006Asset and liability management for insurance products with minimum guarantees: The UK case In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article15
2006Integrating market and credit risk: A simulation and optimisation perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article12
2008Pricing options on scenario trees In: Journal of Banking & Finance.
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article10
2011Optimizing international portfolios with options and forwards In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article9
2019Risk Management for Sovereign Debt Financing with Sustainability Conditions In: Globalization Institute Working Papers.
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paper2
2013Does freedom lead to happiness? Economic growth and quality of life In: Global Business and Economics Review.
[Full Text][Citation analysis]
article2
1989Parallel Numerical Optimization: Current Status and an Annotated Bibliography In: INFORMS Journal on Computing.
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article0
1990Matrix Balancing on a Massively Parallel Connection Machine In: INFORMS Journal on Computing.
[Full Text][Citation analysis]
article0
1992Massively Parallel Algorithms for Singly Constrained Convex Programs In: INFORMS Journal on Computing.
[Full Text][Citation analysis]
article2
1992Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm In: INFORMS Journal on Computing.
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article3
1994Parallel and Supercomputing in the Practice of Management Science In: Interfaces.
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article1
1999Benchmarks of the Efficiency of Bank Branches In: Interfaces.
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article4
2004www.Personal_Asset_Allocation In: Interfaces.
[Full Text][Citation analysis]
article2
1992Complete Prepayment Models for Mortgage-Backed Securities In: Management Science.
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article11
1994Capturing the Correlations of Fixed-income Instruments In: Management Science.
[Full Text][Citation analysis]
article11
1994A Network Model to Maximize Navy Personnel Readiness and Its Solution In: Management Science.
[Full Text][Citation analysis]
article2
1999Operations, Quality, and Profitability in the Provision of Banking Services In: Management Science.
[Full Text][Citation analysis]
article66
1986Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP In: Operations Research.
[Full Text][Citation analysis]
article1
1989OR Practice—Large-Scale Nonlinear Network Models and Their Application In: Operations Research.
[Full Text][Citation analysis]
article3
1990A Comparative Study of Algorithms for Matrix Balancing In: Operations Research.
[Full Text][Citation analysis]
article14
1993A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems In: Operations Research.
[Full Text][Citation analysis]
article2
1994Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities In: Operations Research.
[Full Text][Citation analysis]
article3
1995Robust Optimization of Large-Scale Systems In: Operations Research.
[Full Text][Citation analysis]
article139
1995The Productivity of Financial Intermediation and the Technology of Financial Product Management In: Operations Research.
[Full Text][Citation analysis]
article3
1999Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models In: Operations Research.
[Full Text][Citation analysis]
article1
2006Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests In: Multinational Finance Journal.
[Full Text][Citation analysis]
article2
2002A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2006A Stochastic Programming Framework for International PortfolioManagement In: Computing in Economics and Finance 2006.
[Citation analysis]
paper1
2006Financial Products with Guarantees: Applications, Models and Internet-based services In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2007Scenario optimization asset and liability modelling for individual investors In: Annals of Operations Research.
[Full Text][Citation analysis]
article5
2007Credit risk optimization using factor models In: Annals of Operations Research.
[Full Text][Citation analysis]
article12
1999Scenario modeling for the management ofinternational bond portfolios In: Annals of Operations Research.
[Full Text][Citation analysis]
article7
1998Scenario Modeling for the Management of International Bond Portfolios.(1998) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1999Scalable parallel computations forlarge-scale stochastic programming In: Annals of Operations Research.
[Full Text][Citation analysis]
article4
2008Controlling Currency Risk with Options or Forwards In: Springer Optimization and Its Applications.
[Citation analysis]
chapter0
2018Risk management for sovereign financing within a debt sustainability framework In: Working Papers.
[Full Text][Citation analysis]
paper2
2007Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach In: International Economic Journal.
[Full Text][Citation analysis]
article1
2016A parsimonious model for generating arbitrage-free scenario trees In: Quantitative Finance.
[Full Text][Citation analysis]
article4
2003Tracking bond indices in an integrated market and credit risk environment In: Quantitative Finance.
[Full Text][Citation analysis]
article5
2007Stability analysis of portfolio management with conditional value-at-risk In: Quantitative Finance.
[Full Text][Citation analysis]
article26
2000Searching for the Value of Quality in Financial Services In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper4
2001The Value of Integrative Risk Management for Insurance Products with Guarantees In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper6
2001The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios In: Center for Financial Institutions Working Papers.
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paper6
2001Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper3
1997Disentangling Within- and Between-Country Efficiency Differences of Bank Branches In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper5
1997Efficiency, Profitability and Quality of Banking Services In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper2
1998What Drives the Performance of Financial Institutions? In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper11
1999Scenario Modeling of Selective Hedging Strategies In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
paper1
2016Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter1

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