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)

13

H index

28

i10 index

945

Citations

RESEARCH PRODUCTION:

65

Articles

28

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   36 years (1986 - 2022). See details.
   Cites by year: 26
   Journals where Stavros A. Zenios has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 44 (4.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pas152
   Updated: 2024-01-16    RAS profile: 2022-07-20    
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Relations with other researchers

Works with:

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)

Kargin, Vladislav (8)

Ferstl, Robert (8)

Wallace, Stein (7)

Drehmann, Mathias (6)

Kerstens, Kristiaan (6)

Consiglio, Andrea (6)

Fonseca, Raquel (5)

Canestrelli, Elio (5)

LELEU, Hervé (5)

Erce, Aitor (5)

Cites to:

Berger, Allen (37)

Trebesch, Christoph (30)

Reinhart, Carmen (26)

Consiglio, Andrea (24)

Rogoff, Kenneth (23)

Zettelmeyer, Jeromin (16)

Mester, Loretta (14)

Jarrow, Robert (13)

Wallace, Stein (10)

Artzner, Philippe (10)

Topaloglou, Nikolas (9)

Main data

Where Stavros A. Zenios has published?

Journals with more than one article published# docs
European Journal of Operational Research15
Journal of Economic Dynamics and Control6
Journal of Banking & Finance5
Annals of Operations Research5
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
Computing in Economics and Finance 2006 / Society for Computational Economics2
Working Papers / European Stability Mechanism2

Recent works citing Stavros A. Zenios (2024 and 2023)

YearTitle of citing document
2023A systematic literature review on solution approaches for the index tracking problem in the last decade. (2023). de Almeida, Adiel Teixeira ; Soares, Julio Cezar. In: Papers. RePEc:arx:papers:2306.01660.

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2023A Robust Site Selection Model under uncertainty for Special Hospital Wards in Hong Kong. (2023). Lai, Kin Keung ; Fan, Yanan ; Heydari, Mohammad. In: Papers. RePEc:arx:papers:2307.11508.

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2023On Sinkhorns Algorithm and Choice Modeling. (2023). Ugander, Johan ; Galichon, Alfred ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2310.00260.

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2023Estimated Impact of Covid-19 on Exchange Rate Risk of Multinational Enterprises Operating in Emerging Markets. (2023). Khazeh, Kashi ; Manakyan, Herman ; Arvi, Leonard. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-4.

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2023Portfolio instability and socially responsible investment: Experiments with financial professionals and students. (2023). Willinger, Marc ; Sentis, Patrick ; Duchene, Sebastien ; Tatarnikova, Olga. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001082.

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2023Assessment of Fiji’s exchange rate. (2023). Vuniivi, Viliame ; Prakash, Branesh ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1282-1305.

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2023Approximating a linear multiplicative objective in watershed management optimization. (2023). Skipper, Daphne E ; Kaufman, Daniel E ; Boddiford, Ashley N ; Uhan, Nelson A. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:547-561.

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2023Distributionally robust resource planning under binomial demand intakes. (2023). Kirkbride, Christopher ; Dokka, Trivikram ; Ainslie, Russell ; Black, Ben. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:227-242.

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2023Routing in offshore wind farms: A multi-period location and maintenance problem with joint use of a service operation vessel and a safe transfer boat. (2023). Eskandarpour, Majid ; Chan, Hing Kai ; Starita, Stefano ; Irawan, Chandra Ade ; Reihaneh, Mohammad. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:328-350.

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2023Single machine scheduling with release dates: A distributionally robust approach. (2023). Pei, Zhi ; Lu, Haimin. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:19-37.

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2023Integrated strategic energy mix and energy generation planning with multiple sustainability criteria and hierarchical stakeholders. (2023). Zhang, Lina ; Hofman, Peter S ; Jones, Dylan ; Irawan, Chandra Ade. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:864-883.

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2023Cardinality-constrained distributionally robust portfolio optimization. (2023). Nakata, Kazuhide ; Takano, Yuichi ; Kobayashi, Ken. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1173-1182.

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2023A generalized robust data envelopment analysis model based on directional distance function. (2023). Ghiyasi, Mojtaba ; Sahoo, Biresh K ; Arabmaldar, Aliasghar. In: European Journal of Operational Research. RePEc:eee:ejores:v:311:y:2023:i:2:p:617-632.

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2023Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298.

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2023The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation. (2023). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947.

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2023GDP-linked bonds and economic growth. (2023). Kalamov, Zarko ; Zimmermann, Karl J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001195.

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2023Unconventional monetary policy and debt sustainability in Japan. (2023). Cheng, Gong ; Alberola, Enrique ; Zenios, Stavros A ; Consiglio, Andrea. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:69:y:2023:i:c:s0889158323000291.

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2023Green development, climate risks, and cash flow: International evidence. (2023). Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000872.

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2023Design of a sales plan in a hybrid contractual and non-contractual context in a setting of limited capacity: A robust approach. (2023). Carravilla, Maria Antonia ; Oliveira, Jose Fernando ; Pereira, Daniel Filipe. In: International Journal of Production Economics. RePEc:eee:proeco:v:260:y:2023:i:c:s0925527323000993.

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2023A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50.

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2023Robust vehicle routing with drones under uncertain demands and truck travel times in humanitarian logistics. (2023). Cheng, T. C. E., ; Wang, Dujuan ; Yu, Yugang ; Yang, Yongjian ; Yin, Yunqiang. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:174:y:2023:i:c:s0191261523001042.

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2023.

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2023How Smart City Construction Affects Digital Inclusive Finance in China: From the Perspective of the Relationship between Government and Large Private Capital. (2023). Yan, Guiquan ; Chen, Xiaoxiao ; Lin, Jinlong. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9035-:d:1162992.

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2023Is Africa Left behind in the Global Climate Finance Architecture: Redefining Climate Vulnerability and Revamping the Climate Finance Landscape—A Comprehensive Review. (2023). Onyeaka, Helen ; Nkoutchou, Hugue ; Bakwena, Malebogo ; Molala, Malesela ; Tamasiga, Phemelo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:13036-:d:1228332.

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2023Program Arrives Home Smoothly: Uncertainty-Based Routing Scheduling of Home-Based Elderly Care Programs. (2023). Hong, Xueqing ; Wu, Jing ; Chen, Shaojun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3430-:d:1067164.

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2023Small- or Medium-Sized Enterprise Uses Operations Research to Select and Develop its Headquarters Location. (2023). Spengler, Thomas S ; Wichmann, Matthias G ; Kik, David. In: Interfaces. RePEc:inm:orinte:v:53:y:2023:i:4:p:312-331.

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2023Best-Case Scenario Robust Portfolio: Evidence from China Stock Market. (2023). Xian, Liang ; Wang, Lihua ; Tian, Jingsong ; Li, Jinjun ; Zhao, Guiyu ; Chen, Chen. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09375-7.

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2023A two-stage stochastic optimization framework to allocate operating room capacity in publicly-funded hospitals under uncertainty. (2023). Ahmadi, Majid ; Baki, Fazle M ; Lalmazloumian, Morteza. In: Health Care Management Science. RePEc:kap:hcarem:v:26:y:2023:i:2:d:10.1007_s10729-023-09644-5.

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2023Equilibrium-based Workload Balancing for Robust Emergency Response Operation. (2023). Khodayar, Mohammad ; Karak, Aline ; Hassan, Ahmed ; Roustaee, Parya ; Abdelghany, Khaled. In: Networks and Spatial Economics. RePEc:kap:netspa:v:23:y:2023:i:3:d:10.1007_s11067-023-09589-w.

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2023The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets. (2023). Wu, Shan ; Zhou, Yuqin ; Rognone, Lavinia ; Liu, Zhenhua. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-42925-9.

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2023A robust-heuristic optimization approach to a green supply chain design with consideration of assorted vehicle types and carbon policies under uncertainty. (2023). Ivanov, Dmitry ; Jahani, Hamed ; Pishvaee, Mir Saman ; Homayouni, Zahra. In: Annals of Operations Research. RePEc:spr:annopr:v:324:y:2023:i:1:d:10.1007_s10479-021-03985-6.

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2023Distributionally robust Weber problem with uncertain demand. (2023). Zhang, Shun ; Jiang, Jianlin ; Gu, Yan. In: Computational Optimization and Applications. RePEc:spr:coopap:v:85:y:2023:i:3:d:10.1007_s10589-023-00470-7.

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2023Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints. (2023). Xu, Weiqiang ; Wu, Huixian ; Zhang, Xianye ; Luo, Hezhi. In: Computational Optimization and Applications. RePEc:spr:coopap:v:86:y:2023:i:1:d:10.1007_s10589-023-00485-0.

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2023Government intervention in municipal waste collection with a sustainable approach: a robust bi-level problem. (2023). Azizi, Amir ; Parchikolaei, Bijan Rahmani ; Hafezalkotob, Ashkan ; Rahmandoust, Afrouz. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02181-1.

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2023Cooperation and coopetition among retailers-third party logistics providers alliances under different risk behaviors, uncertainty demand and environmental considerations. (2023). Ghezavati, Vahidreza ; Raissi, Sadigh ; Hafezalkotob, Ashkan ; Fallahi, Nafiseh. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:6:d:10.1007_s10668-022-02282-x.

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Intelligent option portfolio model with perspective of shadow price and risk-free profit. (2023). Ma, Jieao ; Xu, Fengmin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00488-0.

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2023Globally minimizing a class of linear multiplicative forms via simplicial branch-and-bound. (2023). Wang, Kaimin ; Wu, Dianxiao ; Shen, Peiping. In: Journal of Global Optimization. RePEc:spr:jglopt:v:86:y:2023:i:2:d:10.1007_s10898-023-01277-w.

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2023A robust optimization model for dynamic virtual hub location problem under uncertainty using an M/M/C/K queuing model: two metaheuristic algorithms. (2023). Mahdavi-Amiri, Nezam ; Hematian, Milad ; Shiripour, Saber. In: Operational Research. RePEc:spr:operea:v:23:y:2023:i:3:d:10.1007_s12351-023-00765-x.

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2023A robust stochastic possibilistic programming model for dynamic supply chain network design with pricing and technology selection decisions. (2023). Sun, Minghe ; Ahmadi, Ehsan ; Farrokh, Mojtaba. In: OPSEARCH. RePEc:spr:opsear:v:60:y:2023:i:3:d:10.1007_s12597-023-00643-2.

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2023Measuring Changes in Chinese Banking Productivity and Profitability. (2023). , Su ; Wang, Mu-Shun. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:13:y:2023:i:5:f:13_5_1.

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2023Announcement Effect Study of Issuing Tier 2 Capital Bonds on the Stock Price of China Construction Bank. (2023). Jiaxin, Song. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_4.

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2023Klima- und umweltrelevante öffentliche Ausgaben in Österreich. (2023). Schratzenstaller, Margit ; Köppl, Angela ; Schleicher, Stefan ; Koppl, Angela. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2023:i:655.

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2023Öffentliche Investitionen und Sozialstaat: Perspektiven der Budgetpolitik im Kontext von Energiekrise, Klimawandel und EU-Budgetregeln. (2023). Heimberger, Philipp. In: wiiw Policy Notes. RePEc:wii:pnotes:pn:65.

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2023Beef and pork processing plant labor costs. (2023). Maples, Joshua G ; Martinez, Charles C ; Lambert, Dayton M ; Boyer, Christopher N. In: Agribusiness. RePEc:wly:agribz:v:39:y:2023:i:3:p:691-702.

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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.
[Full Text][Citation analysis]		paper1
2016Pricing Sovereign Contingent Convertible Debt.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2018PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.(2018) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2018PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.(2018) In: Journal of Enterprising Culture (JEC).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2015Risk Management Optimization for Sovereign Debt Restructuring In: Journal of Globalization and Development.
[Full Text][Citation analysis]		article10
2014Risk Management Optimization for Sovereign Debt Restructuring.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2018Contingent Convertible Bonds for Sovereign Debt Risk Management In: Journal of Globalization and Development.
[Full Text][Citation analysis]		article1
2018State contingent debt as insurance for euro-area sovereigns In: Working Papers.
[Full Text][Citation analysis]		paper3
2019State Contingent Debt as Insurance for Euro Area Sovereigns.(2019) In: JThe Journal of Financial Regulation.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2013The Cyprus Debt: Perfect Crisis and a Way Forward In: Working Papers.
[Full Text][Citation analysis]		paper12
2013The Cyprus Debt: Perfect Crisis and a Way Forward.(2013) In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2014Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Fairness and Reflexivity in the Cyprus Bail-In In: Working Papers.
[Full Text][Citation analysis]		paper4
2014Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries In: Working Papers.
[Full Text][Citation analysis]		paper0
2015The Case for Contingent Convertible Debt for Sovereignst In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Portfolio Diversification in the Sovereign Credit Swap Markets In: Working Papers.
[Full Text][Citation analysis]		paper6
2018Portfolio diversification in the sovereign credit swap markets.(2018) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2017Pricing and Hedging GDP-Linked Bonds in Incomplete Markets In: Working Papers.
[Citation analysis]		paper6
2018Pricing and hedging GDP-linked bonds in incomplete markets.(2018) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2018Pricing and hedging GDP-linked bonds in incomplete markets.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
1997A model for designing callable bonds and its solution using tabu search In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
1998Dynamic models for fixed-income portfolio management under uncertainty In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article22
2003High-performance computing for financial planning In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2004Financial decision models in a dynamical setting In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2004Scenario modelling for selective hedging strategies In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article2
1997Stochastic linear programs with restricted recourse In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
1999Using data envelopment analysis for costing bank products In: European Journal of Operational Research.
[Full Text][Citation analysis]		article14
2005On the simulation of portfolios of interest rate and credit risk sensitive securities In: European Journal of Operational Research.
[Full Text][Citation analysis]		article12
2005Risk factor analysis and portfolio immunization in the corporate bond market In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2000Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market.(2000) In: Center for Financial Institutions Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2005Estimation of asset demands by heterogeneous agents In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2008Feature Cluster: Operational Research for Risk Management In: European Journal of Operational Research.
[Full Text][Citation analysis]		article0
2008A dynamic stochastic programming model for international portfolio management In: European Journal of Operational Research.
[Full Text][Citation analysis]		article27
2008Asset and liability modelling for participating policies with guarantees In: European Journal of Operational Research.
[Full Text][Citation analysis]		article15
2001Asset and Liability Modeling for Participating Policies with Guarantees.(2001) In: Center for Financial Institutions Working Papers.
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This paper has nother version. Agregated cites: 15		paper
2018Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances In: European Journal of Operational Research.
[Full Text][Citation analysis]		article14
2020Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
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]		article28
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.
[Full Text][Citation analysis]		chapter3
2015Designing and pricing guarantee options in defined contribution pension plans In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2002CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2006Asset and liability management for insurance products with minimum guarantees: The UK case In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article16
2006Integrating market and credit risk: A simulation and optimisation perspective In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2008Pricing options on scenario trees In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2011Optimizing international portfolios with options and forwards In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2015Risk profiles for re-profiling the sovereign debt of crisis countries In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2019Risk Management for Sovereign Debt Financing with Sustainability Conditions In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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]		article11
1992Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm In: INFORMS Journal on Computing.
[Full Text][Citation analysis]		article6
1994Parallel and Supercomputing in the Practice of Management Science In: Interfaces.
[Full Text][Citation analysis]		article2
1999Benchmarks of the Efficiency of Bank Branches In: Interfaces.
[Full Text][Citation analysis]		article14
2004www.Personal_Asset_Allocation In: Interfaces.
[Full Text][Citation analysis]		article3
1992Complete Prepayment Models for Mortgage-Backed Securities In: Management Science.
[Full Text][Citation analysis]		article12
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]		article70
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]		article41
1993A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems In: Operations Research.
[Full Text][Citation analysis]		article13
1994Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities In: Operations Research.
[Full Text][Citation analysis]		article11
1995Robust Optimization of Large-Scale Systems In: Operations Research.
[Full Text][Citation analysis]		article297
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]		article7
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]		article6
1998Scenario Modeling for the Management of International Bond Portfolios.(1998) In: Center for Financial Institutions Working Papers.
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