14
H index
28
i10 index
986
Citations
Norges Handelshøyskole (NHH) (18% share) | 14 H index 28 i10 index 986 Citations RESEARCH PRODUCTION: 75 Articles 29 Papers 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 38 years (1986 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pas152 |
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: | Cites to: |
Journals with more than one article published | # docs |
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European Journal of Operational Research | 15 |
Journal of Economic Dynamics and Control | 6 |
Journal of Banking & Finance | 5 |
Annals of Operations Research | 5 |
Journal of Risk Finance | 5 |
Quantitative Finance | 3 |
Journal of Globalization and Development | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / University of Pennsylvania, Wharton School, Weiss Center | 9 |
Computing in Economics and Finance 2006 / Society for Computational Economics | 2 |
Working Papers / European Stability Mechanism | 2 |
Year | Title of citing document | |
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2023 | A 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | On Sinkhorns Algorithm and Choice Modeling. (2023). Ugander, Johan ; Galichon, Alfred ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2310.00260. Full description at Econpapers || Download paper | |
2023 | Estimated 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. Full description at Econpapers || Download paper | |
2023 | Output-space branch-and-bound reduction algorithm for generalized linear fractional-multiplicative programming problem. (2023). Zhang, BO ; Gao, Yuelin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p1:s0960077923008251. Full description at Econpapers || Download paper | |
2023 | Portfolio 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. Full description at Econpapers || Download paper | |
2023 | Assessment 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. Full description at Econpapers || Download paper | |
2024 | Dynamic robust portfolio selection under market distress. (2024). Olmo, Jose ; Jiang, Yifu ; Atwi, Majed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001602. Full description at Econpapers || Download paper | |
2023 | Approximating 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. Full description at Econpapers || Download paper | |
2023 | Distributionally 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. Full description at Econpapers || Download paper | |
2023 | Routing 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. Full description at Econpapers || Download paper | |
2023 | Single 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. Full description at Econpapers || Download paper | |
2023 | Integrated 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. Full description at Econpapers || Download paper | |
2023 | Cardinality-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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2024 | Capacity planning with uncertainty on contract fulfillment. (2024). Rei, Walter ; Perboli, Guido ; Crainic, Teodor Gabriel ; Lerma, Veronica ; Rosano, Mariangela. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:152-175. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Risk aversion and flexibility options in electricity markets. (2023). Musgens, Felix ; Riepin, Iegor ; Mobius, Thomas ; van der Weijde, Adriaan H. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323002657. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2024 | Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954. Full description at Econpapers || Download paper | |
2024 | Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty. (2024). Naifar, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013077. Full description at Econpapers || Download paper | |
2024 | Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective. (2024). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000517. Full description at Econpapers || Download paper | |
2023 | GDP-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. Full description at Econpapers || Download paper | |
2023 | Sparse and stable international portfolio optimization and currency risk management. (2023). Ulrych, Urban ; Burkhardt, Raphael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300150x. Full description at Econpapers || Download paper | |
2023 | Green 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. Full description at Econpapers || Download paper | |
2023 | Design 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. Full description at Econpapers || Download paper | |
2024 | State-contingent debt with lender risk aversion. (2024). Pina, Gonalo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:180-189. Full description at Econpapers || Download paper | |
2024 | The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Schreiter, Maximilian ; Fehrenkotter, Rieke ; Dahlen, Niklas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325. Full description at Econpapers || Download paper | |
2023 | A sustainable multi-objective optimization model for the design of hybrid power supply networks under uncertainty. (2023). Razm, Sobhan ; Sahebi, Hadi ; Yadegari, Mahsa ; Ashayeri, Jalal. In: Renewable Energy. RePEc:eee:renene:v:219:y:2023:i:p1:s0960148123013587. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2024 | Integrated optimisation of strategic planning and service operations for urban air mobility systems. (2024). Zhang, Chenliang ; Jin, Zhongyi ; Li, Ang ; Wu, Lingxiao. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:183:y:2024:i:c:s0965856424001071. Full description at Econpapers || Download paper | |
2023 | Robust 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. Full description at Econpapers || Download paper | |
2024 | A hybrid scenario-based fuzzy stochastic model for closed-loop dry port network design with multiple robustness measures. (2024). Rajendran, Suchithra ; Raad, Nima Golghamat. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:183:y:2024:i:c:s1366554524000073. Full description at Econpapers || Download paper | |
2024 | A scenario-based robust approach for joint planning of multi-blood product logistics and multi-casualty type evacuation. (2024). Hu, Hai ; Yin, Yunqiang ; Cheng, T. C. E., ; Wang, Dujuan ; Yang, Yuze. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:184:y:2024:i:c:s136655452400084x. Full description at Econpapers || Download paper | |
2024 | Climate and sovereign risk: The Latin American experience with strong ENSO events. (2024). Thavard, Julien ; Mathonnat, Clement ; Damette, Olivier. In: World Development. RePEc:eee:wdevel:v:178:y:2024:i:c:s0305750x24000603. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | Program 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. Full description at Econpapers || Download paper | |
2023 | Small- 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. Full description at Econpapers || Download paper | |
2023 | Best-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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Equilibrium-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. Full description at Econpapers || Download paper | |
2023 | Fiskális politika az öröklétnek - államadósság: ördög vagy messiás?* Olivier Blanchard: Fiscal Policy Under Low Interest Rates. MIT Press, 2023, 192 o.. (2023). Kovacs, Oliver. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2101. Full description at Econpapers || Download paper | |
2023 | Az államadósság fenntarthatósága alacsony kamatkörnyezetben. (2023). Czeczeli, Vivien. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2157. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2024 | Financial Crises and Climate Change. (2024). Jalles, Joao. In: Comparative Economic Studies. RePEc:pal:compes:v:66:y:2024:i:1:d:10.1057_s41294-023-00209-7. Full description at Econpapers || Download paper | |
2024 | Liability-driven investment for pension funds: stochastic optimization with real assets. (2024). Owadally, Iqbal ; Clare, Andrew ; Jang, Chul. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00141-9. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Distributionally 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. Full description at Econpapers || Download paper | |
2023 | Effective 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. Full description at Econpapers || Download paper | |
2023 | Government 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. Full description at Econpapers || Download paper | |
2023 | Cooperation 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. Full description at Econpapers || Download 2023 | 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. Full description at Econpapers || Download paper |
2023 | Globally 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | Announcement 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. Full description at Econpapers || Download paper | |
2023 | Klima- 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. Full description at Econpapers || Download paper | |
2023 | Öffentliche 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. Full description at Econpapers || Download paper | |
2023 | Beef 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2018 | Pricing sovereign contingent convertible debt In: Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Pricing Sovereign Contingent Convertible Debt.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2018 | PRICING 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: 2 | article | |
2018 | PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.(2018) In: Journal of Enterprising Culture (JEC). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2022 | Debt sustainability and monetary policy: the case of ECB asset purchases In: BIS Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Risk Management Optimization for Sovereign Debt Restructuring In: Journal of Globalization and Development. [Full Text][Citation analysis] | article | 10 |
2014 | Risk Management Optimization for Sovereign Debt Restructuring.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | Contingent Convertible Bonds for Sovereign Debt Risk Management In: Journal of Globalization and Development. [Full Text][Citation analysis] | article | 3 |
2018 | State contingent debt as insurance for euro-area sovereigns In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | State Contingent Debt as Insurance for Euro Area Sovereigns.(2019) In: Journal of Financial Regulation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2013 | The Cyprus Debt: Perfect Crisis and a Way Forward In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2013 | The 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 | |
2014 | Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Fairness and Reflexivity in the Cyprus Bail-In In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Risk profiles for re-profiling the sovereign debt of crisis countries.(2015) In: Journal of Risk Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2015 | The Case for Contingent Convertible Debt for Sovereignst In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Portfolio Diversification in the Sovereign Credit Swap Markets In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Portfolio 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 | |
2017 | Pricing and Hedging GDP-Linked Bonds in Incomplete Markets In: Working Papers. [Citation analysis] | paper | 9 |
2018 | Pricing 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: 9 | article | |
2018 | Pricing and hedging GDP-linked bonds in incomplete markets.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
1997 | A model for designing callable bonds and its solution using tabu search In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
1998 | Dynamic models for fixed-income portfolio management under uncertainty In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 22 |
2003 | High-performance computing for financial planning In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
2004 | Financial decision models in a dynamical setting In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2004 | Scenario modelling for selective hedging strategies In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
1997 | Stochastic linear programs with restricted recourse In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
1999 | Using data envelopment analysis for costing bank products In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 15 |
2005 | On the simulation of portfolios of interest rate and credit risk sensitive securities In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
2005 | Risk factor analysis and portfolio immunization in the corporate bond market In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
2000 | Risk 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 nother version. Agregated cites: 9 | paper | |
2005 | Estimation of asset demands by heterogeneous agents In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
2008 | Feature Cluster: Operational Research for Risk Management In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
2008 | A dynamic stochastic programming model for international portfolio management In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 28 |
2008 | Asset and liability modelling for participating policies with guarantees In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 15 |
2001 | Asset and Liability Modeling for Participating Policies with Guarantees.(2001) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2018 | Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 14 |
2020 | Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 5 |
1991 | Network based models for air-traffic control In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
1994 | Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
1995 | A smooth penalty function algorithm for network-structured problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
1995 | A stochastic programming model for money management In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 29 |
1996 | Robust optimization models for managing callable bond portfolios In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 9 |
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2024 | Mispricing of debt expansion in the eurozone sovereign credit market In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
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2015 | Designing and pricing guarantee options in defined contribution pension plans In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
2002 | CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 31 |
2006 | Asset and liability management for insurance products with minimum guarantees: The UK case In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2006 | Integrating market and credit risk: A simulation and optimisation perspective In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2008 | Pricing options on scenario trees In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
2011 | Optimizing international portfolios with options and forwards In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2023 | Unconventional monetary policy and debt sustainability in Japan In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 1 |
2003 | Insurance League: Italy vs. U.K. In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2001 | The Value of Integrative Risk Management for Insurance Products with Guarantees In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 8 |
2001 | The Value of Integrative Risk Management for Insurance Products with Guarantees.(2001) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2001 | The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 7 |
2001 | The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios.(2001) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2015 | Risk profiles for re-profiling the sovereign debt of crisis countries In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Risk Management for Sovereign Debt Financing with Sustainability Conditions In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Does freedom lead to happiness? Economic growth and quality of life In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 2 |
1989 | Parallel Numerical Optimization: Current Status and an Annotated Bibliography In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 0 |
1990 | Matrix Balancing on a Massively Parallel Connection Machine In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 0 |
1992 | Massively Parallel Algorithms for Singly Constrained Convex Programs In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 11 |
1992 | Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm In: INFORMS Journal on Computing. [Full Text][Citation analysis] | article | 6 |
1994 | Parallel and Supercomputing in the Practice of Management Science In: Interfaces. [Full Text][Citation analysis] | article | 2 |
1999 | Benchmarks of the Efficiency of Bank Branches In: Interfaces. [Full Text][Citation analysis] | article | 14 |
2004 | www.Personal_Asset_Allocation In: Interfaces. [Full Text][Citation analysis] | article | 3 |
2024 | Auditing Public Debt Using Risk Management In: Interfaces. [Full Text][Citation analysis] | article | 0 |
1992 | Complete Prepayment Models for Mortgage-Backed Securities In: Management Science. [Full Text][Citation analysis] | article | 14 |
1994 | Capturing the Correlations of Fixed-income Instruments In: Management Science. [Full Text][Citation analysis] | article | 11 |
1994 | A Network Model to Maximize Navy Personnel Readiness and Its Solution In: Management Science. [Full Text][Citation analysis] | article | 2 |
1999 | Operations, Quality, and Profitability in the Provision of Banking Services In: Management Science. [Full Text][Citation analysis] | article | 70 |
1986 | Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP In: Operations Research. [Full Text][Citation analysis] | article | 1 |
1989 | OR Practice—Large-Scale Nonlinear Network Models and Their Application In: Operations Research. [Full Text][Citation analysis] | article | 3 |
1990 | A Comparative Study of Algorithms for Matrix Balancing In: Operations Research. [Full Text][Citation analysis] | article | 42 |
1993 | A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems In: Operations Research. [Full Text][Citation analysis] | article | 13 |
1994 | Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities In: Operations Research. [Full Text][Citation analysis] | article | 11 |
1995 | Robust Optimization of Large-Scale Systems In: Operations Research. [Full Text][Citation analysis] | article | 311 |
1995 | The Productivity of Financial Intermediation and the Technology of Financial Product Management In: Operations Research. [Full Text][Citation analysis] | article | 3 |
1999 | Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models In: Operations Research. [Full Text][Citation analysis] | article | 1 |
2021 | Risk Management for Sustainable Sovereign Debt Financing In: Operations Research. [Full Text][Citation analysis] | article | 0 |
2006 | Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 2 |
2002 | A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2006 | A Stochastic Programming Framework for International PortfolioManagement In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 1 |
2006 | Financial Products with Guarantees: Applications, Models and Internet-based services In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2007 | Scenario optimization asset and liability modelling for individual investors In: Annals of Operations Research. [Full Text][Citation analysis] | article | 7 |
2007 | Credit risk optimization using factor models In: Annals of Operations Research. [Full Text][Citation analysis] | article | 12 |
1999 | Scenario modeling for the management ofinternational bond portfolios In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
1998 | Scenario Modeling for the Management of International Bond Portfolios.(1998) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
1999 | Scalable parallel computations forlarge-scale stochastic programming In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
2022 | The risks from climate change to sovereign debt In: Climatic Change. [Full Text][Citation analysis] | article | 15 |
2024 | Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance In: Review of Managerial Science. [Full Text][Citation analysis] | article | 0 |
2008 | Controlling Currency Risk with Options or Forwards In: Springer Optimization and Its Applications. [Citation analysis] | chapter | 0 |
2018 | Risk management for sovereign financing within a debt sustainability framework In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach In: International Economic Journal. [Full Text][Citation analysis] | article | 2 |
2016 | A parsimonious model for generating arbitrage-free scenario trees In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
2003 | Tracking bond indices in an integrated market and credit risk environment In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
2007 | Stability analysis of portfolio management with conditional value-at-risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 33 |
2000 | Searching for the Value of Quality in Financial Services In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 4 |
2001 | Extending 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] | paper | 4 |
1997 | Disentangling Within- and Between-Country Efficiency Differences of Bank Branches In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 5 |
1997 | Efficiency, Profitability and Quality of Banking Services In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 3 |
1998 | What Drives the Performance of Financial Institutions? In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 10 |
1999 | Scenario Modeling of Selective Hedging Strategies In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
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