Stavros A. Zenios : Citation Profile

Are you Stavros A. Zenios?

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

14

H index

28

i10 index

1003

Citations

RESEARCH PRODUCTION:

75

Articles

29

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 26
   Journals where Stavros A. Zenios has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 50 (4.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pas152
   Updated: 2024-12-03    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Cheng, Gong (2)

Alberola, Enrique (2)

Erce, Aitor (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:

Ferstl, Robert (13)

Yin, Libo (12)

Kargin, Vladislav (8)

Wallace, Stein (7)

Kerstens, Kristiaan (6)

Drehmann, Mathias (6)

Consiglio, Andrea (6)

Eling, Martin (5)

Erce, Aitor (5)

Fonseca, Raquel (5)

Corsetti, Giancarlo (5)

Cites to:

Berger, Allen (37)

Reinhart, Carmen (37)

Trebesch, Christoph (35)

Rogoff, Kenneth (29)

Consiglio, Andrea (27)

Zettelmeyer, Jeromin (16)

Artzner, Philippe (15)

Mester, Loretta (14)

Jarrow, Robert (13)

Kehoe, Timothy (12)

Hatchondo, Juan (12)

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
Journal of Risk Finance5
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 (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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2023Output-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.

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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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2024Dynamic 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.

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2023Robust international portfolio optimization with worst?case mean?CVaR. (2022). Luan, Fei ; Zhang, Weiguo ; Liu, Yongjun. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:877-890.

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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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2024Capacity 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.

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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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2023Risk 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.

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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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2024Are “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.

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2024Spillover 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.

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2024Debt-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.

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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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2023Sparse 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.

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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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2024State-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.

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2024The 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.

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2023A 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.

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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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2024Integrated 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.

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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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2024A 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.

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2024A 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.

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2024Climate 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.

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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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2023Fiskális 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.

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2023Az államadósság fenntarthatósága alacsony kamatkörnyezetben. (2023). Czeczeli, Vivien. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2157.

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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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2024Financial 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.

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2024Liability-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.

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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.
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2016Pricing Sovereign Contingent Convertible Debt.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2018PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.(2018) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has nother version. Agregated cites: 2		article
2018PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.(2018) In: Journal of Enterprising Culture (JEC).
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This paper has nother version. Agregated cites: 2		article
2022Debt sustainability and monetary policy: the case of ECB asset purchases In: BIS Working Papers.
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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.
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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]		article3
2018State contingent debt as insurance for euro-area sovereigns In: Bruegel Working Papers.
[Full Text][Citation analysis]		paper3
2019State Contingent Debt as Insurance for Euro Area Sovereigns.(2019) In: Journal of Financial Regulation.
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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.
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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.
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2015Risk profiles for re-profiling the sovereign debt of crisis countries.(2015) In: Journal of Risk Finance.
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This paper has nother version. Agregated cites: 0		article
2015The Case for Contingent Convertible Debt for Sovereignst In: Working Papers.
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2016Portfolio Diversification in the Sovereign Credit Swap Markets In: Working Papers.
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2018Portfolio diversification in the sovereign credit swap markets.(2018) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 6		article
2017Pricing and Hedging GDP-Linked Bonds in Incomplete Markets In: Working Papers.
[Citation analysis]		paper9
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: 9		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: 9		paper
1997A model for designing callable bonds and its solution using tabu search In: Journal of Economic Dynamics and Control.
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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.
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2004Scenario modelling for selective hedging strategies In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
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