Stavros A. Zenios : Citation Profile

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

14

H index

30

i10 index

1071

Citations

RESEARCH PRODUCTION:

75

Articles

29

Papers

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 28
   Journals where Stavros A. Zenios has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 50 (4.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pas152
   Updated: 2025-12-20    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Alberola, Enrique (2)

Cheng, Gong (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)

Afonso, Antonio (6)

Kerstens, Kristiaan (6)

Drehmann, Mathias (6)

Consiglio, Andrea (6)

Fonseca, Raquel (5)

LELEU, Hervé (5)

Barro, Diana (5)

Cites to:

Berger, Allen (38)

Reinhart, Carmen (37)

Trebesch, Christoph (35)

Rogoff, Kenneth (29)

Consiglio, Andrea (27)

Zettelmeyer, Jeromin (16)

Artzner, Philippe (15)

Mester, Loretta (15)

Kehoe, Timothy (13)

Jarrow, Robert (13)

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 Risk Finance5
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
Working Papers / European Stability Mechanism2
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Stavros A. Zenios (2025 and 2024)

YearTitle of citing document
2025Dynamics of sovereign debt: credit risk and sustainability analysis. (2025). Cont, Rama ; Bassa, Karolina. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-24.

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2025On Sinkhorns Algorithm and Choice Modeling. (2025). Qu, Zhaonan ; Ugander, Johan ; Galichon, Alfred. In: Papers. RePEc:arx:papers:2310.00260.

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2024Fitting random cash management models to data. (2024). Salas-Molina, Francisco. In: Papers. RePEc:arx:papers:2401.08548.

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2025Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization. (2024). Lee, Yongjae ; Tae, Inwoo. In: Papers. RePEc:arx:papers:2409.09684.

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2025Risk-aware black-box portfolio construction using Bayesian optimization with adaptive weighted Lagrangian estimator. (2025). Gold, Daniel ; Ge, Menghan ; Elliott, Karen ; Cartlidge, John ; You, Zinuo. In: Papers. RePEc:arx:papers:2504.13529.

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2024The Green Transition and Public Finances. (2024). Seghini, Caterina ; Dees, Stephane. In: Working papers. RePEc:bfr:banfra:949.

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2025Decoding climate-related risks in sovereign bond pricing: a global perspective. (2025). Papadopoulos, Georgios ; Malovana, Simona ; Madeira, Carlos ; Grimaldi, Marianna Blix ; Anyfantaki, Sofia. In: BIS Working Papers. RePEc:bis:biswps:1275.

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2024Regression‐based network‐flow and inner‐matrix reconstruction. (2024). Kauermann, Gran ; Lebacher, Michael. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1730-1748.

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2024Does Monetary Policy Influence Euro Area Fiscal Sustainability?. (2024). Pereira, Francisco ; Afonso, Antonio ; Gomes-Pereira, Francisco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11266.

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2025Shaken Balances: Climate Risks and the Dynamics of Fiscal and External Sustainability. (2025). Afonso, Antonio ; Jalles, Tovar Joao ; Alves, Jos ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11818.

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2025From words to deeds – incorporating climate risks into sovereign credit ratings. (2025). Maddaloni, Angela ; Ferrucci, Gianluigi ; Veggente, Veronica ; Cappiello, Lorenzo. In: Research Bulletin. RePEc:ecb:ecbrbu:2025:0133:.

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2025Creditworthy: do climate change risks matter for sovereign credit ratings?. (2025). Maddaloni, Angela ; Veggente, Veronica ; Ferrucci, Gianluigi ; Cappiello, Lorenzo. In: Working Paper Series. RePEc:ecb:ecbwps:20253042.

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2025Decoding climate-related risks in sovereign bond pricing: a global perspective. (2025). Papadopoulos, Georgios ; Madeira, Carlos ; Grimaldi, Marianna Blix ; Malovana, Simona ; Anyfantaki, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20253135.

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2024Water-agriculture-ecology nexus synergetic management based on spatiotemporal equilibrium and water transformation: A case study in Aksu River Basin, China. (2024). Wu, Haijiang ; Su, Xiaoling ; Wang, Taishan. In: Agricultural Water Management. RePEc:eee:agiwat:v:303:y:2024:i:c:s0378377424003962.

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2024Assessing the fiscal implications of changes in critical minerals’ demand in the low-carbon energy transition. (2024). Dorazio, Paola. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pa:s0306261924015800.

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2025Designing a resilient and sustainable multi-feedstock bioethanol supply chain: Integration of mathematical modeling and machine learning. (2025). Shamsi, Meisam ; Jabbarzadeh, Armin. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s0306261924011772.

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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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2024Capacity planning with uncertainty on contract fulfillment. (2024). Rei, Walter ; Lerma, Veronica ; Crainic, Teodor Gabriel ; Rosano, Mariangela ; Perboli, Guido. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:152-175.

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2024Fifty years of portfolio optimization. (2024). Doumpos, Michalis ; Liesio, Juuso ; Zopounidis, Constantin ; Salo, Ahti. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:1-18.

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2024Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions. (2024). Ghasemi, Alireza ; Ghahtarani, Alireza ; Saif, Ahmed. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:2:p:500-519.

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2024Solving constrained consumption–investment problems by decomposition algorithms. (2024). Homem-De, Tito ; Castaeda, Pablo ; Garcia, Javier ; Lagos, Guido ; Pagnoncelli, Bernardo K. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:1:p:292-302.

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2025Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646.

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2025A study of asset and liability management applied to Brazilian pension funds. (2025). , Joao ; Falcao, Rodrigo ; Bernardino, Wilton ; Alves, Jos Jonas ; de Souza, Filipe Costa ; Ospina, Raydonal. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:1059-1076.

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2024Climate change, governance, and macroeconomic stability: Empirical analysis in a panel of African countries. (2024). Assoumou-Ella, Giscard ; Nkah-Ella, Cedric. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000475.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Climate transition spillovers and sovereign risk: Evidence from Indonesia. (2025). Monasterolo, Irene ; Gallagher, Kevin ; Gourdel, Rgis. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000349.

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2025Three-layer resilience-aware scheduling framework in a hydrogen-integrated distribution network considering fuel cell electric vehicles. (2025). Ghorbani, Reza ; Alipour, Mohammadali ; Aghaei, Jamshid ; Mohammadi-Ivatloo, Behnam ; Norouzi, Mohammadali. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225030579.

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2025Climate risk impact on Treasury securities pricing: A global perspective of short-term and long-term period. (2025). Marchewka-Bartkowiak, Kamilla ; Boitan, Iustina Alina ; Anghel, Dan Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002546.

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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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2024Macro-Driven Stock Market Volatility Prediction: Insights from a New Hybrid Machine Learning Approach. (2024). Lin, YU ; Xu, Jin ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006434.

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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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2024The impact of climate policy uncertainty on the Italian financial market. (2024). di Tommaso, Caterina ; Foglia, Matteo ; Pacelli, Vincenzo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011243.

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2025Climate risk and regional financial stability: Evidence from China. (2025). Hu, Liqin ; Li, Bin ; Long, Xinyu ; Zheng, Qiuyan. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016702.

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2025Political stability as a risk factor in global markets. (2025). Jeutang, Noel Pavel ; Kesse, Kwabena ; Payne, Brian C. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016878.

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2025How might model uncertainty and transaction costs impact retained earning & dividend strategies? An examination through a classical insurance risk model. (2025). Siu, Tak Kuen ; Feng, Yang ; Zhu, Jinxia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:131-158.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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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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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

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2024Integration and substitution in hybrid manufacturing and refurbishing systems. (2024). Boutarfa, Y ; Aouam, T ; Brahimi, N ; Senoussi, A. In: International Journal of Production Economics. RePEc:eee:proeco:v:274:y:2024:i:c:s0925527324001658.

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2024State-contingent debt with lender risk aversion. (2024). Pina, Goncalo. 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). Fehrenkotter, Rieke ; Dahlen, Niklas ; Schreiter, Maximilian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

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2024An optimization-based design methodology to manage the sustainable biomass-to-biodiesel supply chain under disruptions: A case study. (2024). Bahmani, Pardis ; Dehghani, Mohammad Hossein ; Makui, Ahmad ; Jafari-Nodoushan, Abbasali. In: Renewable Energy. RePEc:eee:renene:v:229:y:2024:i:c:s0960148124006943.

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2025From risks to opportunities: The impact of green public investment programs on sovereign yields. (2025). Monasterolo, Irene ; Kvedaras, Virmantas ; Duranovic, Anja ; Alessi, Lucia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001229.

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2024Integrated optimisation of strategic planning and service operations for urban air mobility systems. (2024). Jin, Zhongyi ; Wu, Lingxiao ; Zhang, Chenliang ; Li, Ang. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:183:y:2024:i:c:s0965856424001071.

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2024How contraflow enhances clearance time during assisted mass evacuation – A case study exploring the Australian 2013–14 Gippsland bushfires. (2024). Rickards, Lauren ; Peszynski, Konrad ; Mohammadi, Mahsa ; Shahparvari, Shahrooz. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:189:y:2024:i:c:s0965856424002453.

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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). Yang, Yuze ; Yin, Yunqiang ; Hu, Hai ; Wang, Dujuan ; Cheng, T. C. E., . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:184:y:2024:i:c:s136655452400084x.

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2025A data-driven hybrid scenario-based robust optimization method for relief logistics network design. (2025). Sarkodie, Samuel Asumadu ; Amani, Mohammad Amin ; Tavakkoli-Moghaddam, Reza ; Nasiri, Mohammad Mahdi ; Sheu, Jiuh-Biing. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:194:y:2025:i:c:s1366554524005222.

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2024Climate and sovereign risk: The Latin American experience with strong ENSO events. (2024). Damette, Olivier ; Thavard, Julien ; Mathonnat, Clement. In: World Development. RePEc:eee:wdevel:v:178:y:2024:i:c:s0305750x24000603.

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2025Public Expenditure and Economic Growth: Further Evidence for the European Union. (2025). Sosvilla-Rivero, Simon ; del Carmen, Mara ; Rubio-Guerrero, Juan J. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:60-:d:1596203.

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2024Optimizing Microgrid Load Fluctuations through Dynamic Pricing and Electric Vehicle Flexibility: A Comparative Analysis. (2024). Hai, Tao ; Bian, Haiyi ; Ji, Rendong ; Liu, Lei ; Abdalla, Ahmed N ; Mahdi, Mahdi A. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:19:p:4994-:d:1493771.

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2025Robust Portfolio Selection Under Model Ambiguity Using Deep Learning. (2025). Shamsi, Mostafa ; Miri, Sadegh ; Salavati, Erfan. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:38-:d:1604707.

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2024An Age–Period–Cohort Framework for Profit and Profit Volatility Modeling. (2024). Breeden, Joseph L. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1427-:d:1389720.

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2025The Robust Malmquist Productivity Index: A Framework for Measuring Productivity Changes over Time Under Uncertainty. (2025). Shojaie, Seyed Ehsan ; Jandaghian, Alireza ; Peykani, Pejman ; Soltani, Roya ; Tanasescu, Cristina. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1727-:d:1663255.

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2024Debt Sustainability in the Context of Population Ageing: A Risk Management Approach. (2024). Provenzano, Davide ; Consiglio, Andrea ; Ajovalasit, Samantha. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:188-:d:1530010.

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2025Decoding climate-related risks in sovereign bond pricing: A global perspective. (2025). Papadopoulos, Georgios ; Madeira, Carlos ; Anyfantaki, Sofia ; Malovana, Simona ; Grimaldi, Marianna Blix. In: Working Paper Series. RePEc:hhs:rbnkwp:0453.

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2024Does monetary policy influence euro area fiscal sustainability?. (2024). Pereira, Francisco ; Afonso, Antonio ; Gomes-Pereira, Francisco. In: Working Papers REM. RePEc:ise:remwps:wp03352024.

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2025Shaken Balances: Climate Risks and the Dynamics of Fiscal and External Sustainability. (2025). Afonso, Antonio ; Alves, Jos ; Jalles, Joao ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03752025.

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2024The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market. (2024). An, Yunbi ; Yang, Baochen ; Li, Jia ; Su, Yunpeng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09442-7.

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2025Should the Occupational Pension Plans’ Investment be Long-Term or Short-Term? Evidence from China. (2025). Liu, Wenling ; Xu, Fengmin ; Jing, Kui ; Hua, Ziyue. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10677-3.

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2025Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation. (2025). Ji, Bingbing ; Chen, Zhiping ; Mei, YU ; Liu, Jia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10699-x.

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2025Climate risks and stock market volatility spillover: new insights from wavelet and causality methods. (2025). Wang, Chuwen ; Shen, Simin ; Chen, Yufeng. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09877-0.

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2025Financial education and spillover effects. (2025). Kallenos, Theodosis ; Milidonis, Andreas ; Nishiotis, George ; Zenios, Stavros. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:2:d:10.1007_s10663-025-09647-1.

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2024Climate policy and optimal public debt. (2024). Runkel, Marco ; Kellner, Maximilian. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:31:y:2024:i:6:d:10.1007_s10797-023-09814-9.

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2025The Impact of COVID-19 on Italian Sovereign Bond Market Quality. (2025). Ferrara, Gerardo ; Ren, Roberto ; Flora, Maria. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:67:y:2025:i:1:d:10.1007_s10693-024-00437-7.

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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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2024Regret cross-efficiency evaluation using attitudinal entropy approach. (2024). Wang, Teng ; Lou, Yuan-Yu ; Chen, Xiao-Lei ; Yang, Guo-Liang ; Pan, Hao ; Guan, Zhong-Cheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03817-5.

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2025Utilizing the real estate investment trusts for portfolio optimisation by application of genetic algorithm. (2025). Pavel, Codruta-Daniela ; Dias, Rui ; Espinosa, Juan Felipe ; Matac, Liviu Marian ; Xu, LI. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04715-0.

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2024Liability-driven investment for pension funds: stochastic optimization with real assets. (2024). Owadally, Iqbal ; Jang, Chul ; Clare, Andrew. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00141-9.

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2024Pregled klimatskih projekcija za Hrvatsku i njihovih utjecaja na gospodarstvo i financijski sustav. (2024). Srdelic, Leonarda. In: MPRA Paper. RePEc:pra:mprapa:121319.

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2024Sovereign CoCos and debt forgiveness. (2024). Roch, Francisco ; Onder, Yasin ; Martinez, Leonardo ; Hatchondo, Juan Carlos. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:24/1096.

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2024Scenario-robust pre-disaster planning for multiple relief items. (2024). Fry, Michael J ; Wang, Xinfang ; Kumar, Sameer ; Yang, Muer. In: Annals of Operations Research. RePEc:spr:annopr:v:335:y:2024:i:3:d:10.1007_s10479-021-04237-3.

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2024An evolutionary game theory approach for analyzing risk-based financing schemes. (2024). Hosseini-Motlagh, Seyyed-Mahdi ; Johari, Maryam. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:3:d:10.1007_s10479-023-05308-3.

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2024A new proactive and reactive approach for resource-constrained project scheduling problem under activity and resource disruption: a scenario-based robust optimization approach. (2024). Mousavi, Seyed Meysam ; Khoshsirat, Maziar. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:1:d:10.1007_s10479-024-05895-9.

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2024Applying robust optimization to the shelter location–allocation problem: a case study for Istanbul. (2024). Karatas, Mumtaz ; Eriskin, Levent. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:3:d:10.1007_s10479-022-04627-1.

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2024Efficiency evaluation with data uncertainty. (2024). Zhou, Zhixiang ; Zhu, Qingyuan ; Shen, Lulu ; Wu, Jie ; Zhang, Ganggang. In: Annals of Operations Research. RePEc:spr:annopr:v:339:y:2024:i:3:d:10.1007_s10479-022-04636-0.

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2024Robust vertex centdian facility location problem on tree networks. (2024). Baroughi, Fahimeh ; Ghomi, Soudabeh Seyyedi. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06096-0.

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2025PGP for portfolio optimization: application to ESG index family. (2025). Peillex, Jonathan ; Urom, Christian ; Abid, Ilyes ; Karmani, Majdi ; Ndubuisi, Gideon. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05460-w.

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2025A robust optimization model for sustainable pharmaceutical distribution network design: a case study. (2025). Rabieh, Masood ; Alem-Tabriz, Akbar ; Zandieh, Mostafa ; Janatyan, Nassibeh. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:2:d:10.1007_s10479-020-03900-5.

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2024Resilient and sustainable supply chain design and planning under supply disruption risk using a multi-objective scenario-based robust optimization model. (2024). Sadjadi, Seyed Jafar ; Sobhani, Farzad Movahedi ; Safari, Lida. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:11:d:10.1007_s10668-023-03769-x.

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2024Robust optimization of sustainable closed-loop supply chain network considering product family. (2024). Hejazi, Taha-Hossein ; Khorshidvand, Behrooz. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:4:d:10.1007_s10668-023-03166-4.

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2024A mathematical model for the optimization of agricultural supply chain under uncertain environmental and financial conditions: the case study of fresh date fruit. (2024). Gholami, Saiedeh ; Mirzaei, Mehran Gharye ; Rahmani, Donya. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:8:d:10.1007_s10668-023-03503-7.

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2025Multi-objective programming for multi-period multi-product closed-loop supply chain network design: a fuzzy robust optimization approach. (2025). Kim, Jongchol ; Qiu, Ruozhen ; Jon, Jinhyok ; Sun, Minghe. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:5:d:10.1007_s10668-023-04308-4.

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2025Mathematical modeling for the closed-loop supply chain with consideration of sustainability risks: a hybrid optimization approach. (2025). Heravi, Parsa ; Akhavan, Mahdi ; Soltani, Sepehr ; Ghahroudi, Alireza Ghaffari ; Valizadeh, Jaber ; Zaki, Alireza. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:5:d:10.1007_s10668-023-04324-4.

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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2025Supply Chain Resilience: A Critical Review of Risk Mitigation, Robust Optimisation, and Technological Solutions and Future Research Directions. (2025). Macau, Flavio Romero ; Mavi, Reza Kiani ; Hosseini, Seyed Ashkan. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:26:y:2025:i:3:d:10.1007_s40171-025-00458-8.

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2024Operational performance of Indian passenger airlines using hierarchical categorical DEA approach. (2024). Saxena, Punita ; Seth, Bharti ; Arora, Shalini. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:15:y:2024:i:4:d:10.1007_s13198-022-01852-6.

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2024Globalized distributionally robust optimization based on samples. (2024). Xing, Wenxun ; Li, Yueyao. In: Journal of Global Optimization. RePEc:spr:jglopt:v:88:y:2024:i:4:d:10.1007_s10898-023-01332-6.

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2024A method based on parametric convex programming for solving convex multiplicative programming problem. (2024). Kim, Hyonchol ; Jong, Yunchol. In: Journal of Global Optimization. RePEc:spr:jglopt:v:90:y:2024:i:3:d:10.1007_s10898-024-01416-x.

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2024Climate change and external debt vulnerability: the case of Sub-Saharan Africa. (2024). Leykun, Fentaw. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:13:y:2024:i:1:d:10.1186_s13731-024-00416-1.

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2024Output-Space Outer Approximation Branch-and-Bound Algorithm for a Class of Linear Multiplicative Programs. (2024). Gao, Yuelin ; Wang, Hongyu ; Zhang, BO. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:202:y:2024:i:3:d:10.1007_s10957-024-02461-y.

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2024An operational planning for emergency medical services considering the application of IoT. (2024). Valizadeh, Jaber ; Zaki, Alireza ; Movahed, Mohammad ; Mazaheri, Sasan ; Talaei, Hamidreza ; Tabatabaei, Seyyed Mohammad ; Khorshidi, Hadi ; Aickelin, Uwe. In: Operations Management Research. RePEc:spr:opmare:v:17:y:2024:i:1:d:10.1007_s12063-023-00423-7.

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2024A novel two-stage stochastic programming model to design an integrated disaster relief supply chain network-a case study. (2024). Fazli, Leyla. In: Operations Management Research. RePEc:spr:opmare:v:17:y:2024:i:4:d:10.1007_s12063-024-00506-z.

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2024An integrated data envelopment analysis and regression tree method for new product price estimation. (2024). Kleine, Andreas ; Dellnitz, Andreas ; Tavana, Madjid. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:46:y:2024:i:4:d:10.1007_s00291-024-00774-y.

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2025Stochastic Optimization Approaches to Biomass-to-Bioenergy Supply Chain Network Design Under Demand Uncertainty. (2025). Rezvani, Shiva ; Mohagheghi, Omid ; Hassannayebi, Erfan. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:3:d:10.1007_s43069-025-00516-y.

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2025Joint estimation of transfer learning on time series data. (2025). Yang, Yuehan ; Lou, Dan. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01629-y.

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2024Policy Brief: Budgetäre Kosten und Risiken durch klimapolitisches Nichthandeln und Klimarisiken. (2024). Schratzenstaller-Altzinger, Margit ; Kppl, Angela. In: WIFO Studies. RePEc:wfo:wstudy:37514932.

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2024Policy Brief: Budgetäre Kosten und Risiken durch klimapolitisches Nichthandeln und Klimarisiken. (2024). Schratzenstaller, Margit ; Koppl, Angela. In: WIFO Studies. RePEc:wfo:wstudy:70821.

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2024Vine copula‐based scenario tree generation approaches for portfolio optimization. (2024). He, Xiaolei ; Zhang, Weiguo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:1936-1955.

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2024A multistage forecasting model for green bond cost optimization with dynamic corporate risk constraints. (2024). Borjigin, Sumuya ; Yang, Ruicheng ; Hu, Zinan. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2607-2634.

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More than 100 citations found, this list is not complete...

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]		paper2
2016Pricing Sovereign Contingent Convertible Debt.(2016) In: Working Papers.
[Full Text][Citation analysis]
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).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2022Debt sustainability and monetary policy: the case of ECB asset purchases In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
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]		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.
[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]		paper13
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: 13		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
2015Risk 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
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]		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.
[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]		article3
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]		article16
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.
[Full Text][Citation analysis]
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]		article30
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.
[Full Text][Citation analysis]
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]		article18
2020Integrated dynamic models for hedging international portfolio risks In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
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]		article30
1996Robust optimization models for managing callable bond portfolios In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
2023Global political risk and international stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
2024Mispricing of debt expansion in the eurozone sovereign credit market In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
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]		article6
2002CVaR models with selective hedging for international asset allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
2006Asset and liability management for insurance products with minimum guarantees: The UK case In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article11
2011Optimizing international portfolios with options and forwards In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2023Unconventional monetary policy and debt sustainability in Japan In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article2
2003Insurance League: Italy vs. U.K. In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2001The Value of Integrative Risk Management for Insurance Products with Guarantees In: Journal of Risk Finance.
[Full Text][Citation analysis]		article8
2001The 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
2001The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios In: Journal of Risk Finance.
[Full Text][Citation analysis]		article8
2001The 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: 8		paper
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
2024Auditing Public Debt Using Risk Management In: Interfaces.
[Full Text][Citation analysis]		article0
1992Complete Prepayment Models for Mortgage-Backed Securities In: Management Science.
[Full Text][Citation analysis]		article14
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]		article71
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]		article44
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]		article12
1995Robust Optimization of Large-Scale Systems In: Operations Research.
[Full Text][Citation analysis]		article331
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
2021Risk Management for Sustainable Sovereign Debt Financing 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]		article8
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
1999Scalable parallel computations forlarge-scale stochastic programming In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2022The risks from climate change to sovereign debt In: Climatic Change.
[Full Text][Citation analysis]		article34
2024Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance In: Review of Managerial Science.
[Full Text][Citation analysis]		article0
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]		article2
2016A parsimonious model for generating arbitrage-free scenario trees In: Quantitative Finance.
[Full Text][Citation analysis]		article11
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]		article35
2000Searching for the Value of Quality in Financial Services In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper4
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]		paper4
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]		paper3
1998What Drives the Performance of Financial Institutions? In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]		paper10
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]		chapter2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team