Stavros A Zenios


Ontology type: schema:Person     


Person Info

NAME

Stavros A

SURNAME

Zenios

Publications in SciGraph latest 50 shown

  • 2018-07 Portfolio diversification in the sovereign credit swap markets in ANNALS OF OPERATIONS RESEARCH
  • 2017-06 Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling in OPTIMIZATION AND ENGINEERING
  • 2017-06 Optimization for financial engineering: a special issue in OPTIMIZATION AND ENGINEERING
  • 2016-08 Fairness and reflexivity in the Cyprus bail-in in EMPIRICA
  • 2013 Banking in ENCYCLOPEDIA OF OPERATIONS RESEARCH AND MANAGEMENT SCIENCE
  • 2009 Stochastic Programming: Parallel Factorization of Structured Matrices in ENCYCLOPEDIA OF OPTIMIZATION
  • 2009 Robust Optimization in ENCYCLOPEDIA OF OPTIMIZATION
  • 2008 Controlling Currency Risk with Options or Forwards in HANDBOOK OF FINANCIAL ENGINEERING
  • 2007-07 Scenario optimization asset and liability modelling for individual investors in ANNALS OF OPERATIONS RESEARCH
  • 2007-07 Credit risk optimization using factor models in ANNALS OF OPERATIONS RESEARCH
  • 2004 Delivering E-Banking Services: An Emerging Internet Business Model and a Case Study in HANDBOOK OF QUANTITATIVE SUPPLY CHAIN ANALYSIS
  • 2002 The Value of Integrative Risk Management for Insurance Products with Guarantees in FINANCIAL ENGINEERING, E-COMMERCE AND SUPPLY CHAIN
  • 2001 BANKING in ENCYCLOPEDIA OF OPERATIONS RESEARCH AND MANAGEMENT SCIENCE
  • 2001 Robust Optimization in ENCYCLOPEDIA OF OPTIMIZATION
  • 2001 Stochastic Programming: Parallel Factorization of Structured Matrices in ENCYCLOPEDIA OF OPTIMIZATION
  • 2001-01 Integrated simulation and optimization models for tracking international fixed income indices in MATHEMATICAL PROGRAMMING
  • 1999-01 Scenario modeling for the management ofinternational bond portfolios in ANNALS OF OPERATIONS RESEARCH
  • 1999-01 Scalable parallel computations forlarge-scale stochastic programming in ANNALS OF OPERATIONS RESEARCH
  • 1998-05 An interior point method with Bregman functions for the variational inequality problem with paramonotone operators in MATHEMATICAL PROGRAMMING
  • 1998 Designing Callable Bonds Using Simulated Annealing in OPERATIONAL TOOLS IN THE MANAGEMENT OF FINANCIAL RISKS
  • 1997 Establishing Efficiency Benchmarks of Bank Branches in NEW OPERATIONAL APPROACHES FOR FINANCIAL MODELLING
  • 1997 High—Performance Computing for the Computer Aided Design of Financial Products in ADVANCES IN HIGH PERFORMANCE COMPUTING
  • 1997-01 A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization in COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
  • 1997 A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization in COMPUTATIONAL ISSUES IN HIGH PERFORMANCE SOFTWARE FOR NONLINEAR OPTIMIZATION
  • 1997 Stochastic Programming and Robust Optimization in ADVANCES IN SENSITIVITY ANALYSIS AND PARAMETRIC PROGRAMMING
  • 1997 Demand for Assets by Heterogeneous Agents in the Italian Markets in NEW OPERATIONAL APPROACHES FOR FINANCIAL MODELLING
  • 1997 Parallel Algorithms for Large-Scale Stochastic Programming in PARALLEL COMPUTING IN OPTIMIZATION
  • 1996-11 A stochastic programming model for funding single premium deferred annuities in MATHEMATICAL PROGRAMMING
  • 1996-06 Solving multistage stochastic network programs on massively parallel computers in MATHEMATICAL PROGRAMMING
  • 1995-12 Asset/liability management under uncertainty for fixed-income securities in ANNALS OF OPERATIONS RESEARCH
  • 1995-12 Preface in ANNALS OF OPERATIONS RESEARCH
  • 1994-09 Robust Optimization for Power Systems Capacity Expansion under Uncertainty in JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
  • 1994-07 Data parallel computing for network-structured optimization problems in COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
  • 1994 Stochastic Programming Models for Portfolio Optimization with Mortgage Backed Securities: Comprehensive Research Guide in OPERATIONS RESEARCH MODELS IN QUANTITATIVE FINANCE
  • 1994 Valuation of the Embedded Prepayment Option of Mortgage-Backed Securities in FINANCIAL MODELLING
  • 1993-12 Mean-absolute deviation portfolio optimization for mortgage-backed securities in ANNALS OF OPERATIONS RESEARCH
  • 1993-04 Proximal minimizations with D-functions and the massively parallel solution of linear network programs in COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
  • 1993 Computing Price Paths of Mortgage-Backed Securities Using Massively Parallel Computing in MODELLING REALITY AND PERSONAL MODELLING
  • 1993 Large Scale Architectures and Parallel Processing In Air-Traffic Control in LARGE SCALE COMPUTATION AND INFORMATION PROCESSING IN AIR TRAFFIC CONTROL
  • 1992-06 Proximal minimization algorithm withD-functions in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
  • 1992 Solving Large Scale Multicommodity Networks Using Linear—Quadratic Penalty Functions in COMBINATORIAL OPTIMIZATION
  • 1990-12 Vector and parallel computing for matrix balancing in ANNALS OF OPERATIONS RESEARCH
  • 1989-12 On the use of expert systems in network optimization: With an application to matrix balancing in ANNALS OF OPERATIONS RESEARCH
  • 1988-12 Preface in ANNALS OF OPERATIONS RESEARCH
  • 1988-12 Nonlinear network optimization on a massively parallel connection machine in ANNALS OF OPERATIONS RESEARCH
  • 1988-04 Vectorization and multitasking of nonlinear network programming algorithms in MATHEMATICAL PROGRAMMING
  • 1986-06 Relaxation techniques for strictly convex network problems in ANNALS OF OPERATIONS RESEARCH
  • 1986-05 Relaxation techniques for strictly convex network problems in ANNALS OF OPERATIONS RESEARCH
  • Affiliations

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