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2020 – today
- 2024
[j66]Andrea Consiglio, Akis Kikas, Odysseas P. Michaelides, Stavros A. Zenios
:
Auditing Public Debt Using Risk Management. INFORMS J. Appl. Anal. 54(2): 103-126 (2024)- 2021
- [j65]Stavros A. Zenios, Andrea Consiglio, Marialena Athanasopoulou, Edmund Moshammer, Angel Gavilan, Aitor Erce:
Risk Management for Sustainable Sovereign Debt Financing. Oper. Res. 69(3): 755-773 (2021) - 2020
- [j64]Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios:
Integrated dynamic models for hedging international portfolio risks. Eur. J. Oper. Res. 285(1): 48-65 (2020)
2010 – 2019
- 2019
- [j63]Ioannis Kyriakou, Athanasios A. Pantelous, Georgios Sermpinis, Stavros A. Zenios:
Preface: application of operations research to financial markets. Ann. Oper. Res. 282(1-2): 1-2 (2019) - 2018
- [j62]Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios:
Portfolio diversification in the sovereign credit swap markets. Ann. Oper. Res. 266(1-2): 5-33 (2018) - [j61]Somayyeh Lotfi, Stavros A. Zenios:
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances. Eur. J. Oper. Res. 269(2): 556-576 (2018)
2000 – 2009
- 2009
- [r2]Stavros A. Zenios:
Robust Optimization. Encyclopedia of Optimization 2009: 3327-3331 - [r1]Hercules Vladimirou, Stavros A. Zenios:
Stochastic Programming: Parallel Factorization of Structured Matrices. Encyclopedia of Optimization 2009: 3789-3795 - 2008
- [j60]Stavros A. Zenios, David Saunders:
Feature Cluster: Operational Research for Risk Management. Eur. J. Oper. Res. 185(3): 1402-1403 (2008) - [j59]Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios:
A dynamic stochastic programming model for international portfolio management. Eur. J. Oper. Res. 185(3): 1501-1524 (2008) - [j58]Andrea Consiglio, Flavio Cocco, Stavros A. Zenios:
Asset and liability modelling for participating policies with guarantees. Eur. J. Oper. Res. 186(1): 380-404 (2008) - 2007
- [j57]David Saunders, Costas Xiouros, Stavros A. Zenios:
Credit risk optimization using factor models. Ann. Oper. Res. 152(1): 49-77 (2007) - [j56]Andrea Consiglio, Flavio Cocco, Stavros A. Zenios:
Scenario optimization asset and liability modelling for individual investors. Ann. Oper. Res. 152(1): 167-191 (2007) - 2005
- [j55]Norbert J. Jobst, Stavros A. Zenios:
On the simulation of portfolios of interest rate and credit risk sensitive securities. Eur. J. Oper. Res. 161(2): 298-324 (2005) - [j54]Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios:
Risk factor analysis and portfolio immunization in the corporate bond market. Eur. J. Oper. Res. 161(2): 348-363 (2005) - [j53]Rita Laura D'Ecclesia, Stavros A. Zenios:
Estimation of asset demands by heterogeneous agents. Eur. J. Oper. Res. 161(2): 386-398 (2005) - [p5]Stavros A. Zenios:
24. Optimization Models for Structuring Index Funds. Applications of Stochastic Programming 2005: 471-501 - 2004
- [j52]Andrea Consiglio, Flavio Cocco, Stavros A. Zenios:
www.Personal_Asset_Allocation. Interfaces 34(4): 287-302 (2004) - [j51]C. Frangos, Stavros A. Zenios, Y. Yavin:
Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model. Math. Comput. Model. 40(3-4): 423-446 (2004) - 2001
- [j50]Andrea Consiglio, Stavros A. Zenios:
Integrated simulation and optimization models for tracking international fixed income indices. Math. Program. 89(2): 311-339 (2001)
1990 – 1999
- 1999
- [j49]Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios:
Scenario modeling for the management ofinternational bond portfolios. Ann. Oper. Res. 85: 227-247 (1999) - [j48]Hercules Vladimirou, Stavros A. Zenios:
Scalable parallel computations forlarge-scale stochastic programming. Ann. Oper. Res. 90: 87-129 (1999) - [j47]Andreas C. Soteriou, Stavros A. Zenios:
Using data envelopment analysis for costing bank products. Eur. J. Oper. Res. 114(2): 234-248 (1999) - [j46]Christiana V. Zenios, Stavros A. Zenios, Kostas Agathocleous, Andreas C. Soteriou:
Benchmarks of the Efficiency of Bank Branches. Interfaces 29(3): 37-51 (1999) - [j45]Andrea Consiglio, Stavros A. Zenios:
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models. Oper. Res. 47(2): 195-208 (1999) - [j44]Stavros A. Zenios:
High-performance computing in finance: The last 10 years and the next. Parallel Comput. 25(13-14): 2149-2175 (1999) - 1998
- [j43]Yair Censor, Alfredo N. Iusem, Stavros A. Zenios:
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators. Math. Program. 81: 373-400 (1998) - 1997
- [j42]Dafeng Yang, Stavros A. Zenios:
A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization. Comput. Optim. Appl. 7(1): 143-158 (1997) - [j41]Søren S. Nielsen, Stavros A. Zenios:
Scalable Parallel Benders Decomposition for Stochastic Linear Programming. Parallel Comput. 23(8): 1069-1088 (1997) - 1996
- [j40]Søren S. Nielsen, Stavros A. Zenios:
Solving multistage stochastic network programs on massively parallel computers. Math. Program. 73: 227-250 (1996) - [j39]Søren S. Nielsen, Stavros A. Zenios:
A stochastic programming model for funding single premium deferred annuities. Math. Program. 75: 177-200 (1996) - [p4]Stavros A. Zenios:
Massively Parallel Computations in Finance. Applications on Advanced Architecture Computers 1996: 311-318 - 1995
- [j38]Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets:
Preface. Ann. Oper. Res. 59(1) (1995) - [j37]Stavros A. Zenios:
Asset/liability management under uncertainty for fixed-income securities. Ann. Oper. Res. 59(1): 77-97 (1995) - [j36]John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios:
Robust Optimization of Large-Scale Systems. Oper. Res. 43(2): 264-281 (1995) - [j35]Martin R. Holmer, Stavros A. Zenios:
The Productivity of Financial Intermediation and the Technology of Financial Product Management. Oper. Res. 43(6): 970-982 (1995) - [j34]Yair Censor, Emmanuel D. Chajakis, Stavros A. Zenios:
Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems. Parallel Algorithms Appl. 6(2-3): 179-205 (1995) - [j33]Mike McKenna, Jill P. Mesirov, Stavros A. Zenios:
Data Parallel Quadratic Programming on Box-Constrained Problems. SIAM J. Optim. 5(3): 570-589 (1995) - 1994
- [j32]Stavros A. Zenios:
Data parallel computing for network-structured optimization problems. Comput. Optim. Appl. 3(3): 199-242 (1994) - [j31]Kenneth J. Worzel, Christiana Vassiadou-Zeniou, Stavros A. Zenios:
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities. Oper. Res. 42(2): 223-233 (1994) - [j30]Ruijin Qi, Stavros A. Zenios:
On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs. J. Parallel Distributed Comput. 22(3): 565-570 (1994) - [j29]Mustafa Ç. Pinar, Stavros A. Zenios:
On Smoothing Exact Penalty Functions for Convex Constrained Optimization. SIAM J. Optim. 4(3): 486-511 (1994) - [j28]Elizabeth R. Jessup, Dafeng Yang, Stavros A. Zenios:
Parallel Factorization of Structured Matrices Arising in Stochastic Programming. SIAM J. Optim. 4(4): 833-846 (1994) - [j27]Mustafa Ç. Pinar, Stavros A. Zenios:
A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows. ACM Trans. Math. Softw. 20(4): 531-552 (1994) - 1993
- [j26]Stavros A. Zenios:
A model for portfolio management with mortgage-backed securities. Ann. Oper. Res. 43(6): 337-356 (1993) - [j25]Stavros A. Zenios, Pan Kang:
Mean-absolute deviation portfolio optimization for mortgage-backed securities. Ann. Oper. Res. 45(1): 433-450 (1993) - [j24]Søren S. Nielsen, Stavros A. Zenios:
Proximal minimizations with D-functions and the massively parallel solution of linear network programs. Comput. Optim. Appl. 1(4): 375-398 (1993) - [j23]Søren S. Nielsen, Stavros A. Zenios:
Massively Parallel Proximal Algorithms for Solving Linear Stochastic Network Programs. Int. J. High Perform. Comput. Appl. 7(4): 349-364 (1993) - [j22]Søren S. Nielsen, Stavros A. Zenios:
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems. Oper. Res. 41(2): 319-337 (1993) - [j21]Mustafa Ç. Pinar, Stavros A. Zenios:
A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems. Parallel Algorithms Appl. 1(4): 255-271 (1993) - 1992
- [j20]Søren S. Nielsen, Stavros A. Zenios:
Massively Parallel Algorithms for Singly Constrained Convex Programs. INFORMS J. Comput. 4(2): 166-181 (1992) - [j19]Mustafa Ç. Pinar, Stavros A. Zenios:
Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm. INFORMS J. Comput. 4(3): 235-249 (1992) - [j18]Søren S. Nielsen, Stavros A. Zenios:
Data structures for network algorithms on massively parallel architectures. Parallel Comput. 18(9): 1033-1052 (1992) - [j17]Stavros A. Zenios, Mustafa Ç. Pinar:
Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization. SIAM J. Sci. Comput. 13(5): 1173-1193 (1992) - [p3]Mustafa Ç. Pinar, Stavros A. Zenios:
Naval personnel Assignment: an Application of linear-quadratic penalty Methods. Computer Science and Operations Research 1992: 43-58 - [p2]Ruijin Qi, Stavros A. Zenios:
Parallel Decomposition of multicommodity Flow Problems using Coercion Methods. Computer Science and Operations Research 1992: 307-318 - [p1]Osman Balci, Ramesh Sharda, Stavros A. Zenios:
Preface. Computer Science and Operations Research 1992: ix-x - [e1]Osman Balci, Ramesh Sharda, Stavros A. Zenios:
Computer Science and Operations Research. Pergamon Press 1992, ISBN 978-0-08-040806-4 [contents] - 1991
- [j16]James M. Hutchinson, Stavros A. Zenios:
Financial Simulations On a Massively Parallel Connection Machine. Int. J. High Perform. Comput. Appl. 5(2): 28-46 (1991) - [j15]Joel Wein, Stavros A. Zenios:
On the Massively Parallel Solution of the Assignment Problem. J. Parallel Distributed Comput. 13(2): 228-236 (1991) - [j14]Emmanuel D. Chajakis, Stavros A. Zenios:
Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization. Parallel Comput. 17(8): 873-894 (1991) - [j13]Stavros A. Zenios, Yair Censor:
Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems. SIAM J. Optim. 1(3): 373-400 (1991) - [j12]Stavros A. Zenios:
On the Fine-Grain Decomposition of Multicommodity Transportation Problems. SIAM J. Optim. 1(4): 643-669 (1991) - [c6]Søren S. Nielsen, Stavros A. Zenios:
On the Massively Parallel Solution of Linear Network Flow Problems. Network Flows And Matching 1991: 349-369 - [c5]Xiaoye S. Li, Stavros A. Zenios:
On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems. ICPP (3) 1991: 306-307 - [c4]Søren S. Nielsen, Stavros A. Zenios:
An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms. PP 1991: 193-198 - 1990
- [j11]Stavros A. Zenios:
Matrix Balancing on a Massively Parallel Connection Machine. INFORMS J. Comput. 2(2): 112-125 (1990) - [j10]Michael H. Schneider, Stavros A. Zenios:
A Comparative Study of Algorithms for Matrix Balancing. Oper. Res. 38(3): 439-455 (1990) - [j9]Stavros A. Zenios:
Integrating network optimization capabilities into a high-level modeling language. ACM Trans. Math. Softw. 16(2): 113-142 (1990)
1980 – 1989
- 1989
- [j8]Stavros A. Zenios:
Parallel Numerical Optimization: Current Status and an Annotated Bibliography. INFORMS J. Comput. 1(1): 20-43 (1989) - [j7]Ron S. Dembo, John M. Mulvey, Stavros A. Zenios:
OR Practice - Large-Scale Nonlinear Network Models and Their Application. Oper. Res. 37(3): 353-372 (1989) - [j6]Stavros A. Zenios, Arne Drud, John M. Mulvey:
Balancing large social accounting matrices with nonlinear network programming. Networks 19(5): 569-585 (1989) - [j5]Vukan R. Vuchic, Stavros A. Zenios:
Bibliographic Section. Transp. Sci. 23(4): 300-303 (1989) - [c3]Mike McKenna, Stavros A. Zenios:
An Optimal Parallel Implementation of a Quadratic Transportation Algorithm. PP 1989: 357-363 - 1988
- [j4]Stavros A. Zenios, John M. Mulvey:
Vectorization and multitasking of nonlinear network programming algorithms. Math. Program. 42(1-3): 449-470 (1988) - [j3]Stavros A. Zenios, John M. Mulvey:
A distributed algorithm for convex network optimization problems. Parallel Comput. 6(1): 45-56 (1988) - [c2]Stavros A. Zenios, Robert Lasken:
The connection machines CM-1 and CM-2: solving nonlinear network problems. ICS 1988: 648-658 - 1987
- [j2]David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios:
Nonlinear programming on generalized networks. ACM Trans. Math. Softw. 13(4): 350-367 (1987) - 1986
- [j1]Stavros A. Zenios, John M. Mulvey:
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP. Oper. Res. 34(5): 667-682 (1986) - [c1]Stavros A. Zenios, John M. Mulvey:
Nonlinear network programming on a vector supercomputer (abstract). ACM Conference on Computer Science 1986: 497
Coauthor Index
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