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Stavros A. Zenios
Stavros A. Zenios
University of Cyprus, Wharton Financial Institutions Center (USA), Bruegel (Brussels)
Dirección de correo verificada de ucy.ac.cy
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Robust optimization of large-scale systems
JM Mulvey, RJ Vanderbei, SA Zenios
Operations research 43 (2), 264-281, 1995
23501995
Parallel optimization: Theory, algorithms, and applications
Y Censor, SA Zenios
Oxford University Press, 1997
13691997
Operations, quality, and profitability in the provision of banking services
A Soteriou, SA Zenios
Management science 45 (9), 1221-1238, 1999
4871999
Proximal minimization algorithm withd-functions
Y Censor, SA Zenios
Journal of Optimization Theory and Applications 73 (3), 451-464, 1992
3741992
A comparative study of algorithms for matrix balancing
MH Schneider, SA Zenios
Operations research 38 (3), 439-455, 1990
2981990
Financial optimization
SA Zenios
Cambridge university press, 1996
2941996
Robust optimization for power systems capacity expansion under uncertainty
SA Malcolm, SA Zenios
Journal of the operational research society 45 (9), 1040-1049, 1994
2371994
CVaR models with selective hedging for international asset allocation
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 26 (7), 1535-1561, 2002
1832002
Handbook of Asset and Liability Management: Applications and case studies
SA Zenios, WT Ziemba
Elsevier, 2007
1802007
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators
Y Censor, AN Iusem, SA Zenios
Mathematical Programming 81 (3), 373-400, 1998
1801998
Performance of financial institutions: efficiency, innovation, regulation
PT Harker, SA Zenios
Cambridge University Press, 2000
1612000
Benchmarks of the efficiency of bank branches
CV Zenios, SA Zenios, K Agathocleous, AC Soteriou
Interfaces 29 (3), 37-51, 1999
1591999
A stochastic programming model for money management
B Golub, M Holmer, R McKendall, L Pohlman, SA Zenios
European Journal of Operational Research 85 (2), 282-296, 1995
1461995
On smoothing exact penalty functions for convex constrained optimization
MÇ Pinar, SA Zenios
SIAM Journal on Optimization 4 (3), 486-511, 1994
1451994
A dynamic stochastic programming model for international portfolio management
N Topaloglou, H Vladimirou, SA Zenios
European Journal of Operational Research 185 (3), 1501-1524, 2008
1422008
Dynamic models for fixed-income portfolio management under uncertainty
SA Zenios, MR Holmer, R McKendall, C Vassiadou-Zeniou
Journal of Economic Dynamics and Control 22 (10), 1517-1541, 1998
1361998
Practical Financial Optimization: Decision making for financial engineers
SA Zenios
{Blackwell Publishing, Incorporated}, 2006
134*2006
Asset/liability management under uncertainty for fixed-income securities
SA Zenios
Annals of Operations Research 59 (1), 77-97, 1995
1311995
Stochastic programming models for asset liability management
R Kouwenberg, SA Zenios
Handbook of asset and liability management, 253-303, 2008
1192008
Mean-absolute deviation portfolio optimization for mortgage-backed securities
SA Zenios, P Kang
Annals of Operations Research 45 (1), 433-450, 1993
1191993
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Artículos 1–20