Follow
Stavros A. Zenios
Stavros A. Zenios
Durham University (UK), University of Cyprus (CY), Bruegel (BE)
Verified email at durham.ac.uk
Title
Cited by
Cited by
Year
Robust optimization of large-scale systems
JM Mulvey, RJ Vanderbei, SA Zenios
Operations research 43 (2), 264-281, 1995
27201995
Parallel optimization: Theory, algorithms, and applications
Y Censor, SA Zenios
Oxford University Press, 1997
14971997
Operations, quality, and profitability in the provision of banking services
A Soteriou, SA Zenios
Management science 45 (9), 1221-1238, 1999
526*1999
Proximal minimization algorithm withD-functions
Y Censor, SA Zenios
Journal of Optimization Theory and Applications 73 (3), 451-464, 1992
4411992
Financial optimization
SA Zenios
Cambridge University Press, 1996
388*1996
A comparative study of algorithms for matrix balancing
MH Schneider, SA Zenios
Operations research 38 (3), 439-455, 1990
3241990
Performance of financial institutions: efficiency, innovation, regulation
PT Harker, SA Zenios
Cambridge University Press 45 (9), 2000
251*2000
Robust optimization for power systems capacity expansion under uncertainty
SA Malcolm, SA Zenios
Journal of the operational research society 45 (9), 1040-1049, 1994
2501994
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators
Y Censor, AN Iusem, SA Zenios
Mathematical Programming 81, 373-400, 1998
2011998
CVaR models with selective hedging for international asset allocation
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 26 (7), 1535-1561, 2002
1992002
On smoothing exact penalty functions for convex constrained optimization
MÇ Pinar, SA Zenios
SIAM Journal on Optimization 4 (3), 486-511, 1994
1831994
Practical Financial Optimization: Decision making for financial engineers
SA Zenios
{Blackwell Publishing, Incorporated}, 2006
166*2006
Benchmarks of the efficiency of bank branches
CV Zenios, SA Zenios, K Agathocleous, AC Soteriou
Interfaces 29 (3), 37-51, 1999
1611999
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
1582008
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
1531995
Asset/liability management under uncertainty for fixed-income securities
SA Zenios
Annals of Operations Research 59 (1), 77-97, 1995
1451995
Handbook of asset and liability management: Theory and methodology
SA Zenios, WT Ziemba
Elsevier, 2006
1442006
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
Handbook of Asset and Liability Management: Applications and case studies
SA Zenios, WT Ziemba
Elsevier, 2007
131*2007
Stochastic programming models for asset liability management
R Kouwenberg, SA Zenios
Handbook of asset and liability management, 253-303, 2008
1302008
The system can't perform the operation now. Try again later.
Articles 1–20