Hercules Vladimirou
Hercules Vladimirou
Professor of Management Science, University of Cyprus
Verified email at ucy.ac.cy
Title
Cited by
Cited by
Year
Stochastic network programming for financial planning problems
JM Mulvey, H Vladimirou
Management Science 38 (11), 1642-1664, 1992
3621992
Stochastic network optimization models for investment planning
JM Mulvey, H Vladimirou
Annals of Operations Research 20 (1), 187-217, 1989
1851989
CVaR models with selective hedging for international asset allocation
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 26 (7), 1535-1561, 2002
1682002
Applying the progressive hedging algorithm to stochastic generalized networks
JM Mulvey, H Vladimirou
Annals of Operations Research 31 (1), 399-424, 1991
1571991
Resolution of (±)-menthol by immobilized Candida rugosa lipase on superparamagnetic nanoparticles
S Bai, Z Guo, W Liu, Y Sun
Food Chemistry 96 (1), 1-7, 2006
1262006
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
1222008
Solving multistage stochastic networks: An application of scenario aggregation
JM Mulvey, H Vladimirou
Networks 21 (6), 619-643, 1991
1091991
Stochastic linear programs with restricted recourse
H Vladimirou, SA Zenios
European Journal of Operational Research 101 (1), 177-192, 1997
811997
Stability analysis of portfolio management with conditional value-at-risk
M Kaut, H Vladimirou, SW Wallace, SA Zenios
Quantitative Finance 7 (4), 397-409, 2007
682007
Optimizing international portfolios with options and forwards
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 35 (12), 3188-3201, 2011
352011
Scalable parallel computations forlarge-scale stochastic programming
H Vladimirou, SA Zenios
Annals of Operations Research 90, 87-129, 1999
321999
Computational assessment of distributed decomposition methods for stochastic linear programs
H Vladimirou
European Journal of Operational Research 108 (3), 653-670, 1998
271998
Pricing options on scenario trees
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 32 (2), 283-298, 2008
252008
Stochastic programming and robust optimization
H Vladimirou, SA Zenios
Advances in Sensitivity Analysis and Parametic Programming, 395-447, 1997
221997
Evaluation of a parallel hedging algorithm for stochastic network programming
JM Mulvey, H Vladimirou
221989
Controlling currency risk with options or forwards
N Topaloglou, H Vladimirou, SA Zenios
Handbook of Financial Engineering, 245-278, 2008
142008
Stochastic networks: solution methods and applications in financial planning
H Vladimirou
121991
Stability analysis of a portfolio management model based on the conditional value-at-risk measure
M Kaut, SW Wallace, H Vladimirou, SA Zenios
Available in http://work. michalkaut. net/CV_and_study …, 2003
112003
Financial modeling
H Vladimirou
Springer, 2007
62007
Risk management for international investment portfolios using forward contracts and options
N Topaloglou, H Vladimirou, SA Zenios
Hermes European Center of Excellence on Computational Finance and Economics …, 2004
62004
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