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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
4171992
Stochastic network optimization models for investment planning
JM Mulvey, H Vladimirou
Annals of Operations Research 20 (1), 187-217, 1989
2121989
CVaR models with selective hedging for international asset allocation
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 26 (7), 1535-1561, 2002
1952002
Applying the progressive hedging algorithm to stochastic generalized networks
JM Mulvey, H Vladimirou
Annals of Operations Research 31 (1), 399-424, 1991
1911991
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
1482008
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
1342006
Solving multistage stochastic networks: An application of scenario aggregation
JM Mulvey, H Vladimirou
Networks 21 (6), 619-643, 1991
1261991
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
892007
Stochastic linear programs with restricted recourse
H Vladimirou, SA Zenios
European Journal of Operational Research 101 (1), 177-192, 1997
881997
Optimizing international portfolios with options and forwards
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 35 (12), 3188-3201, 2011
512011
Scalable parallel computations forlarge-scale stochastic programming
H Vladimirou, SA Zenios
Annals of Operations Research 90 (0), 87-129, 1999
361999
Computational assessment of distributed decomposition methods for stochastic linear programs
H Vladimirou
European Journal of Operational Research 108 (3), 653-670, 1998
321998
Stochastic programming and robust optimization
H Vladimirou, SA Zenios
Advances in Sensitivity Analysis and Parametic Programming, 395-447, 1997
291997
Pricing options on scenario trees
N Topaloglou, H Vladimirou, SA Zenios
Journal of Banking & Finance 32 (2), 283-298, 2008
272008
Evaluation of a parallel hedging algorithm for stochastic network programming
JM Mulvey, H Vladimirou
241989
Stochastic networks: Solution methods and applications in financial planning
H Vladimirou
Princeton University, 1991
181991
Controlling currency risk with options or forwards
N Topaloglou, H Vladimirou, SA Zenios
Handbook of Financial Engineering, 245-278, 2008
132008
Integrated dynamic models for hedging international portfolio risks
N Topaloglou, H Vladimirou, SA Zenios
European Journal of Operational Research 285 (1), 48-65, 2020
112020
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
Developments in combinatorial optimization (ECCO-XX): Guest editorial
S Martello, H Vladimirou
Computational Optimization and Applications 48 (2), 341, 2011
92011
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