Stavros A. Zenios - Google Scholar Citations

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Citations	10889	2886
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John MulveyPrinceton UniversityVerified email at princeton.edu
Andrea ConsiglioProfessor of Mathematical Finance, University of PalermoVerified email at unipa.it
Hercules VladimirouProfessor of Management Science, University of CyprusVerified email at ucy.ac.cy
Yair CensorProfessor of Mathematics, University of Haifa, IsraelVerified email at math.haifa.ac.il
Andreas SoteriouUniversity of CyprusVerified email at ucy.ac.cy
Nikolas TopaloglouAthens University of Economics and BusinessVerified email at aueb.gr
Mustafa Çelebi PinarProfessor of Industrial Eng. Bilkent UniversityVerified email at bilkent.edu.tr
Patrick T. HarkerFederal Reserve Bank of PhiladelphiaVerified email at phil.frb.org
Robert VanderbeiProfessor of Operations Research, Princeton UniversityVerified email at princeton.edu
A. IusemIMPAVerified email at impa.br
David SaundersDepartment of Statistics and Actuarial Science, University of WaterlooVerified email at uwaterloo.ca
Costas XiourosBI Norwegian Business SchoolVerified email at bi.no
Michal KautSINTEFVerified email at sintef.no
Joel WeinVerified email at google.com
Angelo CM CarolloUniversity of PalermoVerified email at unipa.it
Roy KouwenbergMahidol University, College of ManagementVerified email at mahidol.ac.th
Michele TumminelloDepartment of Economics, Management, and Statistics, University of Palermo, ItalyVerified email at unipa.it
Rosella GiacomettiUniversity of BergamoVerified email at unibg.it
David F BabbelThe Wharton SchoolVerified email at wharton.upenn.edu
Jonathan EcksteinProfessor of Management Science and Information Systems, Rutgers UniversityVerified email at business.rutgers.edu

Stavros A. Zenios

University of Cyprus and The Wharton Financial Institutions Center

Verified email at ucy.ac.cy - Homepage

Financial engineering risk management robust optimization operations research


Title	Cited by	Year
Robust optimization of large-scale systems JM Mulvey, RJ Vanderbei, SA Zenios Operations research 43 (2), 264-281, 1995	1929	1995
Parallel optimization: Theory, algorithms, and applications Y Censor, SA Zenios Oxford University Press, 1997	1267	1997
Operations, quality, and profitability in the provision of banking services A Soteriou, SA Zenios Management science 45 (9), 1221-1238, 1999	445	1999
Financial optimization SA Zenios Cambridge university press, 2002	334*	2002
Proximal minimization algorithm withD-functions Y Censor, SA Zenios Journal of Optimization Theory and Applications 73 (3), 451-464, 1992	316	1992
A comparative study of algorithms for matrix balancing MH Schneider, SA Zenios Operations research 38 (3), 439-455, 1990	271	1990
Robust optimization for power systems capacity expansion under uncertainty SA Malcolm, SA Zenios Journal of the operational research society 45 (9), 1040-1049, 1994	224	1994
Handbook of Asset and Liability Management: Applications and case studies SA Zenios, WT Ziemba Elsevier, 2007	187	2007
What drives the performance of financial institutions PT Harker, SA Zenios Performance of financial institutions: Efficiency, innovation, regulation, 3-31, 2000	178*	2000
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	170	1998
CVaR models with selective hedging for international asset allocation N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 26 (7), 1535-1561, 2002	166	2002
Benchmarks of the efficiency of bank branches CV Zenios, SA Zenios, K Agathocleous, AC Soteriou Interfaces 29 (3), 37-51, 1999	151	1999
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	146	1995
Practical Financial Optimization: Decision making for financial engineers SA Zenios {Blackwell Publishing, Incorporated}, 2006	125*	2006
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	122	1998
On smoothing exact penalty functions for convex constrained optimization MÇ Pinar, SA Zenios SIAM Journal on Optimization 4 (3), 486-511, 1994	122	1994
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	115	2008
Mean-absolute deviation portfolio optimization for mortgage-backed securities SA Zenios, P Kang Annals of Operations Research 45 (1), 433-450, 1993	111	1993
Complete prepayment models for mortgage-backed securities P Kang, SA Zenios Management Science 38 (11), 1665-1685, 1992	106	1992
Asset/liability management under uncertainty for fixed-income securities SA Zenios Annals of Operations Research 59 (1), 77-97, 1995	105	1995

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