Stavros A. Zenios - Google Scholar Citations

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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 KouwenbergProfessor of Finance at Mahidol UniversityVerified 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
Kourosh Marjani RasmussenDTUVerified email at dtu.dk
David F BabbelThe Wharton SchoolVerified email at wharton.upenn.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 Sort by citations Sort by year Sort by 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	1995	1995
Parallel optimization: Theory, algorithms, and applications Y Censor, SA Zenios Oxford University Press, 1997	1299	1997
Operations, quality, and profitability in the provision of banking services A Soteriou, SA Zenios Management science 45 (9), 1221-1238, 1999	449	1999
Financial optimization ΣΑ Ζένιος Cambridge university press, 1996	339*	1996
Proximal minimization algorithm withD-functions Y Censor, SA Zenios Journal of Optimization Theory and Applications 73 (3), 451-464, 1992	330	1992
A comparative study of algorithms for matrix balancing MH Schneider, SA Zenios Operations research 38 (3), 439-455, 1990	280	1990
Performance of financial institutions: efficiency, innovation, regulation PT Harker, SA Zenios Cambridge University Press, 2000	233	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	226	1994
Handbook of Asset and Liability Management: Applications and case studies SA Zenios, WT Ziemba Elsevier, 2007	199	2007
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	171*	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	167	2002
Benchmarks of the efficiency of bank branches CV Zenios, SA Zenios, K Agathocleous, AC Soteriou Interfaces 29 (3), 37-51, 1999	155	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	141	1995
Practical Financial Optimization: Decision making for financial engineers SA Zenios {Blackwell Publishing, Incorporated}, 2006	128*	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	123	1998
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	122	2008
On smoothing exact penalty functions for convex constrained optimization MÇ Pinar, SA Zenios SIAM Journal on Optimization 4 (3), 486-511, 1994	120	1994
Asset/liability management under uncertainty for fixed-income securities SA Zenios Annals of Operations Research 59 (1), 77-97, 1995	110	1995
Mean-absolute deviation portfolio optimization for mortgage-backed securities SA Zenios, P Kang Annals of Operations Research 45 (1), 433-450, 1993	107	1993
Robust optimization model of schedule design for a fixed bus route Y Yan, Q Meng, S Wang, X Guo Transportation Research Part C: Emerging Technologies 25, 113-121, 2012	106	2012

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