Stavros A. Zenios - Google Scholar Citations

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Citations	10320	2443
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Co-authors

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
Robert VanderbeiProfessor of Operations Research, Princeton UniversityVerified email at princeton.edu
A. IusemIMPAVerified email at impa.br
Patrick T. HarkerFederal Reserve Bank of PhiladelphiaVerified email at phil.frb.org
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
Stein W. WallaceProfessor NHH Norwegian School of EconomicsVerified email at nhh.no
Joel WeinVerified email at google.com
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
Angelo CM CarolloUniversity of PalermoVerified email at unipa.it
Rosella GiacomettiUniversity of BergamoVerified email at unibg.it
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	Cited by	Year
Robust optimization of large-scale systems JM Mulvey, RJ Vanderbei, SA Zenios Operations research 43 (2), 264-281, 1995	1783	1995
Parallel optimization: Theory, algorithms, and applications Y Censor, SA Zenios Oxford University Press, 1997	1227	1997
Operations, quality, and profitability in the provision of banking services A Soteriou, SA Zenios Management science 45 (9), 1221-1238, 1999	420	1999
Financial optimization SA Zenios Cambridge university press, 2002	324*	2002
Proximal minimization algorithm withD-functions Y Censor, SA Zenios Journal of Optimization Theory and Applications 73 (3), 451-464, 1992	293	1992
A comparative study of algorithms for matrix balancing MH Schneider, SA Zenios Operations research 38 (3), 439-455, 1990	255	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	207	1994
Handbook of Asset and Liability Management: Applications and case studies SA Zenios, WT Ziemba Elsevier, 2007	174	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	162	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	151	2002
Performance of financial institutions: efficiency, innovation, regulation PT Harker, SA Zenios Cambridge University Press, 2000	151*	2000
Benchmarks of the efficiency of bank branches CV Zenios, SA Zenios, K Agathocleous, AC Soteriou Interfaces 29 (3), 37-51, 1999	145	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	143	1995
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	120	1998
On smoothing exact penalty functions for convex constrained optimization MÇ Pinar, SA Zenios SIAM Journal on Optimization 4 (3), 486-511, 1994	120	1994
Practical Financial Optimization: Decision making for financial engineers SA Zenios {Blackwell Publishing, Incorporated}, 2006	115*	2006
Mean-absolute deviation portfolio optimization for mortgage-backed securities SA Zenios, P Kang Annals of Operations Research 45 (1), 433-450, 1993	110	1993
Complete prepayment models for mortgage-backed securities P Kang, SA Zenios Management Science 38 (11), 1665-1685, 1992	105	1992
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	104	2008
Asset/liability management under uncertainty for fixed-income securities SA Zenios Annals of Operations Research 59 (1), 77-97, 1995	104	1995

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