Stavros A. Zenios
Stavros A. Zenios
University of Cyprus and The Wharton Financial Institutions Center
Verified email at ucy.ac.cy - Homepage
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
19951995
Parallel optimization: Theory, algorithms, and applications
Y Censor, SA Zenios
Oxford University Press, 1997
12991997
Operations, quality, and profitability in the provision of banking services
A Soteriou, SA Zenios
Management science 45 (9), 1221-1238, 1999
4491999
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
3301992
A comparative study of algorithms for matrix balancing
MH Schneider, SA Zenios
Operations research 38 (3), 439-455, 1990
2801990
Performance of financial institutions: efficiency, innovation, regulation
PT Harker, SA Zenios
Cambridge University Press, 2000
2332000
Robust optimization for power systems capacity expansion under uncertainty
SA Malcolm, SA Zenios
Journal of the operational research society 45 (9), 1040-1049, 1994
2261994
Handbook of Asset and Liability Management: Applications and case studies
SA Zenios, WT Ziemba
Elsevier, 2007
1992007
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
1672002
Benchmarks of the efficiency of bank branches
CV Zenios, SA Zenios, K Agathocleous, AC Soteriou
Interfaces 29 (3), 37-51, 1999
1551999
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
1411995
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
1231998
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
On smoothing exact penalty functions for convex constrained optimization
M« Pinar, SA Zenios
SIAM Journal on Optimization 4 (3), 486-511, 1994
1201994
Asset/liability management under uncertainty for fixed-income securities
SA Zenios
Annals of Operations Research 59 (1), 77-97, 1995
1101995
Mean-absolute deviation portfolio optimization for mortgage-backed securities
SA Zenios, P Kang
Annals of Operations Research 45 (1), 433-450, 1993
1071993
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
1062012
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