Stavros A. Zenios

Names

Identifer

Contact

Affiliations

• Norges Handelshøyskole (NHH) / Institutt for finans (weight: 18%)
  • EDIRC entry
  • location:
• University of Pennsylvania / Wharton School of Business / Financial Institutions Center (weight: 10%)
  • EDIRC entry
  • location:
• University of Cyprus / Faculty of Economics and Management / Department of Accounting and Finance (weight: 72%)
  • EDIRC entry
  • location:

Research profile

author of:

• Pricing sovereign contingent convertible debt (RePEc:arx:papers:1804.01475)
  by Andrea Consiglio & Michele Tumminello & Stavros A. Zenios
• Debt sustainability and monetary policy: the case of ECB asset purchases (RePEc:bis:biswps:1034)
  by Enrique Alberola-Ila & Gong Cheng & Andrea Consiglio & Stavros A. Zenios
• Risk Management Optimization for Sovereign Debt Restructuring (RePEc:bpj:globdv:v:6:y:2015:i:2:p:181-213:n:1)
  by Consiglio Andrea & Zenios Stavros A.
• Contingent Convertible Bonds for Sovereign Debt Risk Management (RePEc:bpj:globdv:v:9:y:2018:i:1:p:24:n:1)
  by Consiglio Andrea & Zenios Stavros A.
• State contingent debt as insurance for euro-area sovereigns (RePEc:bre:wpaper:25324)
  by Maria Demertzis & Stavros Zenios
• Financial Optimization (RePEc:cup:cbooks:9780521577779)
  by None
• The Cyprus Debt: Perfect Crisis and a Way Forward (RePEc:ecl:upafin:13-09)
  by Zenios, Stavros A.
• Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization (RePEc:ecl:upafin:13-35)
  by Consiglio, Andrea & Carollo, Angelo & Zenios, Stavros A.
• Fairness and Reflexivity in the Cyprus Bail-In (RePEc:ecl:upafin:14-04)
  by Zenios, Stavros A.
• Risk Management Optimization for Sovereign Debt Restructuring (RePEc:ecl:upafin:14-10)
  by Consiglio, Andrea & Zenios, Stavros A.
• Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries (RePEc:ecl:upafin:14-14)
  by Consiglio, Andrea & Zenios, Stavros A.
• The Case for Contingent Convertible Debt for Sovereignst (RePEc:ecl:upafin:15-13)
  by Consiglio, Andrea & Zenios, Stavros A.
• Pricing Sovereign Contingent Convertible Debt (RePEc:ecl:upafin:16-05)
  by Consiglio, Andrea & Tumminello, Michele & Zenios, Stavros A.
• Portfolio Diversification in the Sovereign Credit Swap Markets (RePEc:ecl:upafin:16-06)
  by Consiglio, Andrea & Lotfi, Somayyeh & Zenios, Stavros A.
• Pricing and Hedging GDP-Linked Bonds in Incomplete Markets (RePEc:ecl:upafin:17-02)
  by Consiglio, A. & Zenios, S. A.
• A model for designing callable bonds and its solution using tabu search (RePEc:eee:dyncon:v:21:y:1997:i:8-9:p:1445-1470)
  by Consiglio, Andrea & Zenios, Stavros A.
• Dynamic models for fixed-income portfolio management under uncertainty (RePEc:eee:dyncon:v:22:y:1998:i:10:p:1517-1541)
  by Zenios, Stavros A. & Holmer, Martin R. & McKendall, Raymond & Vassiadou-Zeniou, Christiana
• High-performance computing for financial planning (RePEc:eee:dyncon:v:27:y:2003:i:6:p:907-908)
  by Zenios, Stavros A.
• Financial decision models in a dynamical setting (RePEc:eee:dyncon:v:28:y:2004:i:5:p:859-860)
  by Mitra, Gautam & Zenios, Stavros
• Scenario modelling for selective hedging strategies (RePEc:eee:dyncon:v:28:y:2004:i:5:p:955-974)
  by Beltratti, Andrea & Laurant, Andrea & Zenios, Stavros A.
• Pricing and hedging GDP-linked bonds in incomplete markets (RePEc:eee:dyncon:v:88:y:2018:i:c:p:137-155)
  by Consiglio, Andrea & Zenios, Stavros A.
• Stochastic linear programs with restricted recourse (RePEc:eee:ejores:v:101:y:1997:i:1:p:177-192)
  by Vladimirou, Hercules & Zenios, Stavros A.
• Using data envelopment analysis for costing bank products (RePEc:eee:ejores:v:114:y:1999:i:2:p:234-248)
  by Soteriou, Andreas C. & Zenios, Stavros A.
• On the simulation of portfolios of interest rate and credit risk sensitive securities (RePEc:eee:ejores:v:161:y:2005:i:2:p:298-324)
  by Jobst, Norbert J. & Zenios, Stavros A.
• Risk factor analysis and portfolio immunization in the corporate bond market (RePEc:eee:ejores:v:161:y:2005:i:2:p:348-363)
  by Bertocchi, Marida & Giacometti, Rosella & Zenios, Stavros A.
• Estimation of asset demands by heterogeneous agents (RePEc:eee:ejores:v:161:y:2005:i:2:p:386-398)
  by D'Ecclesia, Rita L. & Zenios, Stavros A.
• Feature Cluster: Operational Research for Risk Management (RePEc:eee:ejores:v:185:y:2008:i:3:p:1402-1403)
  by Zenios, Stavros A. & Saunders, David
• A dynamic stochastic programming model for international portfolio management (RePEc:eee:ejores:v:185:y:2008:i:3:p:1501-1524)
  by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
• Asset and liability modelling for participating policies with guarantees (RePEc:eee:ejores:v:186:y:2008:i:1:p:380-404)
  by Consiglio, Andrea & Cocco, Flavio & Zenios, Stavros A.
• Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (RePEc:eee:ejores:v:269:y:2018:i:2:p:556-576)
  by Lotfi, Somayyeh & Zenios, Stavros A.
• Integrated dynamic models for hedging international portfolio risks (RePEc:eee:ejores:v:285:y:2020:i:1:p:48-65)
  by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
• Network based models for air-traffic control (RePEc:eee:ejores:v:50:y:1991:i:2:p:166-178)
  by Zenios, Stavros A.
• Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations (RePEc:eee:ejores:v:79:y:1994:i:3:p:474-488)
  by Li, Xiaoye & Zenios, Stavros A.
• A smooth penalty function algorithm for network-structured problems (RePEc:eee:ejores:v:83:y:1995:i:1:p:220-236)
  by Zenios, Stavros A. & Pinar, Mustafa C. & Dembo, Ron S.
• A stochastic programming model for money management (RePEc:eee:ejores:v:85:y:1995:i:2:p:282-296)
  by Golub, Bennett & Holmer, Martin & McKendall, Raymond & Pohlman, Lawrence & Zenios, Stavros A.
• Robust optimization models for managing callable bond portfolios (RePEc:eee:ejores:v:91:y:1996:i:2:p:264-273)
  by Vassiadou-Zeniou, Christiana & Zenios, Stavros A.
• Global political risk and international stock returns (RePEc:eee:empfin:v:72:y:2023:i:c:p:78-102)
  by Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A.
• Mispricing of debt expansion in the eurozone sovereign credit market (RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158)
  by Lotfi, Somayyeh & Milidonis, Andreas & Zenios, Stavros A.
• Modeling languages in computational economics: Gams (RePEc:eee:hecchp:1-10)
  by Zenios, Stavros A.
• Designing and pricing guarantee options in defined contribution pension plans (RePEc:eee:insuma:v:65:y:2015:i:c:p:267-279)
  by Consiglio, Andrea & Tumminello, Michele & Zenios, Stavros A.
• CVaR models with selective hedging for international asset allocation (RePEc:eee:jbfina:v:26:y:2002:i:7:p:1535-1561)
  by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
• Asset and liability management for insurance products with minimum guarantees: The UK case (RePEc:eee:jbfina:v:30:y:2006:i:2:p:645-667)
  by Consiglio, Andrea & Saunders, David & Zenios, Stavros A.
• Integrating market and credit risk: A simulation and optimisation perspective (RePEc:eee:jbfina:v:30:y:2006:i:2:p:717-742)
  by Jobst, Norbert J. & Mitra, Gautam & Zenios, Stavros A.
• Pricing options on scenario trees (RePEc:eee:jbfina:v:32:y:2008:i:2:p:283-298)
  by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
• Optimizing international portfolios with options and forwards (RePEc:eee:jbfina:v:35:y:2011:i:12:p:3188-3201)
  by Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A.
• Unconventional monetary policy and debt sustainability in Japan (RePEc:eee:jjieco:v:69:y:2023:i:c:s0889158323000291)
  by Alberola, Enrique & Cheng, Gong & Consiglio, Andrea & Zenios, Stavros A.
• Handbook of Asset and Liability Management - Set (RePEc:eee:monogr:9780444532480)
  by None
• Insurance League: Italy vs. U.K (RePEc:eme:jrfpps:eb022973)
  by Andrea Consiglio & David Saunders & Stavros Zenios
• The Value of Integrative Risk Management for Insurance Products with Guarantees (RePEc:eme:jrfpps:eb043464)
  by Andrea Consiglio & Flavio Cocco & Stavros A. Zenios
• The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios (RePEc:eme:jrfpps:eb043481)
  by Norbert J. Jobst & Stavros A. Zenios
• Risk profiles for re-profiling the sovereign debt of crisis countries (RePEc:eme:jrfpps:jrf-09-2014-0129)
  by Andrea Consiglio & Stavros Zenios
• Unknown item RePEc:eme:jrfpps:v:16:y:2015:i:1:p:2-26 (article)
• The Cyprus Debt: Perfect Crisis and a Way Forward (RePEc:erc:cypepr:v:7:y:2013:i:1:p:3-45)
  by Stavros A. Zenios
• Risk Management for Sovereign Debt Financing with Sustainability Conditions (RePEc:fip:feddgw:367)
  by Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios
• Does freedom lead to happiness? Economic growth and quality of life (RePEc:ids:gbusec:v:15:y:2013:i:2/3:p:309-323)
  by Nina Gorovaia & Stavros A. Zenios
• Unknown item RePEc:inm:orijoc:v:1:y:1989:i:1:p:20-43 (article)
• Unknown item RePEc:inm:orijoc:v:2:y:1990:i:2:p:112-125 (article)
• Unknown item RePEc:inm:orijoc:v:4:y:1992:i:2:p:166-181 (article)
• Unknown item RePEc:inm:orijoc:v:4:y:1992:i:3:p:235-249 (article)
• Parallel and Supercomputing in the Practice of Management Science (RePEc:inm:orinte:v:24:y:1994:i:5:p:122-140)
  by Stavros A. Zenios
• Benchmarks of the Efficiency of Bank Branches (RePEc:inm:orinte:v:29:y:1999:i:3:p:37-51)
  by Christiana V. Zenios & Stavros A. Zenios & Kostas Agathocleous & Andreas C. Soteriou
• www.Personal_Asset_Allocation (RePEc:inm:orinte:v:34:y:2004:i:4:p:287-302)
  by Andrea Consiglio & Flavio Cocco & Stavros A. Zenios
• Auditing Public Debt Using Risk Management (RePEc:inm:orinte:v:54:y:2024:i:2:p:103-126)
  by Andrea Consiglio & Akis Kikas & Odysseas P. Michaelides & Stavros A. Zenios
• Complete Prepayment Models for Mortgage-Backed Securities (RePEc:inm:ormnsc:v:38:y:1992:i:11:p:1665-1685)
  by Pan Kang & Stavros A. Zenios
• Capturing the Correlations of Fixed-income Instruments (RePEc:inm:ormnsc:v:40:y:1994:i:10:p:1329-1342)
  by John M. Mulvey & Stavros A. Zenios
• A Network Model to Maximize Navy Personnel Readiness and Its Solution (RePEc:inm:ormnsc:v:40:y:1994:i:5:p:647-661)
  by Iosif A. Krass & Mustafa Ç. Pinar & Theodore J. Thompson & Stavros A. Zenios
• Operations, Quality, and Profitability in the Provision of Banking Services (RePEc:inm:ormnsc:v:45:y:1999:i:9:p:1221-1238)
  by Andreas Soteriou & Stavros A. Zenios
• Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP (RePEc:inm:oropre:v:34:y:1986:i:5:p:667-682)
  by Stavros A. Zenios & John M. Mulvey
• OR Practice—Large-Scale Nonlinear Network Models and Their Application (RePEc:inm:oropre:v:37:y:1989:i:3:p:353-372)
  by Ron S. Dembo & John M. Mulvey & Stavros A. Zenios
• A Comparative Study of Algorithms for Matrix Balancing (RePEc:inm:oropre:v:38:y:1990:i:3:p:439-455)
  by Michael H. Schneider & Stavros A. Zenios
• A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems (RePEc:inm:oropre:v:41:y:1993:i:2:p:319-337)
  by Soren S. Nielsen & Stavros A. Zenios
• Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities (RePEc:inm:oropre:v:42:y:1994:i:2:p:223-233)
  by Kenneth J. Worzel & Christiana Vassiadou-Zeniou & Stavros A. Zenios
• Robust Optimization of Large-Scale Systems (RePEc:inm:oropre:v:43:y:1995:i:2:p:264-281)
  by John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios
• The Productivity of Financial Intermediation and the Technology of Financial Product Management (RePEc:inm:oropre:v:43:y:1995:i:6:p:970-982)
  by Martin R. Holmer & Stavros A. Zenios
• Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models (RePEc:inm:oropre:v:47:y:1999:i:2:p:195-208)
  by Andrea Consiglio & Stavros A. Zenios
• Risk Management for Sustainable Sovereign Debt Financing (RePEc:inm:oropre:v:69:y:2021:i:3:p:755-773)
  by Stavros A. Zenios & Andrea Consiglio & Marialena Athanasopoulou & Edmund Moshammer & Angel Gavilan & Aitor Erce
• Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests (RePEc:mfj:journl:v:10:y:2006:i:3-4:p:179-221)
  by Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios
• State Contingent Debt as Insurance for Euro Area Sovereigns (RePEc:oup:refreg:v:5:y:2019:i:1:p:64-90.)
  by Maria Demertzis & Stavros A Zenios
• A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees (RePEc:sce:scecf2:217)
  by A. Consiglio & A. Pecorella & S.A. Zenios
• A Stochastic Programming Framework for International PortfolioManagement (RePEc:sce:scecfa:404)
  by Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios
• Financial Products with Guarantees: Applications, Models and Internet-based services (RePEc:sce:scecfa:495)
  by Andrea Consiglio & Stavros A. Zenios
• Scenario optimization asset and liability modelling for individual investors (RePEc:spr:annopr:v:152:y:2007:i:1:p:167-191:10.1007/s10479-006-0133-5)
  by Andrea Consiglio & Flavio Cocco & Stavros Zenios
• Credit risk optimization using factor models (RePEc:spr:annopr:v:152:y:2007:i:1:p:49-77:10.1007/s10479-006-0136-2)
  by David Saunders & Costas Xiouros & Stavros Zenios
• Portfolio diversification in the sovereign credit swap markets (RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2565-5)
  by Andrea Consiglio & Somayyeh Lotfi & Stavros A. Zenios
• Scenario modeling for the management ofinternational bond portfolios (RePEc:spr:annopr:v:85:y:1999:i:0:p:227-247:10.1023/a:1018973828120)
  by Andrea Beltratti & Andrea Consiglio & Stavros Zenios
• Scalable parallel computations forlarge-scale stochastic programming (RePEc:spr:annopr:v:90:y:1999:i:0:p:87-129:10.1023/a:1018977102079)
  by H. Vladimirou & S.A. Zenios
• The risks from climate change to sovereign debt (RePEc:spr:climat:v:172:y:2022:i:3:d:10.1007_s10584-022-03373-4)
  by Stavros A. Zenios
• Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance (RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00715-z)
  by Somayyeh Lotfi & Stavros A. Zenios
• Controlling Currency Risk with Options or Forwards (RePEc:spr:spochp:978-0-387-76682-9_9)
  by Nikolas Topaloglou & Hercules Vladimirou & Stavros A. Zenios
• Pricing and hedging GDP-linked bonds in incomplete markets (RePEc:stm:wpaper:29)
  by Andrea Consiglio & Stavros A Zenios
• Risk management for sovereign financing within a debt sustainability framework (RePEc:stm:wpaper:31)
  by Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios
• Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach (RePEc:taf:intecj:v:21:y:2007:i:1:p:133-154)
  by Charalambos Pattichis & Marios Maratheftis & Stavros Zenios
• A parsimonious model for generating arbitrage-free scenario trees (RePEc:taf:quantf:v:16:y:2016:i:2:p:201-212)
  by Andrea Consiglio & Angelo Carollo & Stavros A. Zenios
• Tracking bond indices in an integrated market and credit risk environment (RePEc:taf:quantf:v:3:y:2003:i:2:p:117-135)
  by Norbert Jobst & Stavros Zenios
• Stability analysis of portfolio management with conditional value-at-risk (RePEc:taf:quantf:v:7:y:2007:i:4:p:397-409)
  by Michal Kaut & Hercules Vladimirou & Stein W. Wallace & Stavros A. Zenios
• Searching for the Value of Quality in Financial Services (RePEc:wop:pennin:00-39)
  by Andreas C. Soteriou & Stavros A. Zenios
• Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market (RePEc:wop:pennin:00-40)
  by Marida Bertocchi & Rosella Giacometti & Stavros A. Zenios
• Asset and Liability Modeling for Participating Policies with Guarantees (RePEc:wop:pennin:00-41)
  by Andrea Consiglio & Flavio Cocco & Stavros A. Zenios
• The Value of Integrative Risk Management for Insurance Products with Guarantees (RePEc:wop:pennin:01-06)
  by Andrea Consiglio & Flavio Cocco & Stavros A. Zenios
• The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios (RePEc:wop:pennin:01-24)
  by Norbert Jobst & Stavros A. Zenios
• Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities (RePEc:wop:pennin:01-25)
  by Norbert Jobst & Stavros A. Zenios
• Disentangling Within- and Between-Country Efficiency Differences of Bank Branches (RePEc:wop:pennin:97-17)
  by Antreas D. Athanassopoulos & Andreas Soteriou & Stavros Zenios
• Efficiency, Profitability and Quality of Banking Services (RePEc:wop:pennin:97-28)
  by Stavros Zenios & Andreas Soteriou
• Scenario Modeling for the Management of International Bond Portfolios (RePEc:wop:pennin:98-20)
  by Andrea Beltratti & Andrea Consiglio & Stavros A. Zenios
• What Drives the Performance of Financial Institutions? (RePEc:wop:pennin:98-21)
  by Patrick T. Harker & Stavros A. Zenios
• Scenario Modeling of Selective Hedging Strategies (RePEc:wop:pennin:99-15)
  by Andrea Beltratti & Andrea Laurent & Stavros A. Zenios
• Pricing Sovereign Contingent Convertible Debt (RePEc:wsi:ijtafx:v:21:y:2018:i:08:n:s0219024918500498)
  by Andrea Consiglio & Michele Tumminello & Stavros A. Zenios
• Pricing Sovereign Contingent Convertible Debt (RePEc:wsi:jecxxx:v:26:y:2018:i:03:n:s0219024918500498)
  by Andrea Consiglio & Michele Tumminello & Stavros A. Zenios
• Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays (RePEc:wsi:wschap:9781783268764_0002)
  by Stavros A. Zenios