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Publications

by members of

Department of Accounting and Finance
Faculty of Economics and Management
University of Cyprus
Nicosia, Cyprus

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2013

  1. Erik Berwart & Massimo Guidolin & Andreas Milidonis, 2013. "An Empirical Analysis of Changes in the Relative Timeliness of Issuer-Paid vs. Investor-Paid Ratings," Working Papers 482, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

2012

  1. Maarten Janssen & Sandro Shelegia, 2012. "Consumer Search and Vertical Relations: The Triple Marginalization Problem," Vienna Economics Papers, University of Vienna, Department of Economics 1206, University of Vienna, Department of Economics.
  2. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George & Papakyriacou, Panayiotis, 2012. "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8743, C.E.P.R. Discussion Papers.

2011

  1. Egbert Dierker & Hildegard Dierker, 2011. "Ownership structure and control in incomplete market economies with transferable utility," Vienna Economics Papers, University of Vienna, Department of Economics 1106, University of Vienna, Department of Economics.
  2. Alexander Michaelides & Joachim Inkmann, 2011. "Can the Life Insurance Market Provide Evidence for a Bequest Motive?," 2011 Meeting Papers 108, Society for Economic Dynamics.

2010

  1. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2010. "Winners and Losers in House Markets," Working Papers, Central Bank of Cyprus 2010-5, Central Bank of Cyprus.

2009

  1. Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2009. "How Deep is the Annuity Market Participation Puzzle?," Working Papers, Central Bank of Cyprus 2009-5, Central Bank of Cyprus.
  2. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Quantifying the Distortionary Fiscal Cost of ‘The Bailout’," Working Papers, Central Bank of Cyprus 2009-6, Central Bank of Cyprus.

2008

  1. Grant, Charles & Koulovatianos, Christos & Michaelides, Alexander & Padula, Mario, 2008. "Evidence on the Insurance Effect of Marginal Income Taxes," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6710, C.E.P.R. Discussion Papers.
  2. Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2008. "Evidence on the Insurance Effect of Redistributive Taxation," Discussion Papers, Exeter University, Department of Economics 0809, Exeter University, Department of Economics.

2007

  1. Gomes, Francisco J & Michaelides, Alexander, 2007. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6136, C.E.P.R. Discussion Papers.
  2. Alex Michaelides & Paula Lopes & Joachim Inkmann, 2007. "(UBS Paper 044) How Deep is the Annuity Market Participation Puzzle?," FMG Discussion Papers, Financial Markets Group dp593, Financial Markets Group.
  3. Valery Polkovnichenko & Alexander Michaelides & Francisco Gomes, 2007. "Fiscal Policy, Asset Pricing and Economic Activity in a Savers-Spenders Economy," 2007 Meeting Papers, Society for Economic Dynamics 191, Society for Economic Dynamics.
  4. Kalin Nikolov & Alex Michaelides & Nobuhiro Kiyotaki, 2007. "From Shirtsleeves to Shirtsleeves in a Long Lifetime," 2007 Meeting Papers, Society for Economic Dynamics 357, Society for Economic Dynamics.

2006

  1. Arturo Bris & Salvatore Cantale & George Nishiotis, 2006. "A Breakdown of the Valuation Effects of International Cross-Listing," Yale School of Management Working Papers, Yale School of Management amz2602, Yale School of Management, revised 01 Aug 2006.
  2. Andrea Consiglio & Stavros A. Zenios, 2006. "Financial Products with Guarantees: Applications, Models and Internet-based services," Computing in Economics and Finance 2006, Society for Computational Economics 495, Society for Computational Economics.
  3. Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios, 2006. "A Stochastic Programming Framework for International PortfolioManagement," Computing in Economics and Finance 2006, Society for Computational Economics 404, Society for Computational Economics.

2005

  1. Gomes, Francisco J & Michaelides, Alexander, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4853, C.E.P.R. Discussion Papers.
  2. Francisco Gomes & Alex Michaelides, 2005. "(UBS Pensions Series 035) Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," FMG Discussion Papers, Financial Markets Group dp537, Financial Markets Group.
  3. Gomes, Francisco J & Michaelides, Alexander & Polkovnichenko, Valery, 2005. "Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4852, C.E.P.R. Discussion Papers.
  4. Alex Michaelides & Paula Lopes, 2005. "(UBS Pensions Series 039) Rare Events and Annuity Market Participation," FMG Discussion Papers, Financial Markets Group dp553, Financial Markets Group.

2004

  1. Alexander Michaelides & Francisco Gomes, 2004. "Aggregate Implications of Defined Benefit and Defined Contribution Systems," 2004 Meeting Papers, Society for Economic Dynamics 335, Society for Economic Dynamics.
  2. Alex Michaelides & Francisco Gomes, 2004. "(UBS Pensions series 24) A Human Capital Explanation for an Asset Allocation Puzzle," FMG Discussion Papers, Financial Markets Group dp491, Financial Markets Group.
  3. Francisco Gomes & Alex Michaelides & Valery Polkovnichenko, 2004. "(UBS Pensions series 28) Portfolio Choice and Wealth Accumulation with Taxable and Tax-Deferred Accounts," FMG Discussion Papers, Financial Markets Group dp519, Financial Markets Group.

2003

  1. Francisco Gomes & Alex Michaelides, 2003. "(UBS Pensions series 20) Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," FMG Discussion Papers, Financial Markets Group dp474, Financial Markets Group.
  2. Charles GRANT & Christos KOULOVATIANOS & Alexander MICHAELIDES & Mario PADULA, 2003. "Redistributive Policies through Taxation: Theory and Evidence," Economics Working Papers, European University Institute ECO2003/13, European University Institute.
  3. Alex Michaelides & Francisco Gomes, 2003. "(UBS Pensions series 18) Aggregate Implications of Defined Benefit and Defined Contribution Systems," FMG Discussion Papers, Financial Markets Group dp469, Financial Markets Group.
  4. Gomes, Francisco J & Michaelides, Alexander, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3868, C.E.P.R. Discussion Papers.

2002

  1. A. Consiglio & A. Pecorella & S.A. Zenios, 2002. "A Geometric Programming Approach for Managing Participating Insurance Policies with Minimum Guarantees," Computing in Economics and Finance 2002, Society for Computational Economics 217, Society for Computational Economics.

2001

  1. Michaelides, Alexander, 2001. "Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2823, C.E.P.R. Discussion Papers.
  2. Alexander Michaelides, 2001. "International Portfolio Choice and Liquidity Constraints: Can Small Information Costs Explain the Home Equity Bias Puzzle?," Computing in Economics and Finance 2001, Society for Computational Economics 116, Society for Computational Economics.
  3. Michaelides, Alexander, 2001. "International Portfolio Choice: Liquidity Constraints and the Home Equity Bias Puzzle," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3066, C.E.P.R. Discussion Papers.
  4. Haliassos, Michalis & Michaelides, Alexander, 2001. "Portfolio Choice and Liquidity Constraints," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2822, C.E.P.R. Discussion Papers.
  5. A. Abdelkhalek, A. Bilas and A. Michaelides, 2001. "Parallelization and Performance of Portfolio Choice Models," Computing in Economics and Finance 2001, Society for Computational Economics 114, Society for Computational Economics.
  6. Michael Haliassos and Alexander Michaelides, 2001. "Calibration and Computation of Household Portfolio Models," Computing in Economics and Finance 2001, Society for Computational Economics 194, Society for Computational Economics.
  7. Norbert Jobst & Stavros A. Zenios, 2001. "The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 01-24, Wharton School Center for Financial Institutions, University of Pennsylvania.
  8. Norbert Jobst & Stavros A. Zenios, 2001. "Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 01-25, Wharton School Center for Financial Institutions, University of Pennsylvania.
  9. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "The Value of Integrative Risk Management for Insurance Products with Guarantees," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 01-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
  10. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "Asset and Liability Modeling for Participating Policies with Guarantees," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 00-41, Wharton School Center for Financial Institutions, University of Pennsylvania.

2000

  1. Marida Bertocchi & Rosella Giacometti & Stavros A. Zenios, 2000. "Risk Factor Analysis and Portfolio Immunization in the Corporate Bond Market," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 00-40, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. Andreas C. Soteriou & Stavros A. Zenios, 2000. "Searching for the Value of Quality in Financial Services," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 00-39, Wharton School Center for Financial Institutions, University of Pennsylvania.

1999

  1. Andrea Beltratti & Andrea Laurent & Stavros A. Zenios, 1999. "Scenario Modeling of Selective Hedging Strategies," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 99-15, Wharton School Center for Financial Institutions, University of Pennsylvania.

1998

  1. Patrick T. Harker & Stavros A. Zenios, 1998. "What Drives the Performance of Financial Institutions?," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 98-21, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. Andrea Beltratti & Andrea Consiglio & Stavros A. Zenios, 1998. "Scenario Modeling for the Management of International Bond Portfolios," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 98-20, Wharton School Center for Financial Institutions, University of Pennsylvania.

1997

  1. Alexander Michaelides & Serena Ng, 1997. "Estimating the Rational Expectations Model of Speculative Storage: A Monte Carlo Comparison of Three Simulation Estimators," Boston College Working Papers in Economics, Boston College Department of Economics 373, Boston College Department of Economics.
  2. Antreas D. Athanassopoulos & Andreas Soteriou & Stavros Zenios, 1997. "Disentangling Within- and Between-Country Efficiency Differences of Bank Branches," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 97-17, Wharton School Center for Financial Institutions, University of Pennsylvania.

Undated

  1. Stavros Zenios & Andreas Soteriou, . "Efficiency, Profitability and Quality of Banking Services," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 97-28, Wharton School Center for Financial Institutions, University of Pennsylvania.

Journal articles

2013

  1. Milidonis, Andreas, 2013. "Compensation incentives of credit rating agencies and predictability of changes in bond ratings and financial strength ratings," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(9), pages 3716-3732.
  2. Nina Gorovaia & Stavros A. Zenios, 2013. "Does freedom lead to happiness? Economic growth and quality of life," Global Business and Economics Review, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 15(2/3), pages 309-323.
  3. Stavros A. Zenios, 2013. "The Cyprus Debt: Perfect Crisis and a Way Forward," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, University of Cyprus, Economics Research Centre, vol. 7(1), pages 3-45, June.

2012

  1. Joachim Inkmann & Alexander Michaelides, 2012. "Can the Life Insurance Market Provide Evidence for a Bequest Motive?," Journal of Risk & Insurance, The American Risk and Insurance Association, The American Risk and Insurance Association, vol. 79(3), pages 671-695, 09.
  2. Andreas Milidonis, 2012. "Cypriot Mortality and Pension Benefits," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, University of Cyprus, Economics Research Centre, vol. 6(2), pages 59-66, December.
  3. Bris, Arturo & Cantale, Salvatore & Hrnjić, Emir & Nishiotis, George P., 2012. "The value of information in cross-listing," Journal of Corporate Finance, Elsevier, Elsevier, vol. 18(2), pages 207-220.

2011

  1. Joachim Inkmann & Paula Lopes & Alexander Michaelides, 2011. "How Deep Is the Annuity Market Participation Puzzle?," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 24(1), pages 279-319.
  2. Nobuhiro Kiyotaki & Alexander Michaelides & Kalin Nikolov, 2011. "Winners and Losers in Housing Markets," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 43, pages 255-296, 03.
  3. Alexander Michaelides, 2011. "Introductory Remarks to First Annual Symposium on the Cypriot Economy," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, University of Cyprus, Economics Research Centre, vol. 5(2), pages 87-90, December.
  4. Andreas Milidonis & Konstantinos Stathopoulos, 2011. "Do U.S. Insurance Firms Offer the “Wrong” Incentives to Their Executives?," Journal of Risk & Insurance, The American Risk and Insurance Association, The American Risk and Insurance Association, vol. 78(3), pages 643-672, 09.
  5. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011. "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(12), pages 3188-3201.

2010

  1. Charles Grant & Christos Koulovatianos & Alexander Michaelides & Mario Padula, 2010. "Evidence on the Insurance Effect of Redistributive Taxation," The Review of Economics and Statistics, MIT Press, vol. 92(4), pages 965-973, November.

2009

  1. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Optimal Savings with Taxable and Tax-Deferred Accounts," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 718-735, October.
  2. Irene Karamanou & George P. Nishiotis, 2009. "Disclosure and the Cost of Capital: Evidence from the Market's Reaction to Firm Voluntary Adoption of IAS," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 36(7-8), pages 793-821.

2008

  1. Francisco Gomes & Alexander Michaelides, 2008. "Asset Pricing with Limited Risk Sharing and Heterogeneous Agents," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 21(1), pages 415-448, January.
  2. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008. "Pricing options on scenario trees," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(2), pages 283-298, February.
  3. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008. "A dynamic stochastic programming model for international portfolio management," European Journal of Operational Research, Elsevier, Elsevier, vol. 185(3), pages 1501-1524, March.
  4. Zenios, Stavros A. & Saunders, David, 2008. "Feature Cluster: Operational Research for Risk Management," European Journal of Operational Research, Elsevier, Elsevier, vol. 185(3), pages 1402-1403, March.
  5. Consiglio, Andrea & Cocco, Flavio & Zenios, Stavros A., 2008. "Asset and liability modelling for participating policies with guarantees," European Journal of Operational Research, Elsevier, Elsevier, vol. 186(1), pages 380-404, April.

2007

  1. Lopes, Paula & Michaelides, Alexander, 2007. "Rare events and annuity market participation," Finance Research Letters, Elsevier, Elsevier, vol. 4(2), pages 82-91, June.
  2. Arturo Bris & Salvatore Cantale & George P. Nishiotis, 2007. "A Breakdown of the Valuation Effects of International Cross-listing," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 13(3), pages 498-530.
  3. Charalambos Pattichis & Marios Maratheftis & Stavros Zenios, 2007. "Is the Cyprus Pound Real Effective Exchange Rate Misaligned? A BEER Approach," International Economic Journal, Taylor & Francis Journals, Taylor & Francis Journals, vol. 21(1), pages 133-154.
  4. Michal Kaut & Hercules Vladimirou & Stein W. Wallace & Stavros A. Zenios, 2007. "Stability analysis of portfolio management with conditional value-at-risk," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 7(4), pages 397-409.

2006

  1. George P. Nishiotis, 2006. "Further Evidence on Closed-End Country Fund Prices and International Capital Flows," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 79(4), pages 1727-1754, July.
  2. Jobst, Norbert J. & Mitra, Gautam & Zenios, Stavros A., 2006. "Integrating market and credit risk: A simulation and optimisation perspective," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(2), pages 717-742, February.
  3. Consiglio, Andrea & Saunders, David & Zenios, Stavros A., 2006. "Asset and liability management for insurance products with minimum guarantees: The UK case," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(2), pages 645-667, February.

2005

  1. Francisco Gomes & Alexander Michaelides, 2005. "Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence," Journal of Finance, American Finance Association, American Finance Association, vol. 60(2), pages 869-904, 04.
  2. Bertocchi, Marida & Giacometti, Rosella & Zenios, Stavros A., 2005. "Risk factor analysis and portfolio immunization in the corporate bond market," European Journal of Operational Research, Elsevier, Elsevier, vol. 161(2), pages 348-363, March.
  3. Jobst, Norbert J. & Zenios, Stavros A., 2005. "On the simulation of portfolios of interest rate and credit risk sensitive securities," European Journal of Operational Research, Elsevier, Elsevier, vol. 161(2), pages 298-324, March.
  4. D'Ecclesia, Rita L. & Zenios, Stavros A., 2005. "Estimation of asset demands by heterogeneous agents," European Journal of Operational Research, Elsevier, Elsevier, vol. 161(2), pages 386-398, March.

2004

  1. Nishiotis, George P., 2004. "Do Indirect Investment Barriers Contribute to Capital Market Segmentation?," Journal of Financial and Quantitative Analysis, Cambridge University Press, Cambridge University Press, vol. 39(03), pages 613-630, September.
  2. Beltratti, Andrea & Laurant, Andrea & Zenios, Stavros A., 2004. "Scenario modelling for selective hedging strategies," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(5), pages 955-974, February.
  3. Mitra, Gautam & Zenios, Stavros, 2004. "Financial decision models in a dynamical setting," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(5), pages 859-860, February.

2003

  1. Michael Haliassos & Alexander Michaelides, 2003. "Portfolio Choice and Liquidity Constraints," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 44(1), pages 143-177, February.
  2. Michaelides, Alexander, 2003. "A reconciliation of two alternative approaches towards buffer stock saving," Economics Letters, Elsevier, Elsevier, vol. 79(1), pages 137-143, April.
  3. Michaelides, Alexander, 2003. "International portfolio choice, liquidity constraints and the home equity bias puzzle," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(3), pages 555-594, December.
  4. Francisco Gomes & Alexander Michaelides, 2003. "Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October.
  5. Zenios, Stavros A., 2003. "High-performance computing for financial planning," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 27(6), pages 907-908, April.
  6. Norbert Jobst & Stavros Zenios, 2003. "Tracking bond indices in an integrated market and credit risk environment," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 3(2), pages 117-135.

2002

  1. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2002. "CVaR models with selective hedging for international asset allocation," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(7), pages 1535-1561, July.

2001

  1. Sydney C. Ludvigson & Alexander Michaelides, 2001. "Does Buffer-Stock Saving Explain the Smoothness and Excess Sensitivity of Consumption?," American Economic Review, American Economic Association, American Economic Association, vol. 91(3), pages 631-647, June.
  2. Kalyvitis, Sarantis & Michaelides, Alexander, 2001. "New evidence on the effects of US monetary policy on exchange rates," Economics Letters, Elsevier, Elsevier, vol. 71(2), pages 255-263, May.

2000

  1. Michaelides, Alexander & Ng, Serena, 2000. "Estimating the rational expectations model of speculative storage: A Monte Carlo comparison of three simulation estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 96(2), pages 231-266, June.

1999

  1. Andreas Soteriou & Stavros A. Zenios, 1999. "Operations, Quality, and Profitability in the Provision of Banking Services," Management Science, INFORMS, INFORMS, vol. 45(9), pages 1221-1238, September.
  2. Soteriou, Andreas C. & Zenios, Stavros A., 1999. "Using data envelopment analysis for costing bank products," European Journal of Operational Research, Elsevier, Elsevier, vol. 114(2), pages 234-248, April.

1998

  1. Zenios, Stavros A. & Holmer, Martin R. & McKendall, Raymond & Vassiadou-Zeniou, Christiana, 1998. "Dynamic models for fixed-income portfolio management under uncertainty," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 22(10), pages 1517-1541, August.

1997

  1. Vladimirou, Hercules & Zenios, Stavros A., 1997. "Stochastic linear programs with restricted recourse," European Journal of Operational Research, Elsevier, Elsevier, vol. 101(1), pages 177-192, August.
  2. Consiglio, Andrea & Zenios, Stavros A., 1997. "A model for designing callable bonds and its solution using tabu search," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 21(8-9), pages 1445-1470, June.

1996

  1. Vassiadou-Zeniou, Christiana & Zenios, Stavros A., 1996. "Robust optimization models for managing callable bond portfolios," European Journal of Operational Research, Elsevier, Elsevier, vol. 91(2), pages 264-273, June.

1995

  1. Golub, Bennett & Holmer, Martin & McKendall, Raymond & Pohlman, Lawrence & Zenios, Stavros A., 1995. "A stochastic programming model for money management," European Journal of Operational Research, Elsevier, Elsevier, vol. 85(2), pages 282-296, September.
  2. Zenios, Stavros A. & Pinar, Mustafa C. & Dembo, Ron S., 1995. "A smooth penalty function algorithm for network-structured problems," European Journal of Operational Research, Elsevier, Elsevier, vol. 83(1), pages 220-236, May.

1994

  1. Iosif A. Krass & Mustafa Ç. Pinar & Theodore J. Thompson & Stavros A. Zenios, 1994. "A Network Model to Maximize Navy Personnel Readiness and Its Solution," Management Science, INFORMS, INFORMS, vol. 40(5), pages 647-661, May.
  2. Li, Xiaoye & Zenios, Stavros A., 1994. "Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations," European Journal of Operational Research, Elsevier, Elsevier, vol. 79(3), pages 474-488, December.
  3. John M. Mulvey & Stavros A. Zenios, 1994. "Capturing the Correlations of Fixed-income Instruments," Management Science, INFORMS, INFORMS, vol. 40(10), pages 1329-1342, October.

1992

  1. Pan Kang & Stavros A. Zenios, 1992. "Complete Prepayment Models for Mortgage-Backed Securities," Management Science, INFORMS, INFORMS, vol. 38(11), pages 1665-1685, November.

1991

  1. Zenios, Stavros A., 1991. "Network based models for air-traffic control," European Journal of Operational Research, Elsevier, Elsevier, vol. 50(2), pages 166-178, January.

Books

2000

  1. Harker,Patrick T. & Zenios,Stavros A. (ed.), 2000. "Performance of Financial Institutions," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521777674.
  2. Harker,Patrick T. & Zenios,Stavros A. (ed.), 2000. "Performance of Financial Institutions," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521771542.

1996

  1. Zenios,Stavros A. (ed.), 1996. "Financial Optimization," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521577779.

Chapters

1996

  1. Zenios, Stavros A., 1996. "Modeling languages in computational economics: Gams," Handbook of Computational Economics, Elsevier, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 10, pages 471-488 Elsevier.

Software components

2009

  1. Francisco Gomes & Alexander Michaelides & Valery Polkovnichenko, 2009. "Code and data files for "Optimal Savings with Taxable and Tax-deferred Accounts"," Computer Codes 07-198, Review of Economic Dynamics.