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Publications

by members of

Institutt for finans
Norges Handelshøyskole (NHH)
Bergen, Norway

(Department of Finance, Norwegian School of Economics)

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 institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

Undated material is listed at the end

2024

  1. Bienz, Carsten & Fluck, Zsuzsanna & Thorburn, Karin S, 2024. "The covenant removal option in corporate bonds," CEPR Discussion Papers 19336, C.E.P.R. Discussion Papers.

2022

  1. Enrique Alberola-Ila & Gong Cheng & Andrea Consiglio & Stavros A. Zenios, 2022. "Debt sustainability and monetary policy: the case of ECB asset purchases," BIS Working Papers 1034, Bank for International Settlements.
  2. Kremena Bachmann & Andre Lot & Xiaogeng Xu & Thorsten Hens, 2022. "Experimental Research on Retirement Decision-Making: Evidence from Reproductions," Swiss Finance Institute Research Paper Series 22-72, Swiss Finance Institute.

2021

  1. Thorburn, Karin S & Eckbo, B Espen & Su, Xunhua, 2021. "Bank Compensation for Penalty-Free Loan Prepayment: Theory and Tests," CEPR Discussion Papers 16300, C.E.P.R. Discussion Papers.

2020

  1. Lensberg, Terje & Schenk-Hoppé, Klaus R., 2020. "Cold play: Learning across bimatrix games," MPRA Paper 99095, University Library of Munich, Germany.

2019

  1. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2019. "Evolutionary Stable Solution Concepts for the Initial Play," Economics Discussion Paper Series 1916, Economics, The University of Manchester.
  2. Thorburn, Karin S & Bienz, Carsten & Walz, Uwe, 2019. "Ownership, wealth, and risk taking: Evidence on private equity fund managers," CEPR Discussion Papers 13944, C.E.P.R. Discussion Papers.
  3. Maria Minniti & Martin Andersson & Pontus Braunerhjelm & Frédéric Delmar & Annika Rickne & Karin Thorburn & Karl Wennberg & Mikael Stenkula, 2019. "Boyan Jovanovic: recipient of the 2019 Global Award for Entrepreneurship Research," Post-Print hal-02312407, HAL.
  4. Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2019. "Risk Management for Sovereign Debt Financing with Sustainability Conditions," Globalization Institute Working Papers 367, Federal Reserve Bank of Dallas.

2018

  1. Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018. "Pricing sovereign contingent convertible debt," Papers 1804.01475, arXiv.org.
  2. Maria Demertzis & Stavros Zenios, 2018. "State contingent debt as insurance for euro-area sovereigns," Working Papers 25324, Bruegel.
  3. Marialena Athanasopoulou & Andrea Consiglio & Aitor Erce & Angel Gavilan & Edmund Moshammer & Stavros A. Zenios, 2018. "Risk management for sovereign financing within a debt sustainability framework," Working Papers 31, European Stability Mechanism.

2017

  1. Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk-Hoppé, 2017. "Front-Running and Market Quality: An Evolutionary Perspective on High Frequency Trading," Swiss Finance Institute Research Paper Series 17-10, Swiss Finance Institute, revised Sep 2017.
  2. Thorburn, Karin S & Eckbo, B Espen & Makaew, Tanakorn, 2017. "Are stock- financed takeovers opportunistic?," CEPR Discussion Papers 11974, C.E.P.R. Discussion Papers.
  3. Consiglio, A. & Zenios, S. A., 2017. "Pricing and Hedging GDP-Linked Bonds in Incomplete Markets," Working Papers 17-02, University of Pennsylvania, Wharton School, Weiss Center.

2016

  1. Thorburn, Karin S & Eckbo, B Espen & Nygaard, Knut, 2016. "Does gender-balancing the board reduce firm value?," CEPR Discussion Papers 11176, C.E.P.R. Discussion Papers.
  2. Consiglio, Andrea & Lotfi, Somayyeh & Zenios, Stavros A., 2016. "Portfolio Diversification in the Sovereign Credit Swap Markets," Working Papers 16-06, University of Pennsylvania, Wharton School, Weiss Center.
  3. Beck, Thorsten & Albuquerque de Sousa, José & Van Dijk, Mathijs & van Bergeijk, Peter A.G., 2016. "Nascent markets: Understanding the success and failure of new stock markets," CEPR Discussion Papers 11604, C.E.P.R. Discussion Papers.
  4. Ole Wilms & Karl Schmedders & Walt Pohl, 2016. "Higher-Order Effects in Asset-Pricing Models with Long-Run Risks," 2016 Meeting Papers 306, Society for Economic Dynamics.

2015

  1. Eckbo, B Espen & Thorburn, Karin S & Wang, Wei, 2015. "How costly is corporate bankruptcy for the CEO?," CEPR Discussion Papers 10985, C.E.P.R. Discussion Papers.
  2. Consiglio, Andrea & Zenios, Stavros A., 2015. "The Case for Contingent Convertible Debt for Sovereignst," Working Papers 15-13, University of Pennsylvania, Wharton School, Weiss Center.

2014

  1. Consiglio, Andrea & Carollo, Angelo & Zenios, Stavros A., 2014. "Generating Multi-factor Arbitrage-Free Scenario Trees with Global Optimization," Working Papers 13-35, University of Pennsylvania, Wharton School, Weiss Center.
  2. Zenios, Stavros A., 2014. "Fairness and Reflexivity in the Cyprus Bail-In," Working Papers 14-04, University of Pennsylvania, Wharton School, Weiss Center.
  3. Consiglio, Andrea & Zenios, Stavros A., 2014. "Risk Management Optimization for Sovereign Debt Restructuring," Working Papers 14-10, University of Pennsylvania, Wharton School, Weiss Center.
  4. Consiglio, Andrea & Zenios, Stavros A., 2014. "Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries," Working Papers 14-14, University of Pennsylvania, Wharton School, Weiss Center.
  5. Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014. "Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences," Swiss Finance Institute Research Paper Series 14-68, Swiss Finance Institute, revised Nov 2015.
  6. Walter POHL & Karl SCHMEDDERS & Ole WILMS, 2014. "Asset Prices with Temporary Shocks to Consumption," Swiss Finance Institute Research Paper Series 14-41, Swiss Finance Institute.

2013

  1. Terje Lensberg & Klaus Reiner Schenk-Hopp'e, 2013. "Hedging without sweat: a genetic programming approach," Papers 1305.6762, arXiv.org.
  2. Zenios, Stavros A., 2013. "The Cyprus Debt: Perfect Crisis and a Way Forward," Working Papers 13-09, University of Pennsylvania, Wharton School, Weiss Center.
  3. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2013. "Long-Run UIP Holds Even in the Short Run," Swiss Finance Institute Research Paper Series 13-31, Swiss Finance Institute.
  4. Philip Böhme & Walt Pohl & Karl Schmedders, 2013. "The Perils of Performance Measurement in the German Mutual-Fund Industry," Swiss Finance Institute Research Paper Series 13-30, Swiss Finance Institute.

2012

  1. Terje Lensberg & Klaus Reiner Schenk-Hoppé & Daniel Ladley, 2012. "Costs and Benefits of Financial Regulation: Short-Selling Bans and Transaction Taxes," Swiss Finance Institute Research Paper Series 12-27, Swiss Finance Institute.
  2. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012. "Costs and Benefits of Speculation," Discussion Papers 2012/12, Norwegian School of Economics, Department of Business and Management Science.
  3. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2012. "Optimal and Naive Diversification in Currency Markets," Swiss Finance Institute Research Paper Series 12-36, Swiss Finance Institute.

2011

  1. Betton, Sandra & Eckbo, B. Espen & Thompson, Rex & Thorburn, Karin S., 2011. "Merger negotiations with stock market feedback," Discussion Papers 2011/8, Norwegian School of Economics, Department of Business and Management Science.

2010

  1. Bakke, Einar & Leite, Tore E. & Thorburn, Karin S., 2010. "Public information and IPO underpricing," Discussion Papers 2010/6, Norwegian School of Economics, Department of Business and Management Science.

2008

  1. Thorburn, Karin S & Fisher-Vanden, Karen, 2008. "Voluntary Corporate Environmental Initiatives and Shareholder Wealth," CEPR Discussion Papers 6698, C.E.P.R. Discussion Papers.

2006

  1. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
  2. Hercules Vladimirou & Nikolas Topaloglou & Stavros A. Zenios, 2006. "A Stochastic Programming Framework for International PortfolioManagement," Computing in Economics and Finance 2006 404, Society for Computational Economics.
  3. Andrea Consiglio & Stavros A. Zenios, 2006. "Financial Products with Guarantees: Applications, Models and Internet-based services," Computing in Economics and Finance 2006 495, Society for Computational Economics.

2005

  1. Eckbo, B Espen & Thorburn, Karin S, 2005. "Bidding in Mandatory Bankruptcy Auctions: Theory and Evidence," CEPR Discussion Papers 4873, C.E.P.R. Discussion Papers.
  2. Eckbo, B Espen & Thorburn, Karin S & ,, 2005. "The Toehold Puzzle," CEPR Discussion Papers 5084, C.E.P.R. Discussion Papers.

2002

  1. Eckbo, B Espen & Thorburn, Karin S, 2002. "Overbidding versus Fire-Sales in Bankruptcy Auctions," CEPR Discussion Papers 3240, C.E.P.R. Discussion Papers.
  2. Eckbo, B Espen & Thorburn, Karin S, 2002. "Control Benefits and CEO Discipline in Automatic Bankruptcy Auctions," CEPR Discussion Papers 3481, C.E.P.R. Discussion Papers.
  3. 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 217, Society for Computational Economics.

2001

  1. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "Asset and Liability Modeling for Participating Policies with Guarantees," Center for Financial Institutions Working Papers 00-41, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. 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 01-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
  3. Norbert Jobst & Stavros A. Zenios, 2001. "The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios," Center for Financial Institutions Working Papers 01-24, Wharton School Center for Financial Institutions, University of Pennsylvania.
  4. 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 01-25, Wharton School Center for Financial Institutions, University of Pennsylvania.

2000

  1. Andreas C. Soteriou & Stavros A. Zenios, 2000. "Searching for the Value of Quality in Financial Services," Center for Financial Institutions Working Papers 00-39, Wharton School Center for Financial Institutions, University of Pennsylvania.
  2. 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 00-40, 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 99-15, Wharton School Center for Financial Institutions, University of Pennsylvania.

1998

  1. Lensberg, T. & van der Heijden, E.C.M., 1998. "A cross-cultural study of reciprocity, trust and altruism in a gift exchange experiment," Discussion Paper 1998-77, Tilburg University, Center for Economic Research.
  2. Andrea Beltratti & Andrea Consiglio & Stavros A. Zenios, 1998. "Scenario Modeling for the Management of International Bond Portfolios," Center for Financial Institutions Working Papers 98-20, Wharton School Center for Financial Institutions, University of Pennsylvania.
  3. Patrick T. Harker & Stavros A. Zenios, 1998. "What Drives the Performance of Financial Institutions?," Center for Financial Institutions Working Papers 98-21, Wharton School Center for Financial Institutions, University of Pennsylvania.

1997

  1. Terje Lensberg, 1997. "Investment Behaviour under Knightian Uncertainty - An Evolutionary Approach," CESifo Working Paper Series 126, CESifo.
  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 97-17, Wharton School Center for Financial Institutions, University of Pennsylvania.

1988

  1. Lensberg, T., 1988. "Unemployment And Inflation In A Perfect Equilibrium," Papers 7-88, Norwegian School of Economics and Business Administration-.
  2. Lensberg, T. & Thomson, W., 1988. "Characterizing The Nash Bargaining Solution Without Pareto-Optimality," RCER Working Papers 136, University of Rochester - Center for Economic Research (RCER).

Undated

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

Journal articles

2024

  1. Lotfi, Somayyeh & Milidonis, Andreas & Zenios, Stavros A., 2024. "Mispricing of debt expansion in the eurozone sovereign credit market," Journal of Financial Stability, Elsevier, vol. 70(C).
  2. Andrea Consiglio & Akis Kikas & Odysseas P. Michaelides & Stavros A. Zenios, 2024. "Auditing Public Debt Using Risk Management," Interfaces, INFORMS, vol. 54(2), pages 103-126, March.
  3. Somayyeh Lotfi & Stavros A. Zenios, 2024. "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, vol. 18(7), pages 2115-2140, July.

2023

  1. Edith Hotchkiss & Karin S. Thorburn & Wei Wang, 2023. "The Changing Face of Chapter 11 Bankruptcy: Insights from Recent Trends and Research," Annual Review of Financial Economics, Annual Reviews, vol. 15(1), pages 351-367, November.
  2. Bienz, Carsten & Thorburn, Karin S. & Walz, Uwe, 2023. "Fund ownership, wealth, and risk-taking: Evidence on private equity managers," Journal of Financial Intermediation, Elsevier, vol. 54(C).
  3. Nicolai J. Foss & Martin Andersson & Magnus Henrekson & Sarah Jack & Mikael Stenkula & Karin Thorburn & Ivo Zander, 2023. "Saras Sarasvathy: recipient of the 2022 Global Award for Entrepreneurship Research," Small Business Economics, Springer, vol. 61(1), pages 1-10, June.
  4. David J. Storey & Martin Andersson & Magnus Henrekson & Sarah Jack & Mikael Stenkula & Karin Thorburn & Caroline Wigren-Kristoferson & Ivo Zander, 2023. "Per Davidsson: recipient of the 2023 Global Award for Entrepreneurship Research," Small Business Economics, Springer, vol. 61(4), pages 1381-1390, December.
  5. Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A., 2023. "Global political risk and international stock returns," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 78-102.
  6. Alberola, Enrique & Cheng, Gong & Consiglio, Andrea & Zenios, Stavros A., 2023. "Unconventional monetary policy and debt sustainability in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 69(C).
  7. Bachmann, Kremena & Lot, Andre & Xu, Xiaogeng & Hens, Thorsten, 2023. "Experimental Research on Retirement Decision-Making: Evidence from Replications," Journal of Banking & Finance, Elsevier, vol. 152(C).

2022

  1. B. Espen Eckbo & Knut Nygaard & Karin S. Thorburn, 2022. "Valuation Effects of Norway’s Board Gender-Quota Law Revisited," Management Science, INFORMS, vol. 68(6), pages 4112-4134, June.
  2. Alex Coad & Martin Andersson & Magnus Henrekson & Sarah Jack & Mikael Stenkula & Karin Thorburn & Karl Wennberg & Ivo Zander, 2022. "John Haltiwanger: recipient of the 2020 Global Award for Entrepreneurship Research," Small Business Economics, Springer, vol. 58(1), pages 15-25, January.
  3. Stavros A. Zenios, 2022. "The risks from climate change to sovereign debt," Climatic Change, Springer, vol. 172(3), pages 1-19, June.

2021

  1. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2021. "Cold play: Learning across bimatrix games," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 419-441.
  2. Stavros A. Zenios & Andrea Consiglio & Marialena Athanasopoulou & Edmund Moshammer & Angel Gavilan & Aitor Erce, 2021. "Risk Management for Sustainable Sovereign Debt Financing," Operations Research, INFORMS, vol. 69(3), pages 755-773, May.

2020

  1. B. Espen Eckbo & Andrey Malenko & Karin S. Thorburn, 2020. "Strategic Decisions in Takeover Auctions: Recent Developments," Annual Review of Financial Economics, Annual Reviews, vol. 12(1), pages 237-276, December.
  2. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2020. "Integrated dynamic models for hedging international portfolio risks," European Journal of Operational Research, Elsevier, vol. 285(1), pages 48-65.

2019

  1. Maria Minniti & Martin Andersson & Pontus Braunerhjelm & Frédéric Delmar & Annika Rickne & Karin Thorburn & Karl Wennberg & Mikael Stenkula, 2019. "Boyan Jovanovic: recipient of the 2019 Global Award for Entrepreneurship Research," Small Business Economics, Springer, vol. 53(3), pages 547-553, October.
  2. Maria Demertzis & Stavros A Zenios, 2019. "State Contingent Debt as Insurance for Euro Area Sovereigns," Journal of Financial Regulation, Oxford University Press, vol. 5(1), pages 64-90.

2018

  1. Thorsten Hens & Terje Lensberg & Klaus Reiner Schenk‐Hoppé, 2018. "Front‐Running and Market Quality: An Evolutionary Perspective on High Frequency Trading," International Review of Finance, International Review of Finance Ltd., vol. 18(4), pages 727-741, December.
  2. Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S., 2018. "Are stock-financed takeovers opportunistic?," Journal of Financial Economics, Elsevier, vol. 128(3), pages 443-465.
  3. Consiglio Andrea & Zenios Stavros A., 2018. "Contingent Convertible Bonds for Sovereign Debt Risk Management," Journal of Globalization and Development, De Gruyter, vol. 9(1), pages 1-24, June.
  4. Consiglio, Andrea & Zenios, Stavros A., 2018. "Pricing and hedging GDP-linked bonds in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 137-155.
  5. Lotfi, Somayyeh & Zenios, Stavros A., 2018. "Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances," European Journal of Operational Research, Elsevier, vol. 269(2), pages 556-576.
  6. Andrea Consiglio & Somayyeh Lotfi & Stavros A. Zenios, 2018. "Portfolio diversification in the sovereign credit swap markets," Annals of Operations Research, Springer, vol. 266(1), pages 5-33, July.
  7. Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018. "Pricing Sovereign Contingent Convertible Debt," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(08), pages 1-36, December.
  8. Walter Pohl & Karl Schmedders & Ole Wilms, 2018. "Higher Order Effects in Asset Pricing Models with Long‐Run Risks," Journal of Finance, American Finance Association, vol. 73(3), pages 1061-1111, June.

2017

  1. Bakke, Einar & Leite, Tore E. & Thorburn, Karin S., 2017. "Partial adjustment to public information in the pricing of IPOs," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 60-75.
  2. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2017. "Optimal and Naive Diversification in Currency Markets," Management Science, INFORMS, vol. 63(10), pages 3347-3360, October.

2016

  1. Eckbo, B. Espen & Thorburn, Karin S. & Wang, Wei, 2016. "How costly is corporate bankruptcy for the CEO?," Journal of Financial Economics, Elsevier, vol. 121(1), pages 210-229.
  2. Andrea Consiglio & Angelo Carollo & Stavros A. Zenios, 2016. "A parsimonious model for generating arbitrage-free scenario trees," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 201-212, February.
  3. Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2016. "Asset prices with non-permanent shocks to consumption," Journal of Economic Dynamics and Control, Elsevier, vol. 69(C), pages 152-178.
  4. Pohl, Walt, 2016. "External habit: Anything goes," Economics Letters, Elsevier, vol. 146(C), pages 140-142.

2015

  1. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2015. "Costs and benefits of financial regulation: Short-selling bans and transaction taxes," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 103-118.
  2. Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2015. "Fragmentation and stability of markets," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 466-481.
  3. Consiglio Andrea & Zenios Stavros A., 2015. "Risk Management Optimization for Sovereign Debt Restructuring," Journal of Globalization and Development, De Gruyter, vol. 6(2), pages 181-213, December.
  4. Consiglio, Andrea & Tumminello, Michele & Zenios, Stavros A., 2015. "Designing and pricing guarantee options in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 267-279.
  5. Andrea Consiglio & Stavros Zenios, 2015. "Risk profiles for re-profiling the sovereign debt of crisis countries," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 16(1), pages 2-26, January.

2014

  1. Sandra Betton & B. Espen Eckbo & Rex Thompson & Karin S. Thorburn, 2014. "Merger Negotiations with Stock Market Feedback," Journal of Finance, American Finance Association, vol. 69(4), pages 1705-1745, August.

2013

  1. Eckbo, B. Espen & Thorburn, Karin S., 2013. "Corporate Restructuring," Foundations and Trends(R) in Finance, now publishers, vol. 7(3), pages 159-288, July.
  2. Stavros A. Zenios, 2013. "The Cyprus Debt: Perfect Crisis and a Way Forward," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 7(1), pages 3-45, June.
  3. 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, vol. 15(2/3), pages 309-323.

2011

  1. Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann, 2011. "An evolutionary explanation of the value premium puzzle," Journal of Evolutionary Economics, Springer, vol. 21(5), pages 803-815, December.
  2. Fisher-Vanden, Karen & Thorburn, Karin S., 2011. "Voluntary corporate environmental initiatives and shareholder wealth," Journal of Environmental Economics and Management, Elsevier, vol. 62(3), pages 430-445.
  3. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011. "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3188-3201.

2009

  1. B. Espen Eckbo & Karin S. Thorburn, 2009. "Bankruptcy as an Auction Process: Lessons from Sweden," Journal of Applied Corporate Finance, Morgan Stanley, vol. 21(3), pages 38-52, June.
  2. Eckbo, B. Espen & Thorburn, Karin S., 2009. "Creditor financing and overbidding in bankruptcy auctions: Theory and tests," Journal of Corporate Finance, Elsevier, vol. 15(1), pages 10-29, February.
  3. Betton, Sandra & Eckbo, B. Espen & Thorburn, Karin S., 2009. "Merger negotiations and the toehold puzzle," Journal of Financial Economics, Elsevier, vol. 91(2), pages 158-178, February.

2008

  1. Espen Eckbo, B. & Thorburn, S. Karin, 2008. "Automatic bankruptcy auctions and fire-sales," Journal of Financial Economics, Elsevier, vol. 89(3), pages 404-422, September.
  2. Zenios, Stavros A. & Saunders, David, 2008. "Feature Cluster: Operational Research for Risk Management," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1402-1403, March.
  3. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008. "A dynamic stochastic programming model for international portfolio management," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1501-1524, March.
  4. Consiglio, Andrea & Cocco, Flavio & Zenios, Stavros A., 2008. "Asset and liability modelling for participating policies with guarantees," European Journal of Operational Research, Elsevier, vol. 186(1), pages 380-404, April.
  5. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2008. "Pricing options on scenario trees," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 283-298, February.

2007

  1. Andrea Consiglio & Flavio Cocco & Stavros Zenios, 2007. "Scenario optimization asset and liability modelling for individual investors," Annals of Operations Research, Springer, vol. 152(1), pages 167-191, July.
  2. David Saunders & Costas Xiouros & Stavros Zenios, 2007. "Credit risk optimization using factor models," Annals of Operations Research, Springer, vol. 152(1), pages 49-77, July.
  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, 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, vol. 7(4), pages 397-409.

2006

  1. Lensberg, Terje & Eilifsen, Aasmund & McKee, Thomas E., 2006. "Bankruptcy theory development and classification via genetic programming," European Journal of Operational Research, Elsevier, vol. 169(2), pages 677-697, March.
  2. 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, vol. 30(2), pages 645-667, February.
  3. Jobst, Norbert J. & Mitra, Gautam & Zenios, Stavros A., 2006. "Integrating market and credit risk: A simulation and optimisation perspective," Journal of Banking & Finance, Elsevier, vol. 30(2), pages 717-742, February.
  4. Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios, 2006. "Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests," Multinational Finance Journal, Multinational Finance Journal, vol. 10(3-4), pages 179-221, September.

2005

  1. 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, vol. 161(2), pages 298-324, March.
  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, vol. 161(2), pages 348-363, March.
  3. D'Ecclesia, Rita L. & Zenios, Stavros A., 2005. "Estimation of asset demands by heterogeneous agents," European Journal of Operational Research, Elsevier, vol. 161(2), pages 386-398, March.

2004

  1. Mitra, Gautam & Zenios, Stavros, 2004. "Financial decision models in a dynamical setting," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 859-860, February.
  2. Beltratti, Andrea & Laurant, Andrea & Zenios, Stavros A., 2004. "Scenario modelling for selective hedging strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 955-974, February.
  3. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2004. "www.Personal_Asset_Allocation," Interfaces, INFORMS, vol. 34(4), pages 287-302, August.

2003

  1. Espen Eckbo, B. & Thorburn, Karin S., 2003. "Control benefits and CEO discipline in automatic bankruptcy auctions," Journal of Financial Economics, Elsevier, vol. 69(1), pages 227-258, July.
  2. Zenios, Stavros A., 2003. "High-performance computing for financial planning," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 907-908, April.
  3. Andrea Consiglio & David Saunders & Stavros Zenios, 2003. "Insurance League: Italy vs. U.K," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 4(4), pages 47-54, March.
  4. Norbert Jobst & Stavros Zenios, 2003. "Tracking bond indices in an integrated market and credit risk environment," Quantitative Finance, Taylor & Francis Journals, vol. 3(2), pages 117-135.

2002

  1. McKee, Thomas E. & Lensberg, Terje, 2002. "Genetic programming and rough sets: A hybrid approach to bankruptcy classification," European Journal of Operational Research, Elsevier, vol. 138(2), pages 436-451, April.
  2. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2002. "CVaR models with selective hedging for international asset allocation," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1535-1561, July.

2001

  1. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2001. "The Value of Integrative Risk Management for Insurance Products with Guarantees," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 2(3), pages 6-16, February.
  2. Norbert J. Jobst & Stavros A. Zenios, 2001. "The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 3(1), pages 31-43, April.

2000

  1. Eckbo, B. Espen & Thorburn, Karin S., 2000. "Gains to Bidder Firms Revisited: Domestic and Foreign Acquisitions in Canada," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(1), pages 1-25, March.
  2. Thorburn, Karin S., 2000. "Bankruptcy auctions: costs, debt recovery, and firm survival," Journal of Financial Economics, Elsevier, vol. 58(3), pages 337-368, December.

1999

  1. Lensberg, Terje, 1999. "Investment behavior under Knightian uncertainty - An evolutionary approach," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1587-1604, September.
  2. Terje Lensberg, 1999. "Does Foreign R&D Competition Promote Domestic R&D?," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 25, pages 75-85.
  3. Soteriou, Andreas C. & Zenios, Stavros A., 1999. "Using data envelopment analysis for costing bank products," European Journal of Operational Research, Elsevier, vol. 114(2), pages 234-248, April.
  4. Christiana V. Zenios & Stavros A. Zenios & Kostas Agathocleous & Andreas C. Soteriou, 1999. "Benchmarks of the Efficiency of Bank Branches," Interfaces, INFORMS, vol. 29(3), pages 37-51, June.
  5. Andreas Soteriou & Stavros A. Zenios, 1999. "Operations, Quality, and Profitability in the Provision of Banking Services," Management Science, INFORMS, vol. 45(9), pages 1221-1238, September.
  6. Andrea Consiglio & Stavros A. Zenios, 1999. "Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models," Operations Research, INFORMS, vol. 47(2), pages 195-208, April.
  7. Andrea Beltratti & Andrea Consiglio & Stavros Zenios, 1999. "Scenario modeling for the management ofinternational bond portfolios," Annals of Operations Research, Springer, vol. 85(0), pages 227-247, January.
  8. H. Vladimirou & S.A. Zenios, 1999. "Scalable parallel computations forlarge-scale stochastic programming," Annals of Operations Research, Springer, vol. 90(0), pages 87-129, January.

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, vol. 22(10), pages 1517-1541, August.

1997

  1. Lensberg, Terje, 1997. "Rational fix-price dynamics," European Economic Review, Elsevier, vol. 41(1), pages 163-186, January.
  2. Karin S. Thorburn, 1997. "Comment on ‘Top Management Compensation and the Structure of the Board of Directors in Commercial Banks’," Review of Finance, European Finance Association, vol. 1(2), pages 261-264.
  3. 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, vol. 21(8-9), pages 1445-1470, June.
  4. Vladimirou, Hercules & Zenios, Stavros A., 1997. "Stochastic linear programs with restricted recourse," European Journal of Operational Research, Elsevier, vol. 101(1), pages 177-192, August.

1996

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

1995

  1. 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, vol. 83(1), pages 220-236, May.
  2. 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, vol. 85(2), pages 282-296, September.
  3. John M. Mulvey & Robert J. Vanderbei & Stavros A. Zenios, 1995. "Robust Optimization of Large-Scale Systems," Operations Research, INFORMS, vol. 43(2), pages 264-281, April.
  4. Martin R. Holmer & Stavros A. Zenios, 1995. "The Productivity of Financial Intermediation and the Technology of Financial Product Management," Operations Research, INFORMS, vol. 43(6), pages 970-982, December.

1994

  1. 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, vol. 79(3), pages 474-488, December.
  2. Stavros A. Zenios, 1994. "Parallel and Supercomputing in the Practice of Management Science," Interfaces, INFORMS, vol. 24(5), pages 122-140, October.
  3. John M. Mulvey & Stavros A. Zenios, 1994. "Capturing the Correlations of Fixed-income Instruments," Management Science, INFORMS, vol. 40(10), pages 1329-1342, October.
  4. 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, vol. 40(5), pages 647-661, May.
  5. Kenneth J. Worzel & Christiana Vassiadou-Zeniou & Stavros A. Zenios, 1994. "Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities," Operations Research, INFORMS, vol. 42(2), pages 223-233, April.

1993

  1. Soren S. Nielsen & Stavros A. Zenios, 1993. "A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems," Operations Research, INFORMS, vol. 41(2), pages 319-337, April.

1992

  1. Pan Kang & Stavros A. Zenios, 1992. "Complete Prepayment Models for Mortgage-Backed Securities," Management Science, 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, vol. 50(2), pages 166-178, January.

1990

  1. Michael H. Schneider & Stavros A. Zenios, 1990. "A Comparative Study of Algorithms for Matrix Balancing," Operations Research, INFORMS, vol. 38(3), pages 439-455, June.

1989

  1. Ron S. Dembo & John M. Mulvey & Stavros A. Zenios, 1989. "OR Practice—Large-Scale Nonlinear Network Models and Their Application," Operations Research, INFORMS, vol. 37(3), pages 353-372, June.

1988

  1. Lensberg, Terje, 1988. "Stability and the Nash solution," Journal of Economic Theory, Elsevier, vol. 45(2), pages 330-341, August.

1987

  1. Lensberg, Terje, 1987. "Stability and Collective Rationality," Econometrica, Econometric Society, vol. 55(4), pages 935-961, July.

1986

  1. Stavros A. Zenios & John M. Mulvey, 1986. "Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP," Operations Research, INFORMS, vol. 34(5), pages 667-682, October.

1983

  1. Thomson, William & Lensberg, Terje, 1983. "Guarantee structures for problems of fair division," Mathematical Social Sciences, Elsevier, vol. 4(3), pages 205-218, July.

Books

2007

  1. Zenios, Stavros A. & Ziemba, William T. (ed.), 2007. "Handbook of Asset and Liability Management - Set," Elsevier Monographs, Elsevier, edition 1, number 9780444532480.

2006

  1. Thomson,William & Lensberg,Terje, 2006. "Axiomatic Theory of Bargaining with a Variable Number of Agents," Cambridge Books, Cambridge University Press, number 9780521027038, September.

1996

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

Chapters

2016

  1. Stavros A. Zenios, 2016. "Self-fulfilling Prophecies in the Cyprus Crisis: ELA, PIMCO, and Delays," World Scientific Book Chapters, in: Alexander Michaelides & Athanasios Orphanides (ed.), THE CYPRUS BAIL-IN POLICY LESSONS FROM THE CYPRUS ECONOMIC CRISIS, chapter 2, pages 9-31, World Scientific Publishing Co. Pte. Ltd..

2008

  1. Nikolas Topaloglou & Hercules Vladimirou & Stavros A. Zenios, 2008. "Controlling Currency Risk with Options or Forwards," Springer Optimization and Its Applications, in: Constantin Zopounidis & Michael Doumpos & Panos M. Pardalos (ed.), Handbook of Financial Engineering, pages 245-278, Springer.

1996

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

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