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Publications

by members of

Norges Handelshøyskole (NHH) → Institutt for finans

Norwegian School of Economics → Department of Finance

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

2024

  1. Bienz, Carsten & Fluck, Zsuzsanna & Thorburn, Karin S, 2024, "The covenant removal option in corporate bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 19336, Aug.

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, Bank for International Settlements, number 1034, Jul.
  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, Swiss Finance Institute, number 22-72, Sep.

2021

  1. Thorburn, Karin S & Eckbo, B Espen & Su, Xunhua, 2021, "Bank Compensation for Penalty-Free Loan Prepayment: Theory and Tests," CEPR Discussion Papers, Centre for Economic Policy Research, number 16300, Jun.

2020

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

2019

  1. 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, Federal Reserve Bank of Dallas, number 367, Jun, DOI: 10.24149/gwp367.
  2. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2019, "Evolutionary Stable Solution Concepts for the Initial Play," Economics Discussion Paper Series, Economics, The University of Manchester, number 1916.
  3. Thorburn, Karin S & Bienz, Carsten & Walz, Uwe, 2019, "Ownership, wealth, and risk taking: Evidence on private equity fund managers," CEPR Discussion Papers, Centre for Economic Policy Research, number 13944, Aug.
  4. 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, number hal-02312407, Oct, DOI: 10.1007/s11187-019-00233-x.

2018

  1. Andrea Consiglio & Michele Tumminello & Stavros A. Zenios, 2018, "Pricing sovereign contingent convertible debt," Papers, arXiv.org, number 1804.01475, Apr.
  2. Maria Demertzis & Stavros Zenios, 2018, "State contingent debt as insurance for euro-area sovereigns," Bruegel Working Papers, Bruegel, number 25324, Apr.
  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, European Stability Mechanism, number 31, Oct.

2017

  1. Consiglio, A. & Zenios, S. A., 2017, "Pricing and Hedging GDP-Linked Bonds in Incomplete Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 17-02.
  2. 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, Swiss Finance Institute, number 17-10, Mar, revised Sep 2017.
  3. Thorburn, Karin S & Eckbo, B Espen & Makaew, Tanakorn, 2017, "Are stock- financed takeovers opportunistic?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11974, Apr.

2016

  1. 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, Centre for Economic Policy Research, number 11604, Nov.
  2. Consiglio, Andrea & Lotfi, Somayyeh & Zenios, Stavros A., 2016, "Portfolio Diversification in the Sovereign Credit Swap Markets," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 16-06, Jul.
  3. Ole Wilms & Karl Schmedders & Walt Pohl, 2016, "Higher-Order Effects in Asset-Pricing Models with Long-Run Risks," 2016 Meeting Papers, Society for Economic Dynamics, number 306.
  4. Thorburn, Karin S & Eckbo, B Espen & Nygaard, Knut, 2016, "Does gender-balancing the board reduce firm value?," CEPR Discussion Papers, Centre for Economic Policy Research, number 11176, Mar.

2015

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

2014

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

2013

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

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, Swiss Finance Institute, number 12-27, Aug.
  2. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner & Ladley, Dan, 2012, "Costs and Benefits of Speculation," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2012/12, Oct.
  3. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2012, "Optimal and Naive Diversification in Currency Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-36, Nov.

2011

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

2010

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

2008

  1. Thorburn, Karin S & Fisher-Vanden, Karen, 2008, "Voluntary Corporate Environmental Initiatives and Shareholder Wealth," CEPR Discussion Papers, Centre for Economic Policy Research, number 6698, Feb.

2006

  1. 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, number 404, Jul.
  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, number 495, Jul.
  3. 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, Swiss Finance Institute, number 06-38, Dec.

2005

  1. Eckbo, B Espen & Thorburn, Karin S, 2005, "Bidding in Mandatory Bankruptcy Auctions: Theory and Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 4873, Jan.
  2. Eckbo, B Espen & Thorburn, Karin S & ,, 2005, "The Toehold Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5084, May.

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, number 217, Jul.
  2. Eckbo, B Espen & Thorburn, Karin S, 2002, "Overbidding versus Fire-Sales in Bankruptcy Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3240, Mar.
  3. Eckbo, B Espen & Thorburn, Karin S, 2002, "Control Benefits and CEO Discipline in Automatic Bankruptcy Auctions," CEPR Discussion Papers, Centre for Economic Policy Research, number 3481, Jul.

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, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-41, Jul.
  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, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-06, Mar.
  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, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-24, Jul.
  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, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-25, Jul.

2000

  1. 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, number 00-39, Oct.
  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, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-40, Oct.

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, number 99-15, Mar.

1998

  1. 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, number 98-20, May.
  2. 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, number 98-21, Jun.
  3. 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, Tilburg University, Center for Economic Research, number 1998-77.

1997

  1. 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, number 97-17, Mar.
  2. Terje Lensberg, 1997, "Investment Behaviour under Knightian Uncertainty - An Evolutionary Approach," CESifo Working Paper Series, CESifo, number 126.

1988

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

Undated

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

Journal articles

2025

  1. B. Espen Eckbo & Xunhua Su & Karin S. Thorburn, 2025, "Bank Compensation for the Penalty-Free Loan Prepayment Option: Theory and Evidence," Management Science, INFORMS, volume 71, issue 12, pages 10414-10441, December, DOI: 10.1287/mnsc.2023.00159.

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, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101215.
  2. Andrea Consiglio & Akis Kikas & Odysseas P. Michaelides & Stavros A. Zenios, 2024, "Auditing Public Debt Using Risk Management," Interfaces, INFORMS, volume 54, issue 2, pages 103-126, March, DOI: 10.1287/inte.2023.1165.
  3. Somayyeh Lotfi & Stavros A. Zenios, 2024, "Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance," Review of Managerial Science, Springer, volume 18, issue 7, pages 2115-2140, July, DOI: 10.1007/s11846-023-00715-z.
  4. Jeffery S. McMullen & Magnus Henrekson & Lucia Naldi & Mikael Stenkula & Karin Thorburn & Caroline Wigren-Kristoferson & Joakim Wincent & Ivo Zander, 2024, "The psychology of entrepreneurial performance—theoretical and applied: Robert A. Baron and Michael Frese, co-recipients of the 2024 Global Award for Entrepreneurship Research," Small Business Economics, Springer, volume 63, issue 4, pages 1341-1354, December, DOI: 10.1007/s11187-024-00958-4.

2023

  1. Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A., 2023, "Global political risk and international stock returns," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 78-102, DOI: 10.1016/j.jempfin.2023.03.004.
  2. 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, volume 69, issue C, DOI: 10.1016/j.jjie.2023.101274.
  3. Bachmann, Kremena & Lot, Andre & Xu, Xiaogeng & Hens, Thorsten, 2023, "Experimental Research on Retirement Decision-Making: Evidence from Replications," Journal of Banking & Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jbankfin.2023.106851.
  4. 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, volume 15, issue 1, pages 351-367, November, DOI: 10.1146/annurev-financial-100521-10.
  5. Bienz, Carsten & Thorburn, Karin S. & Walz, Uwe, 2023, "Fund ownership, wealth, and risk-taking: Evidence on private equity managers," Journal of Financial Intermediation, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfi.2023.101025.
  6. 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, volume 61, issue 1, pages 1-10, June, DOI: 10.1007/s11187-023-00746-6.
  7. 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, volume 61, issue 4, pages 1381-1390, December, DOI: 10.1007/s11187-023-00819-6.

2022

  1. Stavros A. Zenios, 2022, "The risks from climate change to sovereign debt," Climatic Change, Springer, volume 172, issue 3, pages 1-19, June, DOI: 10.1007/s10584-022-03373-4.
  2. B. Espen Eckbo & Knut Nygaard & Karin S. Thorburn, 2022, "Valuation Effects of Norway’s Board Gender-Quota Law Revisited," Management Science, INFORMS, volume 68, issue 6, pages 4112-4134, June, DOI: 10.1287/mnsc.2021.4031.
  3. 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, volume 58, issue 1, pages 15-25, January, DOI: 10.1007/s11187-021-00541-1.

2021

  1. Stavros A. Zenios & Andrea Consiglio & Marialena Athanasopoulou & Edmund Moshammer & Angel Gavilan & Aitor Erce, 2021, "Risk Management for Sustainable Sovereign Debt Financing," Operations Research, INFORMS, volume 69, issue 3, pages 755-773, May, DOI: 10.1287/opre.2020.2055.
  2. Lensberg, Terje & Schenk-Hoppé, Klaus Reiner, 2021, "Cold play: Learning across bimatrix games," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 419-441, DOI: 10.1016/j.jebo.2021.02.027.

2020

  1. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2020, "Integrated dynamic models for hedging international portfolio risks," European Journal of Operational Research, Elsevier, volume 285, issue 1, pages 48-65, DOI: 10.1016/j.ejor.2019.01.027.
  2. B. Espen Eckbo & Andrey Malenko & Karin S. Thorburn, 2020, "Strategic Decisions in Takeover Auctions: Recent Developments," Annual Review of Financial Economics, Annual Reviews, volume 12, issue 1, pages 237-276, December, DOI: 10.1146/annurev-financial-012720-01.

2019

  1. Maria Demertzis & Stavros A Zenios, 2019, "State Contingent Debt as Insurance for Euro Area Sovereigns," Journal of Financial Regulation, Oxford University Press, volume 5, issue 1, pages 64-90.
  2. 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, volume 53, issue 3, pages 547-553, October, DOI: 10.1007/s11187-019-00233-x.

2018

  1. Consiglio Andrea & Zenios Stavros A., 2018, "Contingent Convertible Bonds for Sovereign Debt Risk Management," Journal of Globalization and Development, De Gruyter, volume 9, issue 1, pages 1-24, June, DOI: 10.1515/jgd-2017-0011.
  2. Consiglio, Andrea & Zenios, Stavros A., 2018, "Pricing and hedging GDP-linked bonds in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 137-155, DOI: 10.1016/j.jedc.2018.01.001.
  3. 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, volume 269, issue 2, pages 556-576, DOI: 10.1016/j.ejor.2018.02.003.
  4. Andrea Consiglio & Somayyeh Lotfi & Stavros A. Zenios, 2018, "Portfolio diversification in the sovereign credit swap markets," Annals of Operations Research, Springer, volume 266, issue 1, pages 5-33, July, DOI: 10.1007/s10479-017-2565-5.
  5. 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., volume 21, issue 08, pages 1-36, December, DOI: 10.1142/S0219024918500498.
  6. 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., volume 18, issue 4, pages 727-741, December, DOI: 10.1111/irfi.12159.
  7. Walter Pohl & Karl Schmedders & Ole Wilms, 2018, "Higher Order Effects in Asset Pricing Models with Long‐Run Risks," Journal of Finance, American Finance Association, volume 73, issue 3, pages 1061-1111, June, DOI: 10.1111/jofi.12615.
  8. Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S., 2018, "Are stock-financed takeovers opportunistic?," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 443-465, DOI: 10.1016/j.jfineco.2018.03.006.

2017

  1. Fabian Ackermann & Walt Pohl & Karl Schmedders, 2017, "Optimal and Naive Diversification in Currency Markets," Management Science, INFORMS, volume 63, issue 10, pages 3347-3360, October, DOI: 10.1287/mnsc.2016.2497.
  2. Bakke, Einar & Leite, Tore E. & Thorburn, Karin S., 2017, "Partial adjustment to public information in the pricing of IPOs," Journal of Financial Intermediation, Elsevier, volume 32, issue C, pages 60-75, DOI: 10.1016/j.jfi.2016.09.003.

2016

  1. Andrea Consiglio & Angelo Carollo & Stavros A. Zenios, 2016, "A parsimonious model for generating arbitrage-free scenario trees," Quantitative Finance, Taylor & Francis Journals, volume 16, issue 2, pages 201-212, February, DOI: 10.1080/14697688.2015.1114359.
  2. Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2016, "Asset prices with non-permanent shocks to consumption," Journal of Economic Dynamics and Control, Elsevier, volume 69, issue C, pages 152-178, DOI: 10.1016/j.jedc.2016.05.010.
  3. Pohl, Walt, 2016, "External habit: Anything goes," Economics Letters, Elsevier, volume 146, issue C, pages 140-142, DOI: 10.1016/j.econlet.2016.07.019.
  4. Eckbo, B. Espen & Thorburn, Karin S. & Wang, Wei, 2016, "How costly is corporate bankruptcy for the CEO?," Journal of Financial Economics, Elsevier, volume 121, issue 1, pages 210-229, DOI: 10.1016/j.jfineco.2016.03.005.

2015

  1. Consiglio Andrea & Zenios Stavros A., 2015, "Risk Management Optimization for Sovereign Debt Restructuring," Journal of Globalization and Development, De Gruyter, volume 6, issue 2, pages 181-213, December, DOI: 10.1515/jgd-2015-0015.
  2. Consiglio, Andrea & Tumminello, Michele & Zenios, Stavros A., 2015, "Designing and pricing guarantee options in defined contribution pension plans," Insurance: Mathematics and Economics, Elsevier, volume 65, issue C, pages 267-279, DOI: 10.1016/j.insmatheco.2015.10.002.
  3. Andrea Consiglio & Stavros Zenios, 2015, "Risk profiles for re-profiling the sovereign debt of crisis countries," Journal of Risk Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 2-26, January, DOI: 10.1108/JRF-09-2014-0129.
  4. 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, volume 51, issue C, pages 103-118, DOI: 10.1016/j.jbankfin.2014.10.014.
  5. Ladley, Daniel & Lensberg, Terje & Palczewski, Jan & Schenk-Hoppé, Klaus Reiner, 2015, "Fragmentation and stability of markets," Journal of Economic Behavior & Organization, Elsevier, volume 119, issue C, pages 466-481, DOI: 10.1016/j.jebo.2015.09.013.

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, volume 69, issue 4, pages 1705-1745, August.

2013

  1. Stavros A. Zenios, 2013, "The Cyprus Debt: Perfect Crisis and a Way Forward," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 7, issue 1, pages 3-45, June.
  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, volume 15, issue 2/3, pages 309-323.
  3. Eckbo, B. Espen & Thorburn, Karin S., 2013, "Corporate Restructuring," Foundations and Trends(R) in Finance, now publishers, volume 7, issue 3, pages 159-288, July, DOI: 10.1561/0500000028.

2011

  1. Topaloglou, Nikolas & Vladimirou, Hercules & Zenios, Stavros A., 2011, "Optimizing international portfolios with options and forwards," Journal of Banking & Finance, Elsevier, volume 35, issue 12, pages 3188-3201, DOI: 10.1016/j.jbankfin.2011.05.003.
  2. Thorsten Hens & Terje Lensberg & Klaus Schenk-Hoppé & Peter Wöhrmann, 2011, "An evolutionary explanation of the value premium puzzle," Journal of Evolutionary Economics, Springer, volume 21, issue 5, pages 803-815, December, DOI: 10.1007/s00191-010-0213-1.
  3. Fisher-Vanden, Karen & Thorburn, Karin S., 2011, "Voluntary corporate environmental initiatives and shareholder wealth," Journal of Environmental Economics and Management, Elsevier, volume 62, issue 3, pages 430-445, DOI: 10.1016/j.jeem.2011.04.003.

2009

  1. B. Espen Eckbo & Karin S. Thorburn, 2009, "Bankruptcy as an Auction Process: Lessons from Sweden," Journal of Applied Corporate Finance, Morgan Stanley, volume 21, issue 3, pages 38-52, June, DOI: 10.1111/j.1745-6622.2009.00238.x.
  2. Eckbo, B. Espen & Thorburn, Karin S., 2009, "Creditor financing and overbidding in bankruptcy auctions: Theory and tests," Journal of Corporate Finance, Elsevier, volume 15, issue 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, volume 91, issue 2, pages 158-178, February.

2008

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

2007

  1. Andrea Consiglio & Flavio Cocco & Stavros Zenios, 2007, "Scenario optimization asset and liability modelling for individual investors," Annals of Operations Research, Springer, volume 152, issue 1, pages 167-191, July, DOI: 10.1007/s10479-006-0133-5.
  2. David Saunders & Costas Xiouros & Stavros Zenios, 2007, "Credit risk optimization using factor models," Annals of Operations Research, Springer, volume 152, issue 1, pages 49-77, July, DOI: 10.1007/s10479-006-0136-2.
  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, volume 21, issue 1, pages 133-154, DOI: 10.1080/10168730601181026.
  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, volume 7, issue 4, pages 397-409, DOI: 10.1080/14697680701483222.

2006

  1. 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, volume 30, issue 2, pages 645-667, February.
  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, volume 30, issue 2, pages 717-742, February.
  3. 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, volume 10, issue 3-4, pages 179-221, September.
  4. Lensberg, Terje & Eilifsen, Aasmund & McKee, Thomas E., 2006, "Bankruptcy theory development and classification via genetic programming," European Journal of Operational Research, Elsevier, volume 169, issue 2, pages 677-697, March.

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, volume 161, issue 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, volume 161, issue 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, volume 161, issue 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, volume 28, issue 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, volume 28, issue 5, pages 955-974, February.
  3. Andrea Consiglio & Flavio Cocco & Stavros A. Zenios, 2004, "www.Personal_Asset_Allocation," Interfaces, INFORMS, volume 34, issue 4, pages 287-302, August, DOI: 10.1287/inte.1040.0087.

2003

  1. Zenios, Stavros A., 2003, "High-performance computing for financial planning," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 907-908, April.
  2. Andrea Consiglio & David Saunders & Stavros Zenios, 2003, "Insurance League: Italy vs. U.K," Journal of Risk Finance, Emerald Group Publishing Limited, volume 4, issue 4, pages 47-54, March, DOI: 10.1108/eb022973.
  3. Norbert Jobst & Stavros Zenios, 2003, "Tracking bond indices in an integrated market and credit risk environment," Quantitative Finance, Taylor & Francis Journals, volume 3, issue 2, pages 117-135, DOI: 10.1088/1469-7688/3/2/306.
  4. Espen Eckbo, B. & Thorburn, Karin S., 2003, "Control benefits and CEO discipline in automatic bankruptcy auctions," Journal of Financial Economics, Elsevier, volume 69, issue 1, pages 227-258, July.

2002

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

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, volume 2, issue 3, pages 6-16, February, DOI: 10.1108/eb043464.
  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, volume 3, issue 1, pages 31-43, April, DOI: 10.1108/eb043481.

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, volume 35, issue 1, pages 1-25, March.
  2. Thorburn, Karin S., 2000, "Bankruptcy auctions: costs, debt recovery, and firm survival," Journal of Financial Economics, Elsevier, volume 58, issue 3, pages 337-368, December.

1999

  1. Soteriou, Andreas C. & Zenios, Stavros A., 1999, "Using data envelopment analysis for costing bank products," European Journal of Operational Research, Elsevier, volume 114, issue 2, pages 234-248, April.
  2. Christiana V. Zenios & Stavros A. Zenios & Kostas Agathocleous & Andreas C. Soteriou, 1999, "Benchmarks of the Efficiency of Bank Branches," Interfaces, INFORMS, volume 29, issue 3, pages 37-51, June, DOI: 10.1287/inte.29.3.37.
  3. Andreas Soteriou & Stavros A. Zenios, 1999, "Operations, Quality, and Profitability in the Provision of Banking Services," Management Science, INFORMS, volume 45, issue 9, pages 1221-1238, September, DOI: 10.1287/mnsc.45.9.1221.
  4. Andrea Consiglio & Stavros A. Zenios, 1999, "Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models," Operations Research, INFORMS, volume 47, issue 2, pages 195-208, April, DOI: 10.1287/opre.47.2.195.
  5. Andrea Beltratti & Andrea Consiglio & Stavros Zenios, 1999, "Scenario modeling for the management ofinternational bond portfolios," Annals of Operations Research, Springer, volume 85, issue 0, pages 227-247, January, DOI: 10.1023/A:1018973828120.
  6. H. Vladimirou & S.A. Zenios, 1999, "Scalable parallel computations forlarge-scale stochastic programming," Annals of Operations Research, Springer, volume 90, issue 0, pages 87-129, January, DOI: 10.1023/A:1018977102079.
  7. Lensberg, Terje, 1999, "Investment behavior under Knightian uncertainty - An evolutionary approach," Journal of Economic Dynamics and Control, Elsevier, volume 23, issue 9-10, pages 1587-1604, September.
  8. Terje Lensberg, 1999, "Does Foreign R&D Competition Promote Domestic R&D?," Nordic Journal of Political Economy, Nordic Journal of Political Economy, volume 25, pages 75-85.

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, volume 22, issue 10, pages 1517-1541, August.

1997

  1. 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, volume 21, issue 8-9, pages 1445-1470, June.
  2. Vladimirou, Hercules & Zenios, Stavros A., 1997, "Stochastic linear programs with restricted recourse," European Journal of Operational Research, Elsevier, volume 101, issue 1, pages 177-192, August.
  3. Lensberg, Terje, 1997, "Rational fix-price dynamics," European Economic Review, Elsevier, volume 41, issue 1, pages 163-186, January.
  4. 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, volume 1, issue 2, pages 261-264.

1996

  1. Vassiadou-Zeniou, Christiana & Zenios, Stavros A., 1996, "Robust optimization models for managing callable bond portfolios," European Journal of Operational Research, Elsevier, volume 91, issue 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, volume 83, issue 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, volume 85, issue 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, volume 43, issue 2, pages 264-281, April, DOI: 10.1287/opre.43.2.264.
  4. Martin R. Holmer & Stavros A. Zenios, 1995, "The Productivity of Financial Intermediation and the Technology of Financial Product Management," Operations Research, INFORMS, volume 43, issue 6, pages 970-982, December, DOI: 10.1287/opre.43.6.970.

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, volume 79, issue 3, pages 474-488, December.
  2. Stavros A. Zenios, 1994, "Parallel and Supercomputing in the Practice of Management Science," Interfaces, INFORMS, volume 24, issue 5, pages 122-140, October, DOI: 10.1287/inte.24.5.122.
  3. John M. Mulvey & Stavros A. Zenios, 1994, "Capturing the Correlations of Fixed-income Instruments," Management Science, INFORMS, volume 40, issue 10, pages 1329-1342, October, DOI: 10.1287/mnsc.40.10.1329.
  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, volume 40, issue 5, pages 647-661, May, DOI: 10.1287/mnsc.40.5.647.
  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, volume 42, issue 2, pages 223-233, April, DOI: 10.1287/opre.42.2.223.

1993

  1. Soren S. Nielsen & Stavros A. Zenios, 1993, "A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems," Operations Research, INFORMS, volume 41, issue 2, pages 319-337, April, DOI: 10.1287/opre.41.2.319.

1992

  1. Pan Kang & Stavros A. Zenios, 1992, "Complete Prepayment Models for Mortgage-Backed Securities," Management Science, INFORMS, volume 38, issue 11, pages 1665-1685, November, DOI: 10.1287/mnsc.38.11.1665.

1991

  1. Zenios, Stavros A., 1991, "Network based models for air-traffic control," European Journal of Operational Research, Elsevier, volume 50, issue 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, volume 38, issue 3, pages 439-455, June, DOI: 10.1287/opre.38.3.439.

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, volume 37, issue 3, pages 353-372, June, DOI: 10.1287/opre.37.3.353.

1988

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

1987

  1. Lensberg, Terje, 1987, "Stability and Collective Rationality," Econometrica, Econometric Society, volume 55, issue 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, volume 34, issue 5, pages 667-682, October, DOI: 10.1287/opre.34.5.667.

1983

  1. Thomson, William & Lensberg, Terje, 1983, "Guarantee structures for problems of fair division," Mathematical Social Sciences, Elsevier, volume 4, issue 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, number 9780444532480, edition 1, ISBN: ARRAY(0x7b915500).

2006

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

1996

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

Chapters

2016

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

2008

  1. Nikolas Topaloglou & Hercules Vladimirou & Stavros A. Zenios, 2008, "Controlling Currency Risk with Options or Forwards," Springer Optimization and Its Applications, Springer, in: Constantin Zopounidis & Michael Doumpos & Panos M. Pardalos, "Handbook of Financial Engineering", DOI: 10.1007/978-0-387-76682-9_9.

1996

  1. Zenios, Stavros A., 1996, "Modeling languages in computational economics: Gams," Handbook of Computational Economics, Elsevier, chapter 10, in: H. M. Amman & D. A. Kendrick & J. Rust, "Handbook of Computational Economics".

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