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Publications

by members of

University of Cyprus → Faculty of Economics and Management → Department of Accounting and 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. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working 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, Bank for International Settlements, number 1034, Jul.
  2. Savvas Antoniou & Ioanna Evangelou & Theodosis Kallenos & Nektarios A. Michail, 2022, "Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data," Working Papers, Central Bank of Cyprus, number 2022-1, Jun.

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. Michaelides, Alexander & Papakyriakou, Panayiotis & Milidonis, Andreas, 2019, "Corporate Pension Plan Funding Levels and Pension Assumptions," CEPR Discussion Papers, Centre for Economic Policy Research, number 13591, Mar.

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.
  4. Shinichi Kamiya & Jun-Koo Kang & Jungmin Kim & Andreas Milidonis & René M. Stulz, 2018, "What is the Impact of Successful Cyberattacks on Target Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24409, Mar.

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.

2016

  1. 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.

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. Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas, 2015, "Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry," Working Papers on Finance, University of St. Gallen, School of Finance, number 1516, Jul.

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.

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. 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, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 482.

2012

  1. Michaelides, Alexander & Nishiotis, George & Milidonis, Andreas & Papakyriacou, Panayiotis, 2012, "Sovereign Debt Rating Changes and the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 8743, Jan.

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.

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.

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.

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.

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. Markoulis, S. & Martzoukos, S. & Savvas, S. & Zagkreos, V., 2025, "A comprehensive analysis of the decline in the market-to-book ratio of European banks," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104107.

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.

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. Stelios N. Markoulis, 2023, "21st Century Evidence on the Effect of Terror Attacks on Eurozone Stock Markets," Defence and Peace Economics, Taylor & Francis Journals, volume 34, issue 6, pages 845-862, August, DOI: 10.1080/10242694.2022.2050040.
  4. Michalis Makrominas & Stelios Marcoulis, 2023, "Shipping stocks as lotteries," Maritime Policy & Management, Taylor & Francis Journals, volume 50, issue 5, pages 651-667, July, DOI: 10.1080/03088839.2021.2021594.
  5. Stelios Markoulis & Panagiotis Ioannou & Spiros Martzoukos, 2023, "Bank distress in the European Union 2008–2015: A closer look at capital, size and revenue diversification," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 792-820, January, DOI: 10.1002/ijfe.2450.

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. Savvas Antoniou & Ioanna Evangelou & Theodosis Kallenos & Nektarios A. Michail, 2022, "Estimating the Mortgage Default Probability in Cyprus: Evidence using micro data," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 16, issue 1, pages 37-49, June.
  3. Markoulis, Stelios & Martzoukos, Spiridon & Patsalidou, Elena, 2022, "Global systemically important banks regulation: Blessing or curse?," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100580.

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. Stelios Markoulis, 2021, "Do Terror Attacks Affect the Euro? Evidence from the 21st Century," JRFM, MDPI, volume 14, issue 8, pages 1-24, July.
  3. Kamiya, Shinichi & Kang, Jun-Koo & Kim, Jungmin & Milidonis, Andreas & Stulz, René M., 2021, "Risk management, firm reputation, and the impact of successful cyberattacks on target firms," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 719-749, DOI: 10.1016/j.jfineco.2019.05.019.
  4. Mourouzidou-Damtsa, Stella & Milidonis, Andreas & Stathopoulos, Konstantinos, 2021, "National Culture and Bank Deposits," Review of Corporate Finance, now publishers, volume 1, issue 1-2, pages 181-221, April, DOI: 10.1561/114.00000005.

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. Stelios Markoulis & Savvas Katsikides, 2020, "The Effect of Terrorism on Stock Markets: Evidence from the 21st Century," Terrorism and Political Violence, Taylor & Francis Journals, volume 32, issue 5, pages 988-1010, July, DOI: 10.1080/09546553.2018.1425207.

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. Stelios Markoulis & Nikolas Neofytou, 2019, "The impact of terror attacks on global sectoral capital markets: An empirical study," Economics of Peace and Security Journal, EPS Publishing, volume 14, issue 1, pages 46-59, April, DOI: 10.15355/epsj.14.1.46.
  3. Mourouzidou-Damtsa, Stella & Milidonis, Andreas & Stathopoulos, Konstantinos, 2019, "National culture and bank risk-taking," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 132-143, DOI: 10.1016/j.jfs.2017.08.007.
  4. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P., 2019, "Private information in currency markets," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 643-665, DOI: 10.1016/j.jfineco.2018.08.012.
  5. Andreas Milidonis & Takeshi Nishikawa & Jeungbo Shim, 2019, "CEO Inside Debt and Risk Taking: Evidence From Property–Liability Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 86, issue 2, pages 451-477, June, DOI: 10.1111/jori.12220.
  6. Berwart, Erik & Guidolin, Massimo & Milidonis, Andreas, 2019, "An empirical analysis of changes in the relative timeliness of issuer-paid vs. investor-paid ratings," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 88-118, DOI: 10.1016/j.jcorpfin.2016.10.011.

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. Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas, 2018, "The cross-section of expected stock returns in the property/liability insurance industry," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 292-321, DOI: 10.1016/j.jbankfin.2018.09.008.
  7. Shinichi Kamiya & Andreas Milidonis, 2018, "Actuarial Independence and Managerial Discretion," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 85, issue 4, pages 1055-1082, December, DOI: 10.1111/jori.12199.

2017

  1. Enrico Biffis & Yijia Lin & Andreas Milidonis, 2017, "The Cross‐Section of Asia‐Pacific Mortality Dynamics: Implications for Longevity Risk Sharing," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 515-532, April, DOI: 10.1111/jori.12194.
  2. Andreas Milidonis & Maria Efthymiou, 2017, "Mortality Leads and Lags," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 84, issue S1, pages 495-514, April, DOI: 10.1111/jori.12187.

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. S. N. Markoulis & N. Neofytou, 2016, "An Empirical Analysis of the Relationship between Oil Prices and Stock Markets," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 8, issue 12, pages 120-131, December.
  3. Andreas Milidonis, 2016, "An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model," North American Actuarial Journal, Taylor & Francis Journals, volume 20, issue 3, pages 252-275, July, DOI: 10.1080/10920277.2016.1180996.

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. Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P. & Papakyriakou, Panayiotis, 2015, "The adverse effects of systematic leakage ahead of official sovereign debt rating announcements," Journal of Financial Economics, Elsevier, volume 116, issue 3, pages 526-547, DOI: 10.1016/j.jfineco.2014.12.005.
  5. Nikolaidis, Alexandros I. & Milidonis, Andreas & Charalambous, Charalambos A., 2015, "Impact of fuel-dependent electricity retail charges on the value of net-metered PV applications in vertically integrated systems," Energy Policy, Elsevier, volume 79, issue C, pages 150-160, DOI: 10.1016/j.enpol.2015.01.010.

2014

  1. Milidonis, Andreas & Stathopoulos, Konstantinos, 2014, "Managerial Incentives, Risk Aversion, and Debt," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 49, issue 2, pages 453-481, April.

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. 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, volume 37, issue 9, pages 3716-3732, DOI: 10.1016/j.jbankfin.2013.04.032.

2012

  1. Andreas Milidonis, 2012, "Cypriot Mortality and Pension Benefits," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 6, issue 2, pages 59-66, December.

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. 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, volume 78, issue 3, pages 643-672, September, DOI: j.1539-6975.2011.01418.x.
  3. Andreas Milidonis & Yijia Lin & Samuel Cox, 2011, "Mortality Regimes and Pricing," North American Actuarial Journal, Taylor & Francis Journals, volume 15, issue 2, pages 266-289, DOI: 10.1080/10920277.2011.10597621.

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. Milidonis, Andreas & Grace, Martin F., 2008, "Tax-Deductible Pre-Event Catastrophe Loss Reserves: The Case of Florida1," ASTIN Bulletin, Cambridge University Press, volume 38, issue 1, pages 13-51, May.

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.
  5. Andreas Milidonis & Shaun Wang, 2007, "Estimation of Distress Costs Associated with Downgrades Using Regimeswitching Models," North American Actuarial Journal, Taylor & Francis Journals, volume 11, issue 4, pages 42-60, DOI: 10.1080/10920277.2007.10597483.

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.

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.
  4. Kavussanos, Manolis G. & Marcoulis, Stelios N., 2004, "4. Cross-Industry Comparisons Of The Behaviour Of Stock Returns In Shipping, Transportation And Other Industries," Research in Transportation Economics, Elsevier, volume 12, issue 1, pages 107-142, January.

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. Kristen Monaco, 2003, "Risk and Return in Transportation and Other U.S. and Global Industries, Manolis G. Kavussanos and Stelios N. Marcoulis," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 22, issue 1, pages 93-95, February, DOI: 10.1023/A:1022126916331.

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. Manolis Kavussanos & Stelios Marcoulis & Angelos Arkoulis, 2002, "Macroeconomic factors and international industry returns," Applied Financial Economics, Taylor & Francis Journals, volume 12, issue 12, pages 923-931, DOI: 10.1080/09603100110069374.

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. Manolis G Kavussanos & Stelios N Marcoulis, 2000, "The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), volume 2, issue 3, pages 235-256, September.

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.

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.
  2. Manolis G. Kavussanos & Stelios N. Marcoulis, 1998, "Beta comparisons across industries—a Water transportation industry perspective," Maritime Policy & Management, Taylor & Francis Journals, volume 25, issue 2, pages 175-184, January, DOI: 10.1080/03088839800000027.

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. Kavussanos, Manolis G. & Marcoulis, Stelios N., 1997, "The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 33, issue 2, pages 147-158, June.
  4. Manolis G. Kavussanos & Stelios N. Marcoulis, 1997, "Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions," Maritime Policy & Management, Taylor & Francis Journals, volume 24, issue 2, pages 145-158, January, DOI: 10.1080/03088839700000066.

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.

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.

Books

2021

  1. Stelios Markoulis (ed.), 2021, "Financial Crises - A Selection of Readings," Books, IntechOpen, number 6649, ISBN: ARRAY(0x8d0239a8), January-J, DOI: 10.5772/intechopen.80791.

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).

1996

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

Chapters

2022

  1. Stelios Markoulis & Neophytos Vasiliou, 2022, "The Resilience of the Euro in the Era of COVID-19," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".

2021

  1. Stelios Markoulis, 2021, "Introductory Chapter: Financial Crises," Chapters, IntechOpen, in: Stelios Markoulis, "Financial Crises - A Selection of Readings", DOI: 10.5772/intechopen.93415.

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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