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Stavros A. Zenios

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Personal Details

First Name:Stavros
Middle Name:A.
Last Name:Zenios
Suffix:
RePEc Short-ID:pas152
http://zenios.wordpress.com
about.me/Zenios
+35722893605
Twitter:
Nicosia, Cyprus
http://www.pba.ucy.ac.cy/

: +357 22893605
+357-22-895032
P.O. Box 20537, CY-1678 Nicosia
RePEc:edi:pbucycy (more details at EDIRC)
Philadelphia, Pennsylvania (United States)
http://fic.wharton.upenn.edu/

: 215.898.1279
215.573.8757
3301 Steinberg Hall-Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104.6367
RePEc:edi:fiupaus (more details at EDIRC)
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  1. Consiglio, Andrea & Zenios, Stavros A., 2014. "Risk Management Optimization for Sovereign Debt Restructuring," Working Papers 14-10, University of Pennsylvania, Wharton School, Weiss Center.
  2. 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.
  3. Zenios, Stavros A., 2014. "Fairness and Reflexivity in the Cyprus Bail-In," Working Papers 14-04, University of Pennsylvania, Wharton School, Weiss Center.
  4. 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.
  5. 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.
  6. 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.
  7. Norbert Jobst & Stavros A. Zenios, 2001. "The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios," Center for Financial Institutions Working Papers 01-24, Wharton School Center for Financial Institutions, University of Pennsylvania.
  8. Norbert Jobst & Stavros A. Zenios, 2001. "Extending Credit Risk (Pricing) Models for the Simulation of Portfolios of Interest Rate and Credit Risk Sensitive Securities," Center for Financial Institutions Working Papers 01-25, Wharton School Center for Financial Institutions, University of Pennsylvania.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Stavros Zenios & Andreas Soteriou, . "Efficiency, Profitability and Quality of Banking Services," Center for Financial Institutions Working Papers 97-28, Wharton School Center for Financial Institutions, University of Pennsylvania.
  1. 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.
  2. Andrea Consiglio & Stavros Zenios, 2015. "Risk profiles for re-profiling sovereign debt," Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 2-26.
  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. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. 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.
  23. 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.
  24. Zenios, Stavros A., 2003. "High-performance computing for financial planning," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 907-908, April.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. 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.
  38. John M. Mulvey & Stavros A. Zenios, 1994. "Capturing the Correlations of Fixed-income Instruments," Management Science, INFORMS, vol. 40(10), pages 1329-1342, October.
  39. Pan Kang & Stavros A. Zenios, 1992. "Complete Prepayment Models for Mortgage-Backed Securities," Management Science, INFORMS, vol. 38(11), pages 1665-1685, November.
  40. Zenios, Stavros A., 1991. "Network based models for air-traffic control," European Journal of Operational Research, Elsevier, vol. 50(2), pages 166-178, January.
  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.
  1. Harker,Patrick T. & Zenios,Stavros A. (ed.), 2000. "Performance of Financial Institutions," Cambridge Books, Cambridge University Press, number 9780521777674, November.
  2. Harker,Patrick T. & Zenios,Stavros A. (ed.), 2000. "Performance of Financial Institutions," Cambridge Books, Cambridge University Press, number 9780521771542, November.
  3. Zenios,Stavros A. (ed.), 1996. "Financial Optimization," Cambridge Books, Cambridge University Press, number 9780521577779, November.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ACC: Accounting & Auditing (5) 2001-07-23 2001-07-23 2001-07-23 2001-07-23 2001-08-30. Author is listed
  2. NEP-FIN: Finance (3) 2001-07-23 2001-07-30 2001-08-30. Author is listed
  3. NEP-FMK: Financial Markets (2) 2001-07-23 2001-07-23
  4. NEP-GER: German Papers (2) 2015-08-30 2015-08-30
  5. NEP-CBA: Central Banking (1) 2015-08-30
  6. NEP-CMP: Computational Economics (1) 2001-08-30
  7. NEP-IAS: Insurance Economics (1) 2001-07-23
  8. NEP-MAC: Macroeconomics (1) 2015-08-30
  9. NEP-RMG: Risk Management (1) 2015-09-05
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