Stavros A. Zenios

Publication Activity (10 Years)

Years Active: 1986-2024
Publications (10 Years): 6

Top Topics

Financial Markets

Risk Management

Information Security Management

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

INFORMS J. Appl. Anal.

Publications

Andrea Consiglio, Akis Kikas, Odysseas P. Michaelides, Stavros A. Zenios
Auditing Public Debt Using Risk Management. INFORMS J. Appl. Anal. 54 (2) (2024)
Stavros A. Zenios, Andrea Consiglio, Marialena Athanasopoulou, Edmund Moshammer, Angel Gavilan, Aitor Erce
Risk Management for Sustainable Sovereign Debt Financing. Oper. Res. 69 (3) (2021)
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
Integrated dynamic models for hedging international portfolio risks. Eur. J. Oper. Res. 285 (1) (2020)
Ioannis Kyriakou, Athanasios A. Pantelous, Georgios Sermpinis, Stavros A. Zenios
Preface: application of operations research to financial markets. Ann. Oper. Res. 282 (1-2) (2019)
Somayyeh Lotfi, Stavros A. Zenios
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances. Eur. J. Oper. Res. 269 (2) (2018)
Andrea Consiglio, Somayyeh Lotfi, Stavros A. Zenios
Portfolio diversification in the sovereign credit swap markets. Ann. Oper. Res. 266 (1-2) (2018)
Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios
A dynamic stochastic programming model for international portfolio management. Eur. J. Oper. Res. 185 (3) (2008)
Stavros A. Zenios, David Saunders
Feature Cluster: Operational Research for Risk Management. Eur. J. Oper. Res. 185 (3) (2008)
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
Asset and liability modelling for participating policies with guarantees. Eur. J. Oper. Res. 186 (1) (2008)
David Saunders, Costas Xiouros, Stavros A. Zenios
Credit risk optimization using factor models. Ann. Oper. Res. 152 (1) (2007)
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
Scenario optimization asset and liability modelling for individual investors. Ann. Oper. Res. 152 (1) (2007)
Rita Laura D'Ecclesia, Stavros A. Zenios
Estimation of asset demands by heterogeneous agents. Eur. J. Oper. Res. 161 (2) (2005)
Marida Bertocchi, Rosella Giacometti, Stavros A. Zenios
Risk factor analysis and portfolio immunization in the corporate bond market. Eur. J. Oper. Res. 161 (2) (2005)
Norbert J. Jobst, Stavros A. Zenios
On the simulation of portfolios of interest rate and credit risk sensitive securities. Eur. J. Oper. Res. 161 (2) (2005)
C. Frangos, Stavros A. Zenios, Y. Yavin
Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model. Math. Comput. Model. 40 (3-4) (2004)
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
www.Personal_Asset_Allocation. Interfaces 34 (4) (2004)
Andrea Consiglio, Stavros A. Zenios
Integrated simulation and optimization models for tracking international fixed income indices. Math. Program. 89 (2) (2001)
Christiana V. Zenios, Stavros A. Zenios, Kostas Agathocleous, Andreas C. Soteriou
Benchmarks of the Efficiency of Bank Branches. Interfaces 29 (3) (1999)
Andrea Consiglio, Stavros A. Zenios
Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models. Oper. Res. 47 (2) (1999)
Andreas C. Soteriou, Stavros A. Zenios
Using data envelopment analysis for costing bank products. Eur. J. Oper. Res. 114 (2) (1999)
Stavros A. Zenios
High-performance computing in finance: The last 10 years and the next. Parallel Comput. 25 (13-14) (1999)
Hercules Vladimirou, Stavros A. Zenios
Scalable parallel computations forlarge-scale stochastic programming. Ann. Oper. Res. 90 (1999)
Andrea Beltratti, Andrea Consiglio, Stavros A. Zenios
Scenario modeling for the management ofinternational bond portfolios. Ann. Oper. Res. 85 (1999)
Yair Censor, Alfredo N. Iusem, Stavros A. Zenios
An interior point method with Bregman functions for the variational inequality problem with paramonotone operators. Math. Program. 81 (1998)
Dafeng Yang, Stavros A. Zenios
A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization. Comput. Optim. Appl. 7 (1) (1997)
Søren S. Nielsen, Stavros A. Zenios
Scalable Parallel Benders Decomposition for Stochastic Linear Programming. Parallel Comput. 23 (8) (1997)
Søren S. Nielsen, Stavros A. Zenios
Solving multistage stochastic network programs on massively parallel computers. Math. Program. 73 (1996)
Søren S. Nielsen, Stavros A. Zenios
A stochastic programming model for funding single premium deferred annuities. Math. Program. 75 (1996)
Martin R. Holmer, Stavros A. Zenios
The Productivity of Financial Intermediation and the Technology of Financial Product Management. Oper. Res. 43 (6) (1995)
Hercules Vladimirou, Stavros A. Zenios, Roger J.-B. Wets
Preface. Ann. Oper. Res. 59 (1) (1995)
John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios
Robust Optimization of Large-Scale Systems. Oper. Res. 43 (2) (1995)
Stavros A. Zenios
Asset/liability management under uncertainty for fixed-income securities. Ann. Oper. Res. 59 (1) (1995)
Yair Censor, Emmanuel D. Chajakis, Stavros A. Zenios
Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems. Parallel Algorithms Appl. 6 (2-3) (1995)
Mike McKenna, Jill P. Mesirov, Stavros A. Zenios
Data Parallel Quadratic Programming on Box-Constrained Problems. SIAM J. Optim. 5 (3) (1995)
Stavros A. Zenios
Data parallel computing for network-structured optimization problems. Comput. Optim. Appl. 3 (3) (1994)
Mustafa Ç. Pinar, Stavros A. Zenios
A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows. ACM Trans. Math. Softw. 20 (4) (1994)
Ruijin Qi, Stavros A. Zenios
On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs. J. Parallel Distributed Comput. 22 (3) (1994)
Elizabeth R. Jessup, Dafeng Yang, Stavros A. Zenios
Parallel Factorization of Structured Matrices Arising in Stochastic Programming. SIAM J. Optim. 4 (4) (1994)
Kenneth J. Worzel, Christiana Vassiadou-Zeniou, Stavros A. Zenios
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities. Oper. Res. 42 (2) (1994)
Mustafa Ç. Pinar, Stavros A. Zenios
On Smoothing Exact Penalty Functions for Convex Constrained Optimization. SIAM J. Optim. 4 (3) (1994)
Søren S. Nielsen, Stavros A. Zenios
A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems. Oper. Res. 41 (2) (1993)
Stavros A. Zenios, Pan Kang
Mean-absolute deviation portfolio optimization for mortgage-backed securities. Ann. Oper. Res. 45 (1) (1993)
Søren S. Nielsen, Stavros A. Zenios
Massively Parallel Proximal Algorithms for Solving Linear Stochastic Network Programs. Int. J. High Perform. Comput. Appl. 7 (4) (1993)
Stavros A. Zenios
A model for portfolio management with mortgage-backed securities. Ann. Oper. Res. 43 (6) (1993)
Mustafa Ç. Pinar, Stavros A. Zenios
A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems. Parallel Algorithms Appl. 1 (4) (1993)
Søren S. Nielsen, Stavros A. Zenios
-functions and the massively parallel solution of linear network programs. Comput. Optim. Appl. 1 (4) (1993)
Stavros A. Zenios, Mustafa Ç. Pinar
Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization. SIAM J. Sci. Comput. 13 (5) (1992)
Søren S. Nielsen, Stavros A. Zenios
Data structures for network algorithms on massively parallel architectures. Parallel Comput. 18 (9) (1992)
Mustafa Ç. Pinar, Stavros A. Zenios
Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm. INFORMS J. Comput. 4 (3) (1992)
Søren S. Nielsen, Stavros A. Zenios
Massively Parallel Algorithms for Singly Constrained Convex Programs. INFORMS J. Comput. 4 (2) (1992)
James M. Hutchinson, Stavros A. Zenios
Financial Simulations On a Massively Parallel Connection Machine. Int. J. High Perform. Comput. Appl. 5 (2) (1991)
Søren S. Nielsen, Stavros A. Zenios
An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms. PPSC (1991)
Emmanuel D. Chajakis, Stavros A. Zenios
Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization. Parallel Comput. 17 (8) (1991)
Joel Wein, Stavros A. Zenios
On the Massively Parallel Solution of the Assignment Problem. J. Parallel Distributed Comput. 13 (2) (1991)
Søren S. Nielsen, Stavros A. Zenios
On the Massively Parallel Solution of Linear Network Flow Problems. Network Flows And Matching (1991)
Xiaoye S. Li, Stavros A. Zenios
On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems. ICPP (3) (1991)
Stavros A. Zenios
On the Fine-Grain Decomposition of Multicommodity Transportation Problems. SIAM J. Optim. 1 (4) (1991)
Stavros A. Zenios, Yair Censor
Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems. SIAM J. Optim. 1 (3) (1991)
Michael H. Schneider, Stavros A. Zenios
A Comparative Study of Algorithms for Matrix Balancing. Oper. Res. 38 (3) (1990)
Stavros A. Zenios
Integrating network optimization capabilities into a high-level modeling language. ACM Trans. Math. Softw. 16 (2) (1990)
Stavros A. Zenios
Matrix Balancing on a Massively Parallel Connection Machine. INFORMS J. Comput. 2 (2) (1990)
Stavros A. Zenios
Parallel Numerical Optimization: Current Status and an Annotated Bibliography. INFORMS J. Comput. 1 (1) (1989)
Ron S. Dembo, John M. Mulvey, Stavros A. Zenios
OR Practice - Large-Scale Nonlinear Network Models and Their Application. Oper. Res. 37 (3) (1989)
Mike McKenna, Stavros A. Zenios
An Optimal Parallel Implementation of a Quadratic Transportation Algorithm. PPSC (1989)
Stavros A. Zenios, Arne Drud, John M. Mulvey
Balancing large social accounting matrices with nonlinear network programming. Networks 19 (5) (1989)
Vukan R. Vuchic, Stavros A. Zenios
Bibliographic Section. Transp. Sci. 23 (4) (1989)
Stavros A. Zenios, Robert Lasken
The connection machines CM-1 and CM-2: solving nonlinear network problems. ICS (1988)
Stavros A. Zenios, John M. Mulvey
Vectorization and multitasking of nonlinear network programming algorithms. Math. Program. 42 (1-3) (1988)
Stavros A. Zenios, John M. Mulvey
A distributed algorithm for convex network optimization problems. Parallel Comput. 6 (1) (1988)
David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios
Nonlinear programming on generalized networks. ACM Trans. Math. Softw. 13 (4) (1987)
Stavros A. Zenios, John M. Mulvey
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP. Oper. Res. 34 (5) (1986)
Stavros A. Zenios, John M. Mulvey
Nonlinear network programming on a vector supercomputer (abstract). ACM Conference on Computer Science (1986)