Stavros A. Zenios
18 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0001-7576-4898
University of Cyprus, Nicosia 2109, Cyprus; Wharton Financial Institutions Center, University of Pennsylvania, Philadelphia 19104
Publications
- Risk Management for Sustainable Sovereign Debt Financing — Operations Research 2021
- Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models — Operations Research 1999
- Operations, Quality, and Profitability in the Provision of Banking Services — Management Science 1999
- Robust Optimization of Large-Scale Systems — Operations Research 1995
- The Productivity of Financial Intermediation and the Technology of Financial Product Management — Operations Research 1995
- Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities — Operations Research 1994
- Capturing the Correlations of Fixed-income Instruments — Management Science 1994
- A Network Model to Maximize Navy Personnel Readiness and Its Solution — Management Science 1994
- A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems — Operations Research 1993
- Complete Prepayment Models for Mortgage-Backed Securities — Management Science 1992
- Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm — ORSA Journal on Computing 1992
- Massively Parallel Algorithms for Singly Constrained Convex Programs — ORSA Journal on Computing 1992
- Introduction to the Focused Issue on Financial Modeling — Management Science 1992
- A Comparative Study of Algorithms for Matrix Balancing — Operations Research 1990
- Matrix Balancing on a Massively Parallel Connection Machine — ORSA Journal on Computing 1990
- Parallel Numerical Optimization: Current Status and an Annotated Bibliography — ORSA Journal on Computing 1989
- OR Practice—Large-Scale Nonlinear Network Models and Their Application — Operations Research 1989
- Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP — Operations Research 1986