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Stavros A. Zenios

Stavros A. Zenios

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Engineering and Technology
Cyprus
2025

D-Index & Metrics

Engineering and Technology

D-Index
52
Citations
11371
World Ranking
3584
National Ranking
3

Research.com Recognitions

  • 2025 - Research.com Engineering and Technology in Cyprus Leader Award
  • 2020 - Fellow of the Institute for Operations Research and the Management Sciences (INFORMS)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)
  • Fellow of the Financial Institutions Center (FIC)

Overview

Stavros A. Zenios is affiliated with the University of Cyprus in Cyprus and has published extensively in the fields of Economics, Econometrics, and Finance. Their research spans several subfields, including Finance, Economics and Econometrics, Management Science and Operations Research, and Accounting.

Their work covers a range of topics, notably Fiscal Policies and Political Economy, Credit Risk and Financial Regulations, Monetary Policy and Economic Impact, Global Financial Crisis and Policies, Risk and Portfolio Optimization, Climate Change Policy and Economics, and Sustainable Finance and Green Bonds.

Recent publications by Stavros A. Zenios include the following papers:

  • "The risks from climate change to sovereign debt," 2022, Climatic Change
  • "Risk Management for Sustainable Sovereign Debt Financing," 2021, Operations Research
  • "The risks from climate change to sovereign debt in Europe," 2021, SSRN Electronic Journal

Their research also appears in frequent publication venues such as SSRN Electronic Journal, with 15 papers, Annals of Operations Research, Climatic Change, Operations Research, and Journal of Empirical Finance.

Stavros A. Zenios has collaborated regularly with several co-authors, including:

  • Andrea Consiglio
  • Somayyeh Lotfi
  • Giovanni Pagliardi
  • Enrique Alberola
  • Gong Cheng

They have been recognized by their peers with distinctions including being named a Fellow of the Institute for Operations Research and the Management Sciences (INFORMS) in 2020, as well as a Fellow of the Financial Institutions Center (FIC).

Best Publications

  • Robust Optimization of Large-Scale Systems

    John M. Mulvey;Robert J. Vanderbei;Stavros A. Zenios

  • Parallel Optimization: Theory, Algorithms, and Applications

    Yair Al Censor;Stavros A. Zenios

  • Operations, Quality, and Profitability in the Provision of Banking Services

    Andreas Soteriou;Stavros A. Zenios

  • Proximal minimization algorithm with D -functions

    Y. Censor;S. A. Zenios

  • A comparative study of algorithms for matrix balancing

    Michael H. Schneider;Stavros A. Zenios

  • Performance of financial institutions : efficiency, innovation, regulation

    Patrick T. Harker;Stavros Andrea Zenios

  • Robust Optimization for Power Systems Capacity Expansion under Uncertainty

    Scott A. Malcolm;Stavros A. Zenios

  • CVaR models with selective hedging for international asset allocation

    Nikolas Topaloglou;Hercules Vladimirou;Stavros A. Zenios

  • An interior point method with Bregman functions for the variational inequality problem with paramonotone operators

    Yair Censor;Alfredo N. Iusem;Stavros A. Zenios

  • On Smoothing Exact Penalty Functions for Convex Constrained Optimization

    Mustafa Ç. Pinar;Stavros A. Zenios

  • Benchmarks of the Efficiency of Bank Branches

    Christiana V. Zenios;Stavros A. Zenios;Kostas Agatholeous;Andreas C. Soteriou

  • A dynamic stochastic programming model for international portfolio management

    Nikolas Topaloglou;Hercules Vladimirou;Stavros A. Zenios

  • A stochastic programming model for money management

    Bennett Golub;Martin Holmer;Raymond McKendall;Lawrence Pohlman

  • Dynamic models for fixed-income portfolio management under uncertainty

    Stavros A Zenios;Martin R Holmer;Raymond McKendall;Christiana Vassiadou-Zeniou

  • Mean-absolute deviation portfolio optimization for mortgage-backed securities

    Stavros A. Zenios;Pan Kang

  • Stochastic programming models for asset liability management

    Roy Kouwenberg;Stavros A. Zenios;Stavros A. Zenios

  • OR Practice-Large-Scale Nonlinear Network Models and Their Application

    Ron S. Dembo;John M. Mulvey;Stavros A. Zenios

  • Using data envelopment analysis for costing bank products

    Andreas C. Soteriou;Stavros A. Zenios

  • Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities

    Kenneth J. Worzel;Christiana Vassiadou-Zeniou;Stavros A. Zenios

  • Financial optimization: Models

    Unknown

  • On the proximal minimization algorithm with D-Functions

    Yair Censor;Stavros A. Zenios

Frequent Co-Authors

Yair Censor
Yair Censor University of Haifa
William T. Ziemba
William T. Ziemba University of British Columbia
Uriel G. Rothblum
Uriel G. Rothblum Technion – Israel Institute of Technology
Andrea Beltratti
Andrea Beltratti Bocconi University
Gautam Mitra
Gautam Mitra University College London
Alfredo N. Iusem
Alfredo N. Iusem Fundação Getulio Vargas
Dimitri P. Bertsekas
Dimitri P. Bertsekas Arizona State University
Stein W. Wallace
Stein W. Wallace Norwegian School of Economics
David A. Castanon
David A. Castanon Boston University
Patrick T. Harker
Patrick T. Harker Federal Reserve Bank of Philadelphia

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