Stavros A. Zenios

Publications and Working Papers

Some of the working papers in this list are scheduled to appear in forthcoming issues of scholarly journals. Publication details, whenever known, are given on the first page of the version available here. The official version of the paper is the one to appear in print.

For a full list of publications, see full CV at the Biography page

The PROMETEIA model for fund management with guarantees
(with A. Consiglio and F. Cocco)

Scenario Optimization Asset and Liability Modeling for Endowments with Guarantees
(with A. Consiglio and F. Cocco)

Factor analysis and immunization in the corporate bond market
(with M. Bertocchi and R. Giacometti)

What drives the performance of financial institutions?
(with P.T. Harker)

Abstract

Operations, quality, and profitability in the provision of banking services
(with A. Soteriou)

Abstract:

Designing financial products via integrated simulation and optimization models
(with A. Consiglio)

Abstract:

Searcing for the value of quality in financial services
(with A. Soteriou)

Limited recourse in two-stage stochastic programs
(with P. Beraldi, R. Musmanno, C. Triki)

Scenario modeling for the management of international bond portfolios
(with A. Beltratti and A. Consiglio)

Abstract:

Last update: April 24, 2002 HERMES Webmaster