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Asset and liability modelling for participating policies with guarantees
Consiglio, Andrea; Cocco, Flavio; Zenios, Stavros A. - In: European Journal of Operational Research 186 (2008) 1, pp. 380-404
Persistent link: https://www.econbiz.de/10005284086
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A smooth penalty function algorithm for network-structured problems
Zenios, Stavros A.; Pinar, Mustafa C.; Dembo, Ron S. - In: European Journal of Operational Research 83 (1995) 1, pp. 220-236
Persistent link: https://www.econbiz.de/10005329661
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Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida; Giacometti, Rosella; Zenios, Stavros A. - In: European Journal of Operational Research 161 (2005) 2, pp. 348-363
Persistent link: https://www.econbiz.de/10005337763
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Network based models for air-traffic control
Zenios, Stavros A. - In: European Journal of Operational Research 50 (1991) 2, pp. 166-178
Persistent link: https://www.econbiz.de/10005337958
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Using data envelopment analysis for costing bank products
Soteriou, Andreas C.; Zenios, Stavros A. - In: European Journal of Operational Research 114 (1999) 2, pp. 234-248
Persistent link: https://www.econbiz.de/10005094957
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A stochastic programming model for money management
Golub, Bennett; Holmer, Martin; McKendall, Raymond; … - In: European Journal of Operational Research 85 (1995) 2, pp. 282-296
Persistent link: https://www.econbiz.de/10005158492
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On the simulation of portfolios of interest rate and credit risk sensitive securities
Jobst, Norbert J.; Zenios, Stavros A. - In: European Journal of Operational Research 161 (2005) 2, pp. 298-324
Persistent link: https://www.econbiz.de/10005158563
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A dynamic stochastic programming model for international portfolio management
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: European Journal of Operational Research 185 (2008) 3, pp. 1501-1524
Persistent link: https://www.econbiz.de/10005283434
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Feature Cluster: Operational Research for Risk Management
Zenios, Stavros A.; Saunders, David - In: European Journal of Operational Research 185 (2008) 3, pp. 1402-1403
Persistent link: https://www.econbiz.de/10005284215
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Data-level parallel solution of min-cost network flow problems using [epsilon]-relaxations
Li, Xiaoye; Zenios, Stavros A. - In: European Journal of Operational Research 79 (1994) 3, pp. 474-488
Persistent link: https://www.econbiz.de/10005287465