Nonlinear network programming on a vector supercomputer (abstract). - Stavros A. Zenios; John M. Mulvey (ACM Conference on Computer Science, 1986)

Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP. - Stavros A. Zenios; John M. Mulvey (Oper. Res., 1986)

Nonlinear programming on generalized networks. - David P. Ahlfeld; John M. Mulvey; Ron S. Dembo; Stavros A. Zenios (ACM Trans. Math. Softw., 1987)

The connection machines CM-1 and CM-2: solving nonlinear network problems. - Stavros A. Zenios; Robert Lasken (ICS, 1988)

Vectorization and multitasking of nonlinear network programming algorithms. - Stavros A. Zenios; John M. Mulvey (Math. Program., 1988)

A distributed algorithm for convex network optimization problems. - Stavros A. Zenios; John M. Mulvey (Parallel Comput., 1988)

An Optimal Parallel Implementation of a Quadratic Transportation Algorithm. - Mike McKenna; Stavros A. Zenios (PP, 1989)

Parallel Numerical Optimization: Current Status and an Annotated Bibliography. - Stavros A. Zenios (INFORMS J. Comput., 1989)

OR Practice - Large-Scale Nonlinear Network Models and Their Application. - Ron S. Dembo; John M. Mulvey; Stavros A. Zenios (Oper. Res., 1989)

Balancing large social accounting matrices with nonlinear network programming. - Stavros A. Zenios; Arne Drud; John M. Mulvey (Networks, 1989)

Bibliographic Section. - Vukan R. Vuchic; Stavros A. Zenios (Transp. Sci., 1989)

Matrix Balancing on a Massively Parallel Connection Machine. - Stavros A. Zenios (INFORMS J. Comput., 1990)

A Comparative Study of Algorithms for Matrix Balancing. - Michael H. Schneider; Stavros A. Zenios (Oper. Res., 1990)

Integrating network optimization capabilities into a high-level modeling language. - Stavros A. Zenios (ACM Trans. Math. Softw., 1990)

On the Massively Parallel Solution of Linear Network Flow Problems. - Søren S. Nielsen; Stavros A. Zenios (Network Flows And Matching, 1991)

On a Massively Parallel e-Relaxization Algorithm for Linear Transformation Problems. - Xiaoye S. Li; Stavros A. Zenios (ICPP (3), 1991)

An Investigation of the Effect of Problem Structure on Stochastic Programming Algorithms. - Søren S. Nielsen; Stavros A. Zenios (PP, 1991)

Financial Simulations On a Massively Parallel Connection Machine. - James M. Hutchinson; Stavros A. Zenios (Int. J. High Perform. Comput. Appl., 1991)

On the Massively Parallel Solution of the Assignment Problem. - Joel Wein; Stavros A. Zenios (J. Parallel Distributed Comput., 1991)

Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization. - Emmanuel D. Chajakis; Stavros A. Zenios (Parallel Comput., 1991)

On the Fine-Grain Decomposition of Multicommodity Transportation Problems. - Stavros A. Zenios (SIAM J. Optim., 1991)

Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems. - Stavros A. Zenios; Yair Censor (SIAM J. Optim., 1991)

Preface. - Osman Balci; Ramesh Sharda; Stavros A. Zenios (Computer Science and Operations Research, 1992)

Naval personnel Assignment: an Application of linear-quadratic penalty Methods. - Mustafa Ç. Pinar; Stavros A. Zenios (Computer Science and Operations Research, 1992)

Parallel Decomposition of multicommodity Flow Problems using Coercion Methods. - Ruijin Qi; Stavros A. Zenios (Computer Science and Operations Research, 1992)

Massively Parallel Algorithms for Singly Constrained Convex Programs. - Søren S. Nielsen; Stavros A. Zenios (INFORMS J. Comput., 1992)

Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm. - Mustafa Ç. Pinar; Stavros A. Zenios (INFORMS J. Comput., 1992)

Data structures for network algorithms on massively parallel architectures. - Søren S. Nielsen; Stavros A. Zenios (Parallel Comput., 1992)

Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization. - Stavros A. Zenios; Mustafa Ç. Pinar (SIAM J. Sci. Comput., 1992)

A model for portfolio management with mortgage-backed securities. - Stavros A. Zenios (Ann. Oper. Res., 1993)

Mean-absolute deviation portfolio optimization for mortgage-backed securities. - Stavros A. Zenios; Pan Kang (Ann. Oper. Res., 1993)

Proximal minimizations with D-functions and the massively parallel solution of linear network programs. - Søren S. Nielsen; Stavros A. Zenios (Comput. Optim. Appl., 1993)

Massively Parallel Proximal Algorithms for Solving Linear Stochastic Network Programs. - Søren S. Nielsen; Stavros A. Zenios (Int. J. High Perform. Comput. Appl., 1993)

A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems. - Søren S. Nielsen; Stavros A. Zenios (Oper. Res., 1993)

A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems. - Mustafa Ç. Pinar; Stavros A. Zenios (Parallel Algorithms Appl., 1993)

Data parallel computing for network-structured optimization problems. - Stavros A. Zenios (Comput. Optim. Appl., 1994)

Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities. - Kenneth J. Worzel; Christiana Vassiadou-Zeniou; Stavros A. Zenios (Oper. Res., 1994)

On the Scalability of Data-Parallel Decomposition Algorithms for Stochastic Programs. - Ruijin Qi; Stavros A. Zenios (J. Parallel Distributed Comput., 1994)

Parallel Factorization of Structured Matrices Arising in Stochastic Programming. - Elizabeth R. Jessup; Dafeng Yang; Stavros A. Zenios (SIAM J. Optim., 1994)

On Smoothing Exact Penalty Functions for Convex Constrained Optimization. - Mustafa Ç. Pinar; Stavros A. Zenios (SIAM J. Optim., 1994)

A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows. - Mustafa Ç. Pinar; Stavros A. Zenios (ACM Trans. Math. Softw., 1994)

Preface. - Hercules Vladimirou; Stavros A. Zenios; Roger J.-B. Wets (Ann. Oper. Res., 1995)

Asset/liability management under uncertainty for fixed-income securities. - Stavros A. Zenios (Ann. Oper. Res., 1995)

The Productivity of Financial Intermediation and the Technology of Financial Product Management. - Martin R. Holmer; Stavros A. Zenios (Oper. Res., 1995)

Robust Optimization of Large-Scale Systems. - John M. Mulvey; Robert J. Vanderbei; Stavros A. Zenios (Oper. Res., 1995)

Parallelization Strategies of a Row-action Method for Multicommodity Network Flow Problems. - Yair Censor; Emmanuel D. Chajakis; Stavros A. Zenios (Parallel Algorithms Appl., 1995)

Data Parallel Quadratic Programming on Box-Constrained Problems. - Mike McKenna; Jill P. Mesirov; Stavros A. Zenios (SIAM J. Optim., 1995)

Massively Parallel Computations in Finance. - Stavros A. Zenios (Applications on Advanced Architecture Computers, 1996)

Solving multistage stochastic network programs on massively parallel computers. - Søren S. Nielsen; Stavros A. Zenios (Math. Program., 1996)

A stochastic programming model for funding single premium deferred annuities. - Søren S. Nielsen; Stavros A. Zenios (Math. Program., 1996)

A Scalable Parallel Interior Point Algorithm for Stochastic Linear Programming and Robust Optimization. - Dafeng Yang; Stavros A. Zenios (Comput. Optim. Appl., 1997)

Scalable Parallel Benders Decomposition for Stochastic Linear Programming. - Søren S. Nielsen; Stavros A. Zenios (Parallel Comput., 1997)

An interior point method with Bregman functions for the variational inequality problem with paramonotone operators. - Yair Censor; Alfredo N. Iusem; Stavros A. Zenios (Math. Program., 1998)

Scenario modeling for the management ofinternational bond portfolios. - Andrea Beltratti; Andrea Consiglio; Stavros A. Zenios (Ann. Oper. Res., 1999)

Scalable parallel computations forlarge-scale stochastic programming. - Hercules Vladimirou; Stavros A. Zenios (Ann. Oper. Res., 1999)

Using data envelopment analysis for costing bank products. - Andreas C. Soteriou; Stavros A. Zenios (Eur. J. Oper. Res., 1999)

Benchmarks of the Efficiency of Bank Branches. - Christiana V. Zenios; Stavros A. Zenios; Kostas Agathocleous; Andreas C. Soteriou (Interfaces, 1999)

Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models. - Andrea Consiglio; Stavros A. Zenios (Oper. Res., 1999)

High-performance computing in finance: The last 10 years and the next. - Stavros A. Zenios (Parallel Comput., 1999)

Integrated simulation and optimization models for tracking international fixed income indices. - Andrea Consiglio; Stavros A. Zenios (Math. Program., 2001)

www.Personal_Asset_Allocation. - Andrea Consiglio; Flavio Cocco; Stavros A. Zenios (Interfaces, 2004)

Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model. - C. Frangos; Stavros A. Zenios; Y. Yavin (Math. Comput. Model., 2004)

24. Optimization Models for Structuring Index Funds. - Stavros A. Zenios (Applications of Stochastic Programming, 2005)

Risk factor analysis and portfolio immunization in the corporate bond market. - Marida Bertocchi; Rosella Giacometti; Stavros A. Zenios (Eur. J. Oper. Res., 2005)

Estimation of asset demands by heterogeneous agents. - Rita Laura D'Ecclesia; Stavros A. Zenios (Eur. J. Oper. Res., 2005)

On the simulation of portfolios of interest rate and credit risk sensitive securities. - Norbert J. Jobst; Stavros A. Zenios (Eur. J. Oper. Res., 2005)

Scenario optimization asset and liability modelling for individual investors. - Andrea Consiglio; Flavio Cocco; Stavros A. Zenios (Ann. Oper. Res., 2007)

Credit risk optimization using factor models. - David Saunders; Costas Xiouros; Stavros A. Zenios (Ann. Oper. Res., 2007)

Asset and liability modelling for participating policies with guarantees. - Andrea Consiglio; Flavio Cocco; Stavros A. Zenios (Eur. J. Oper. Res., 2008)

A dynamic stochastic programming model for international portfolio management. - Nikolas Topaloglou; Hercules Vladimirou; Stavros A. Zenios (Eur. J. Oper. Res., 2008)

Feature Cluster: Operational Research for Risk Management. - Stavros A. Zenios; David Saunders (Eur. J. Oper. Res., 2008)

Stochastic Programming: Parallel Factorization of Structured Matrices. - Hercules Vladimirou; Stavros A. Zenios (Encyclopedia of Optimization, 2009)

Robust Optimization. - Stavros A. Zenios (Encyclopedia of Optimization, 2009)

Portfolio diversification in the sovereign credit swap markets. - Andrea Consiglio; Somayyeh Lotfi; Stavros A. Zenios (Ann. Oper. Res., 2018)

Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances. - Somayyeh Lotfi; Stavros A. Zenios (Eur. J. Oper. Res., 2018)

Preface: application of operations research to financial markets. - Ioannis Kyriakou; Athanasios A. Pantelous; Georgios Sermpinis; Stavros A. Zenios (Ann. Oper. Res., 2019)

Integrated dynamic models for hedging international portfolio risks. - Nikolas Topaloglou; Hercules Vladimirou; Stavros A. Zenios (Eur. J. Oper. Res., 2020)

Risk Management for Sustainable Sovereign Debt Financing. - Stavros A. Zenios; Andrea Consiglio; Marialena Athanasopoulou; Edmund Moshammer; Angel Gavilan; Aitor Erce (Oper. Res., 2021)

Auditing Public Debt Using Risk Management. - Andrea Consiglio; Akis Kikas; Odysseas P. Michaelides; Stavros A. Zenios (INFORMS J. Appl. Anal., 2024)

Hedging political risk in international portfolios. - Somayyeh Lotfi; Giovanni Pagliardi; Efstathios Paparoditis; Stavros A. Zenios (Eur. J. Oper. Res., 2025)