A dynamic stochastic programming model for international portfolio management

JOURNAL ARTICLE published March 2008 in European Journal of Operational Research

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Integrated Dynamic Models for Hedging International Portfolio Risks

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Integrated dynamic models for hedging international portfolio risks

JOURNAL ARTICLE published August 2020 in European Journal of Operational Research

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Stochastic Programming: Parallel Factorization of Structured Matrices

BOOK CHAPTER published 2008 in Encyclopedia of Optimization

Authors: Hercules Vladimirou | Stavros A. Zenios

Incorporating Derivative Securities in International Portfolios

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Stochastic Programming and Robust Optimization

BOOK CHAPTER published 1997 in International Series in Operations Research & Management Science

Authors: Hercules Vladimirou | Stavros A. Zenios

Pricing options on scenario trees

JOURNAL ARTICLE published February 2008 in Journal of Banking & Finance

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Controlling Currency Risk with Options or Forwards

BOOK CHAPTER published 2008 in Handbook of Financial Engineering

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Stochastic Programming: Parallel Factorization of Structured Matrices

BOOK CHAPTER published 2001 in Encyclopedia of Optimization

Authors: Hercules Vladimirou | Stavros A. Zenios

Optimizing international portfolios with options and forwards

JOURNAL ARTICLE published December 2011 in Journal of Banking & Finance

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Parallel Algorithms for Large-Scale Stochastic Programming

BOOK CHAPTER published 1997 in Applied Optimization

Authors: Hercules Vladimirou | Stavros A. Zenios

A model for portfolio management with mortgage-backed securities

JOURNAL ARTICLE published June 1993 in Annals of Operations Research

Authors: Stavors A. Zenios

Preface

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Hercules Vladimirou | Stavros A. Zenios | Roger J-B Wets

Stochastic linear programs with restricted recourse

JOURNAL ARTICLE published August 1997 in European Journal of Operational Research

Authors: Hercules Vladimirou | Stavros A. Zenios

CVaR models with selective hedging for international asset allocation

JOURNAL ARTICLE published July 2002 in Journal of Banking & Finance

Authors: Nikolas Topaloglou | Hercules Vladimirou | Stavros A. Zenios

Stochastic programming models for asset liability management

BOOK CHAPTER published 2008 in Handbook of Asset and Liability Management

Authors: Roy Kouwenberg | Stavros A. Zenios

Use of stochastic and mathematical programming in portfolio theory and practice

JOURNAL ARTICLE published February 2009 in Annals of Operations Research

Authors: William T. Ziemba

Stability analysis of portfolio management with conditional value-at-risk

JOURNAL ARTICLE published August 2007 in Quantitative Finance

Authors: Michal Kaut | Hercules Vladimirou | Stein W. Wallace | Stavros A. Zenios

A stochastic programming model for money management

JOURNAL ARTICLE published September 1995 in European Journal of Operational Research

Authors: Bennett Golub | Martin Holmer | Raymond McKendall | Lawrence Pohlman | Stavros A. Zenios

24. Optimization Models for Structuring Index Funds

BOOK CHAPTER published January 2005 in Applications of Stochastic Programming

Authors: Stavros A. Zenios