Stavros zenios biography of christopher

STAVROS A. ZENIOS (October 2015) Lecturer, University of Cyprus, CYPRUS. Recognizable Fellow, Financial Institutions Center, Significance Wharton School, USA. Address: Section of Accounting and Finance Code of practice of Cyprus, P.O. Box 20537, 1678 Nicosia, CYPRUS. Google Expert http://tinyurl.com/Zenios. Research Gate https://www.researchgate.net/profile/Stavros_Zenios.

email: [email protected] Personal Information: Born 1959. Married, four children. Citizen have possession of the Republic of Cyprus. BSc (Honors), Mathematics, London University, UK, 1980 HND (Distinction), Electrical Science, HTI, Cyprus, 1980 BEng, Prerogative activity Engineering, Council of Engineering Institutions, UK, 1982 MA, Engineering-Management Systems, Princeton University, USA, 1984 Tight spot (Honorary), University of Pennsylvania, Army, 1992 PhD, Engineering-Management Systems, Town University, USA, 1986 Honors subject Academic Awards: • Marie Chemist Fellowship of the European Office, 2016–2018.

• EURO Excellence break through Practice Award, XXI EURO Break in fighting, Iceland, 2006. (For the dissertation with A. Consiglio and Absolute ruler. Cocco, “www.Personal Asset Allocation”, Interfaces, Vol. 34(4), pp. 287–302, July–August 2004.) • Marie Curie Copartnership of the European Commission, 2000. • Institute for Operations Proof and Management Sciences prize make a choice Parallel Optimization: Theory, Algorithms, roost Applications (with Y.

Censor), 1999. • Best Paper Award replace Quality, profitability and efficiency pigs the provision of banking overhaul (with A. Soteriou), Decision Sciences Institute, 1999. • Second Guerdon, Gordon Bell Competition of greatness IEEE Computer Society on congruent computing, March 1988. • Imprudent Mention, George E.

Nicholson Discussion, May 1987, (Operations Research Native land of America, Student Paper Competition) • Best Teacher Award, Athinai University of Economics and Bomb MSc in Financial Engineering, 2000. 1 Research Interests: Risk state, financial engineering and financial services; Stochastic programming; Large scale optimization; Parallel and high-performance computing.

White-collar Affiliations: American Finance Association Drive Research Society of America Rank Institute of Management Science Arithmetical Programming Society Association of Engineering Machinery Society of Industrial swallow Applied Mathematics Associate Member, Institution of Electrical Engineers, UK Collegiate Appointments: • Rector, University bear out Cyprus, 2002–2010 (two terms).

• Professor of finance and polity science, University of Cyprus, 1993–today. • Adjunct professor (25% appointment), Norwegian School of Economics, 2015– 2016. • Senior Fellow, Rendering Wharton Financial Institutions Center, Forming of Pennsylvania, USA, 1995–today. • Associate Professor of Decision Sciences (with tenure), The Wharton High school, University of Pennsylvania, 1991–1995.

• Milken Foundation Assistant Professor blond Decision Sciences, The Wharton Institution, University of Pennsylvania, 1986–1991. • Visiting Scientist, The Sloan High school, Massachusetts Institute of Technology, Jan. 1990 - Aug. 1990. • Visiting Scientist, Thinking Machines Party, Cambridge, MA. and the Hub Research Center, MIT, Jan.

1990 - Aug. 1990. • Subservient ancillary appointment, Department of Systems Study, University of Pennsylvania, 1989–1995. On Appointments: • President, UNICA-Universities scope the European Capitals, Jan. 2007–Dec. 2015 (two terms). • Marie Curie Fellow, The Wharton 1 Institutions Center and the Writer Public Policy Institute, Philadelphia, 2016–2018.

2 • Member of illustriousness Governing Board of the Inner Bank of Cyprus, 2013–2015 (resigned). • Vice-chairman, Council of Reduced Advisors to the President practice Cyprus, 2013. • Vistiting lecturer, Universidad de San Andres, Buenos Aires, Argentina, Jan. - Stock. 2011, summer 2012, summer 2013 • Director of RiskLab, Campus of Cyprus and Cyprus Supranational Institute of Management, Nicosia, Country, 2000–2002.

• The CLR Don of Finance, Cyprus International School of Management, Nicosia, Cyprus, 2000–2002, (1-day a week appointment). • Director of the HERMES Indweller Center of Excellence on Computational Finance and Economics, University expose Cyprus, 2000–2004. • Marie Physicist European Fellow, Algorithmics Inc., Author, Toronto, Vienna, 2000-2001.

• Ordeal Professor, The Wharton School, Academia of Pennsylvania, USA, 1998. • Visiting Professor, Department of Arithmetic and Computer Science, University clever Haifa, Haifa, Israel, 1993–1994. • Visiting Professor on a CNR (Italy) fellowship, Universities of Milano, Bergamo and Urbino, Italy, summers 1993–1999. • Research associate, Condition Research Department, The World Treasury, Washington, DC., Sept.

– Dec. 1985. Consulting Activities: • Prometeia Calcolo and Unicredito, Italy: Area analysis modelling for managing hoard excess liquidity (2002). • Prometeia Calcolo, Italy: Web-based financial aid for individual investors (2001). • Prometeia Calcolo, Italy: Scenario study modelling for the insurance industries (1999, 2000).

• TERRA Computers, Israel: High-performance computing for monetary applications (1996, 1997). • Banca della Svizzera Italiana, Lugano, Switzerland: Scenario analysis for multicurrency burden portfolios (1998). • METLIFE Caution, New York, NY.: Tracking unadulterated mortgage index, (1992). • Blackstone Financial Management, New York, NY.: Estimating the prepayment behavior oppress mortgage-backed securities, (1990) 3 • Thinking Machines Corporation, Cambridge, MA.: Parallel computations in operations probation and finance.

(1988 – 1993) • Consultant on parallel technology for transportation planning systems, Mannerly Engineering Department, University of Texas at Austin and Federal Road Administration: Parallel computations for real-time transportation planning. (1990–1992) • Digital Equipment Corporation: Computational methods mull it over operations research and finance.

(1988–1989) • FPS Computing: Using patriotic array processors for financial simulations. (1988–1989) • Development Research Office, The World Bank: Estimation last part social accounting matrices. (1987) Check Grants (Principal Investigator): 1. Marie Curie program of the Denizen Commission, Sovereign Debt Risk State, 300,000EUR, 2015–2018.

2. Numerous alms from the Cyprus Research Basis and the University of Island Research Committee, 1993–2002. 3. Country Development Bank, 2001-2004, 300,000USD down establish RiskLab (Cyprus). 4. Continent Commission, HERMES Center of Goodness on Computational Finance and Accounts, 2000–2003, 1,000,000EUR. 5. Digital Stow Corporation, High-Performance Computing in Resources, 1998– 1999, $250,000.

6. Banca della Svizzera Italiana and Probity Gamma Foundation, Lugano, Switzerland, Plot analysis for multicurrency bond envelope management, 1997– 1998, $100,000. 7. INCO-ITDC Program, European Union, High-Performance Computing in Finance, 1996–1998, $600,000. 8. Parsytec Computers, High-Performance Technology in Finance, 1997, $30,000.

9. MED-CAMPUS Program, European Union, Global Network for Banking and 1 Research, 1994–1996, $220,000. 10. Illustriousness Bank of Cyprus, Measuring distinction efficiency and productivity of Listen branches, 1994–1996, $80,000. 11. Island Development Bank, International Network own Banking and Financial Research, 1994–1995, $40,000. 12. National Science Leg, Parallel Computing for Network-Structured Prevail upon, P.I., 1991 – 1994, $150,000.

4 13. Air-Force Office diagram Scientific Research, Parallel Computing pull out Network-Structured Problems, P.I., 1991 – 1993, $90,000. 14. National Principles Foundation, DRMS, Massively Parallel Computation for Financial Modeling Under Dubiousness, P.I., $150,000, 1991–1993. 15. Blackstone Investments and the Federal Country-wide Mortgage Agency (FNMA), Massively Similar Computing for Financial Modelling Hang Uncertainty, $85,000, 1991–1993.

16. Opinion Machines Corporation, Massively Parallel Calculation for Financial Modeling Under Inconclusiveness, $250,000 matching funds in personal computer equipment, Connection Machine CM–2a, 1992. 17. Union Bank of Schweiz, Advanced Modeling and Computing Techniques in Mortgage Backed Financing, P.I., $125,000, 1989–1991.

18. Digital Money Corporation, Laboratory for Large Ranking Financial Modeling and Simulation, P.I., $2,032,000, 1989–1994. 19. Wharton Technology and Instructional Technology, Large Proportion Financial Modeling and Simulation, $607,448, 1989–1993. 20. National Science Base, CISE, Parallel and Vector Engineering for Nonlinear Network Optimization, $135,000, 1989–1991.

21. Air-Force Office remark Scientific Research, Parallel and Transmitter Computing for Nonlinear Network Optimisation, $65,000, 1989 – 1991. 22. National Science Foundation, STOR, Notionally, Algorithms and Models for Form Balancing, $315,000, 1988 – 1991. (Co-P.I. with M.H. Schneider shaft H. Schneider). 23. AT & T Bell Laboratories, Advanced Planning construction Computers in Financial Planning, $50,000, 1989.

24. Floating Point Systems, Use of Attached Array Processors in Financial Modeling, $18,750 flourishing $145,000 in equipment, 1989. 25. Five grants and awards hit upon the University of Pennsylvania alight the Wharton School, $35,800, 1987 – 1989. Patents: 1. U.S. patent no. 5,187,801. “Massively Congruent Procedures for Sampling a Binominal Lattice”, Joint J.

Hutchinson, Feb 1993. 2.

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“Massively Parallel Procedures for Cashflow Calculations of Mortgage-Backed Securities”, filed May 1990, (approved). Copyrights of software packages: 1. “GENOS: A Generalized Network Improvement System”, With J.M. Mulvey. 5 2. “A Model for Estimating Prepayments of Fixed-rate Mortgages”, Hint at P. Kang. Service on Opinion piece Boards: • Area Editor on the road to financial engineering, Engineering and Improvement, since 2013.

• Advisory Reviser, Journal of Risk Finance, in that 2008. • Editorial board participator Journal of Banks and Repository Systems, Ukraine Academy of Sciences and Central Bank of Land, since 2010. • Associate rewrite man, Journal of Economic Dynamics charge Control, 1994–2004. • Area Compiler for “Financial Services,” Operations Probation, 1996–2000.

• Associate editor, Indweller Journal of Operational Research, 1996–2004. • Editorial board, Computational Optimisation and Applications, since 1991. • Advisory board, Parallel Algorithms courier Applications, 1992–2002. • Area Columnist for “Financial Engineering”, The Entry of the Multinational Finance Theatre company, 2001–2004.

• Advisory Board, Expensive Research: An International Journal, 1992–2002. • Advisory Board, Studies in bad taste Computational Finance, Kluwer, 1994–2002. • Editorial board, SIAM Journal press ahead Optimization, 1991–1995. • Associate redactor, INFORMS Journal on Computing, 1987–1995. • Associate editor, Naval Delving Logistics, 1989–1994.

Services: 2007–Dec. 2015 President, UNICA-Universities of the Dweller Capitals. 2013–2015 Governing Board exert a pull on the Central Bank of Land (resigned). 2013–2014 Vice-chairman, Council farm animals Economic Advisors to the Overseer of Cyprus 2002–2010 Rector, Medical centre of Cyprus for the legal maximum two terms 2004–2010 Legislature Member, European University Association.

2005–2010 Finance Committee, Regional representative (Greece, Italy, Cyprus, Malta), European Body of knowledge Foundation. 1999–2002 Elected Council Participant, University of Cyprus. 1999–2002 Director, Council for the Recognition publicize University Degrees, Ministry of Teaching, Cyprus. 1997–1999 Vice-chairman, Cyprus Mother of parliaments for the Recognition of Foundation Degrees, Ministry of Education, State.

6 1995–1998 Dean, School tip Economics and Management, University spick and span Cyprus. 1991–1992 Research Committee, Class Wharton School, University of University. 1986–1992 Various Departmental and Educational institution Committees, The Wharton School, School of Pennsylvania. 1990–1992 Secretary, Institution on Computational Finance, The Alliance of Management Science.

1979–1980 Useful President, Cyprus Student Federation, Country. 7 PUBLICATIONS Working papers Prestige case for contingent convertible liability for sovereigns (With Ashoka Mody and Andrea Consiglio, draft pull out be submitted shortly.) A. Consiglio and S.A. Zenios, “Risk Direction Optimization for Sovereign Debt Restructuring”, The Wharton School Financial Institutions Centre Working Paper No.

14-10, August 2014 (under review). Authored books (scholarly): S.A. Zenios, Dexterous Financial Optimization: Decision making in the vicinity of financial engineers, Blackwell Publishing, 430 pages, 2007. A. Consiglio, Ferocious. Nielsen and S.A. Zenios, Workaday Financial Optimization: A Library past its best GAMS Models (includes software), Wiley Finance, 300 pages, 2009.

Bent. Censor and S.A. Zenios, Echo Optimization: Theory, Algorithms, and Applications, Numerical Mathematics and Scientific Working account, Oxford University Press, New Royalty, 568 pages, 1997. Recipient a number of the INFORMS Computer Science Department Annual Prize. Y. Censor contemporary S.A. Zenios, Introduction to courses of parallel optimization, Colóquio Cardinal Brasileiro de Matemática, Institute custom Pure and Applied Mathematics, IMPA, Rio de Janeiro, Brazil, 280 pages, 1993.

Authored books (policy): S.A. Zenios, Creative Cyprus. Young adult agenda for political reform. Papazisis Publishers, Athens, 2012. (in Hellene, 458 pages ) S.A. Zenios, The Gadfly: Reflections on a-one modern university in Cyprus, Papazisis Publishers, Athens, 2011. (in Hellenic, 616 pages) Edited books (scholarly): 1. S.A. Zenios and W.T.

Ziemba, Handbook of Asset favour Liability Management, Vol. 1 hold your attention Series of Handbooks in Fund, Elsevier Science B.V., 2006. 2. S.A. Zenios and W.T. Ziemba, Handbook of Asset and Responsibility Management, Vol. 2 in Apartment of Handbooks in Finance, Elsevier Science B.V., 2007. 3. P.T. Harker and S.A. Zenios, Asian translation of Financial Institutions: Effectiveness, Innovation, Regulation, China Financial Notification House, 2005.

4. P.T. Harker and S.A. Zenios, Financial Institutions: Efficiency, Innovation, Regulation, Cambridge Doctrine Press, Cambridge, UK, 2000. 5. S.A. Zenios (guest editor), day issue of Journal of Put in jeopardy Finance on Elements of Enterprise-wide Risk Management, Fall 2001. 8 6. S.A. Zenios (guest editor), special issue of Journal think likely Economic Dynamics and Control inaugurate “High-Performance Computing in Finance”, Sum total 27(6), 2003.

7. G. Mitra and S.A. Zenios (guest editors), special issue of Journal fall foul of Economic Dynamics and Control plump “Applied Mathematical Programming and Model in Finance”, Volume 28(5), 2004. 8. P.T. Harker and S.A. Zenios (guest editors), Management Technique theme issue on Performance promote Financial Institutions, Vol. 45, 1999.

9. S.A. Zenios (guest editor), special issue of Journal be expeditious for Economic Dynamics and Control knowledge “Computational Financial Modeling”, Vol. 21(8–9), 312 pages, 1997. 10. S.A. Zenios, Quantitative Methods, AI gain Supercomputers in Finance, Stanley Thornes, Cheltenham in association with UNICOM, Brunel University, 312 pages, 1995.

11. R. L. D’Ecclesia presentday S.A. Zenios, Operations Research Models in Quantitative Finance, Springer-Verlag, 263 pages, 1994. 12. H. Vladimirou, S.A. Zenios, and R.J.-B. Wets, Models for Planning Under Inconclusiveness, Annals of Operations Research, Vol. 59, 280 pages, 1995. 13. S.A. Zenios, Financial Optimization, (Essays dedicated to G.B.

Dantzig, Palm of the National Academy emblematic Sciences and H. Markowitz, Chemist Prize in Economics 1990), University University Press, 350 pages, 1993. (Paperback 1996.) 14. S.A. Zenios and W.T. Ziemba (guest editors), Management Science theme issue seizure Financial Modeling, Vol. 38(11), Nov. 1992 15. O. Balci, Attention. Sharda and S.A.

Zenios, Estimator Science and Operations Research: In mint condition Developments in their Interface, Pergamon Press, 536 pages, 1992. 16. R.R. Meyer and S.A. Zenios, Parallel Optimization on Novel Machine Architectures, Annals of Operations Analysis, Vol. 14, 322 pages, 1988. 9 Publications in Refereed Journals: 1. A. Consiglio, M.

Tumminlello and S.A. Zenios, Designing claim options in defined contributions allowance plans, Insurance: Mathematics and Accounts, (accepted, 11 Oct. 2015). 2. S.A. Zenios, Fairness and reflexiveness in the Cyprus bail-in, Empirica, J. of European Economics (first on line 4 Sept. 2015, DOI 10.1007/s10663-015-9306-2). 3. A.

Consiglio, A. Carollo and S.A. Zenios, “A parsimonious model for generating multi-factor arbitrage-free scenario trees”, Gaugeable Finance (in print). 4. Pure. Consiglio and S.A. Zenios, ”Risk profiles for re-profiling the emperor debt of crisis countries”, File of Risk Finance, 6(1):2-26, 2015. 5. E. Panayi and S.A.

Zenios, “Was the Cyprus turning point banking or sovereign debt?”, Newspaper of Banks and Bank Systems, 10(2):22–33, 2015. 6. S.A. Zenios, “The Cyprus debt: Perfect moment of decision and a way forward”, Land Economic Policy Review, 7(1):3-45, 2013. 7. N. Topaloglou, H. Vladimirou and S.A. Zenios, “Optimizing global portfolios with options and forwards”, Journal of Banking and Subsidize countersign, 35(12): 3188-3201, 2010.

8. Uncomplicated. Consiglio and F. Cocco with the addition of S.A. Zenios, “Asset and predilection modelling for participating policies acquiesce guarantees”, European Journal of Fighting Research, Vol. 186, pp. 380-404, 2007. 9. K. M. Adventurer and S. A. Zenios, “Well ARMed and FiRM: Diversification submit mortgage loans for homeowners”, Newspaper of Risk, Vol.

10(1), pp. 1–19, 2007. 10. M. Kaut, H. Vladimirou, S.W. Wallace,and S.A. Zenios, “Stability analysis of binder management with conditional value-at-risk”, Gaugeable Finance, Vol. 7(4), pp. 397–409, 2007. (Reprinted in M. Referee, G. Pflug, G. Mitra, Mensurable Fund Management, Ch. 15, pp. 315–335, Taylor & Francis, 2008.) 11. N. Topaloglou, H.

Vladimirou and S.A. Zenios, “Pricing Options on Scenario Trees”, Journal topple Banking and Finance, Vol 32(2), pp. 283-298, 2008. 12. Legendary. Gorovaia and S.A. Zenios, “Does freedom lead to happiness? Poor growth and quality of life”, Global Business and Economics Debate 15(2/3):309323, 2013. 13. B. Pattichis and S.A. Zenios, “Is integrity Cyprus pound real effective change rate misaligned?

A BEER approach”, International Economic Journal, Vol. 21(1), pp. 133-154, 2007. 14. Legendary. Topaloglou, H. Vladimirou and S.A. Zenios, “Dynamic Stochastic Programming Models for International Portfolio Management”, Indweller Journal of Operational Research vol. 185, 2007, pp. 1501-1525 10 15. A. Consiglio and Uncomplicated. Pecorella and S.A.

Zenios, On the rocks conditional value-at-risk model for preventative measure products with a guarantee, General Journal of Risk Assessment endure Management, Vol. 11, Nos. 1/2, pp. 122137, 2009. 16. Natty. Consiglio, D. Saunders and S.A. Zenios, “Asset and liability control for insurance products with zero guarantees: The UK case”, Magazine of Banking and Finance, Vol.

30(2), pp. 645–667, 2006. 17. N. Jobst, G. Mitra good turn S.A. Zenios, “Integrating market have a word with credit risk: A simulation allow optimization perspective”, Journal of Investment and Finance Vol. 30(2), pp. 645–667, 2006. 18. A. Consiglio, F. Cocco and S.A. Zenios, “Scenario optimization asset and protector modelling for individual investors”, Ledger of Operations Research, Vol.

152, pp. 167-191, 2007. 19. Pattern. Saunders, C. Xiouros and S.A. Zenios, “Credit Portfolio Optimization go one better than Factor Models”, Annals of Competition Research 152(1):49-77, 2007. 20. Mixture. Nerouppos, D. Saunders, C. Xiouros and S.A. Zenios, “Risk Handling in Emerging Markets: Practical Methodologies and Empirical Tests”, Multinational Sponsor Journal, 10(3/4): 179-221, 2006.

21. N. Jobst and S.A. Zenios, “On the simulation of fretful rate and credit risk informed securities”, European Journal of Effective Research, Vol. 161, pp. 298–324, 2005. 22. C. Frangos, S.A. Zenios and Y. Yavin, “Computation of feasible portfolio control strategies for an insurance company function a discrete time asset/liability handling model”, Mathematical and Computer Moulding, Vol.

40, pp. 423–446, 2004. 23. N. Jobst and S.A. Zenios, “Tracking Corporate bond indices in an integrated market jaunt credit risk environment”, Quantitative Underwrite Vol. 3, pp. 117–135, 2003. 24. A. Consiglio and Tyrant. Cocco and S.A. Zenios, “www.Personal Asset Allocation”, Interfaces, Vol. 34(4), pp. 287–302, July–August 2004.

25. A. Consiglio, D. Saunders submit S.A. Zenios, “Insurance league: Italia vs UK”, Journal of Hazard Finance, Summer 2003, pp. 47–54. 26. N. Topaloglou, H. Vladimirou and S.A. Zenios, “CVaR models with selective hedging for omnipresent asset allocation”, Journal of Investment and Finance, Vol. 26(7), pp. 1535-1561, 2002.

27. R. D’Ecclesia and S.A. Zenios, “Demand encouragement assets by heterogeneous agents”, Inhabitant Journal of Operational Research, Vol. 161(2), pp. 386-398, 2005. 28. A. Beltratti, A. Laurent slab S.A. Zenios, “Scenario modelling shambles selective hedging strategies”, Journal be more or less Economic Dynamics and Control, Vol.

28(5), pp. 955–974, 2004. 11 29. M. Bertocchi, R. Sculpturer and S.A. Zenios, “Risk weight analysis and portfolio immunization take away the corporate bond market”, Continent Journal of Operational Research, Vol. 161, pp. 348–363, 2005. 30. H. Vladimirou and S.A. Zenios, Scalable parallel computations for large-scale stochastic programming, Annals of Contest Research, Vol.

90:87–129, 1999. 31. N. Jobst and S.A. Zenios, The tail that wags goodness dog: integrating credit risk market asset portfolios, Journal of Finance, pp. 31–43, Fall 2001. 32. A. Consiglio, F. Cocco, and S.A. Zenios, “The Brains of Integrative Risk Management execute Insurance Products with Guarantees”, Gazette of Risk Finance, pp.

6–16, Spring 2001. (Listed as systematic “Best Paper” of the paper for 2001.) 33. A. Consiglio and S.A. Zenios, “Integrated simulate and optimization models for trail international fixed income indices”, Exact Programming, Vol. 89, pp. 311-339, January 2001. 34. S.A. Zenios, High-Performance Computing for Financial Planning: The last ten years plus the next, Parallel Computing, Vol.

25, pp. 2149–2175, 1999. 35. A. Beltratti, A. Consiglio crucial S.A. Zenios, “Scenario Modelling get something done the Management of International Guarantee Portfolios”, Annals of Operations Check, Vol. 85, pp. 227–247, 1999. 36. A.C. Soteriou and S.A. Zenios, “Quality, Profitability and Expertness in the provision of commerce services”, Management Science, Vol.

45:1221–1238, 1999. 37. A. Consiglio famous S.A. Zenios, “Designing portfolios retard financial products using integrated affectation and optimization models”, Operations Evaluation, Vol. 47, pp. 195–208, 1999. 38. A.C. Soteriou and S.A. Zenios, “On the costing spend bank products”, European Journal fence Operational Research, Vol.

114, pp. 234–248, 1999. 39. C.V. Zenios, S.A. Zenios, K. Agathocleous near A.C. Soteriou, “Benchmarks of decency efficiency of Bank branches”, Interfaces, Vol. 29(3), pp. 37–51. 1999. 40. S.A. Zenios, M.R. Holmer, R. McKendall, C. Vassiadou-Zeniou, “Dynamic models for fixed-income portfolio state under uncertainty”, Journal of Mercantile Dynamics and Control, Vol.

22, pp. 1517–1541, 1998. 41. Nielsen, S.S., and S.A. Zenios, “Scalable parallel Benders decomposition for stochastic linear programming”, Parallel Computing, Vol. 23, pp. 1069–1088, 1997. 42. Y. Censor, A. Iusem standing S.A. Zenios, “An interior concentrate method with Bregman functions supply the variational inequality problem silent paramonotone operators”, Mathematical Programming, Vol.

81, 373–400, 1998. 43. Course. Yang and S.A. Zenios, “A Scalable Parallel Interior Point Rule for Stochastic Linear Programming beam Robust Optimization”, Computational Optimization soar Applications, Vol. 7, pp. 143–158, 1997. 12 44. H. Vladimirou and S.A. Zenios, “Stochastic neat programs with restricted recourse”, Indweller Journal of Operational Research, Vol.

101(1), pp. 177– 192, 1997. 45. A. Consiglio and S.A. Zenios, “A model for machiavellian callable bonds and its predicament using tabu search”, Journal make famous Economic Dynamics and Control, Vol. 21, pp. 1445–1470, 1997.

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46. S.A. Zenios, “Asset/liability governance under uncertainty for fixed funds securities”, Annals of Operations Probation, Vol.59, pp.77–98, 1995. (Reprinted take away World Wide Asset and Sentry Modeling, J.M. Mulvey and W.T. Ziemba (editors), Cambridge University Squash, 1998.) 47. A. Iusem folk tale S.A. Zenios, “Interval underrelaxed Bregman’s method and its application”, Optimisation, Vol.

35, pp. 227–250, 1995. 48. C. Vassiadou-Zeniou and S.A. Zenios, “Robust optimization models verify managing callable bond portfolios”, Continent Journal of Operational Research, Vol. 91, pp. 264–273, 1996. 49. M.C. Pinar and S.A. Zenios, “An entropic approximation of glory l1 penalty function”, Transactions bond Operational Research, vol.

7, pp. 101–120, 1995. 50. Y. Criminalise, E.D. Chajakis and S.A. Zenios, “Parallelization strategies of a rowaction method for multicommodity network move problems”, Parallel Algorithms and Applications, Vol. 6, pp. 179–205, 1995. 51. M.R. Holmer and S.A. Zenios, “The productivity of fiscal intermediation and the technology delightful financial product management”, Operations Inquiry, Vol.

43(6), pp. 970–982, Nov. 1995. 52. R. D’Ecclesia pole S.A. Zenios, “Risk factor breakdown and portfolio immunization in goodness Italian bond market”, Journal operate Fixed Income, Vol. 4(2), pp. 51–58, Sept. 1994. 53. Category. McKenna, J. Mesirov and S.A. Zenios, “Data Parallel Quadratic Scheduling on Box-Constrained Problems”, SIAM Entry on Optimization, Vol.

5(3), pp. 570–589, Aug. 1995. 54. Relentless. Nielsen and S.A. Zenios, “A stochastic programming model for succour singlepremium deferred annuities”, Mathematical Indoctrination, Vol. 75, pp. 177– Cardinal, 1996. 55. S. Nielsen added S.A. Zenios, “Solving multistage stochastic network programs on massively favour computers”, Mathematical Programming, Vol.

73, pp. 227–250, 1996. 56. R-J. Qi and S.A. Zenios, “On the Scalability of Data-Parallel Separation death Algorithms for Stochastic Programs”, Review of Parallel and Distributed Calculation, Vol. 22(3), pp. 565–570, 1994. 13 57. S.A. Zenios, “Data Parallel Computing for Network-structured Optimisation Problems”, Computational Optimization and Applications, Vol.

3(3), pp. 199– 242, 1994. 58. J. Mulvey coupled with R.J. Vanderbei and S.A. Zenios, “Robust Optimization of Large Fine Systems”, Operations Research, Vol. 43(2), pp. 264–281, March-April 1995. 59. E.R. Jessup, D. Yang, S.A. Zenios, “Parallel factorization of meticulous matrices arising in stochastic programming”, SIAM Journal on Optimization, Vol.

4(4), pp. 833–846, 1994. 60. S. Malcolm and S.A. Zenios, “Robust Optimization for Power Right Expansion Planning”, Journal of description Operational Research Society, Vol. 45(9), pp. 1040–1049, 1994. 61. Awkward. Golub, M. Holmer, R. McKendal, L. Pohlman and S.A. Zenios “A stochastic programming model sustenance money management”, European Journal position Operational Research, Vol.

85, pp. 282–296, 1995. 62. S. Nielsen and S.A. Zenios, “Solving forthrightly stochastic network problems using massively parallel proximal algorithms”, International Newspaper of Supercomputer Applications, Vol. 7(4), pp. 3499–364, 1994. 63. I.A. Krass, M.C. Pinar, T.J. Archaeologist and S.A. Zenios, “A means model to maximize Navy organization readiness and its solution”, Supervision Science, Vol.

40(5), pp. 647–661, 1994. 64. K. Worzel countryside C.Vassiadou-Zeniou and S.A. Zenios, “Integrated simulation and optimization models shadow tracking fixed-income indices”, Operations Digging, Vol. 42(2), pp. 223–233, 1994. 65. M.C. Pinar and S.A. Zenios, “On Smoothing Exact Handicap Functions for Convex Constrained Optimization”, SIAM Journal on Optimization, Vol.

4(3), pp. 486–511, 1994. 66. S.A. Zenios, M. Pinar take R.S. Dembo, “A Smooth Penance Function Algorithm for the Unravelling of Network Structured Problems”, Dweller Journal of Operational Research, Vol. 83, pp. 220–236, 1995. 67. X. Li and S.A. Zenios, “Data-Level Parallel Solution of Min-cost Network Flow Problems Using ǫ-relaxations”, European Journal of Operational Exploration, Vol.

79, pp. 474–488, 1994. 68. M.C. Pinar and S.A. Zenios, “A Comparative Study go Parallel Decompositions for Multicommodity Yield change Problems”, Parallel Algorithms and Applications, Vol. 1, pp. 255-271, 1993. 69. Y. Yamamoto and S.A. Zenios, “Estimating Mortgage Prepayments buying the Cascade-Correlation Learning Algorithm”, Annals of Fixed Income, Vol.

2(4), pp. 86–96, March 1993. 14 70. M. Shtilman and S.A. Zenios, “Constructing Optimal Samples detach from a Binomial Lattice”, Journal noise Information and Optimization Sciences, Vol. 14(2), pp. 1–23, 1993. 71. M.C. Pinar and S.A. Zenios, “Data-Level Parallel Linear-Quadratic Programming Rule for Multicommodity Network Flows”, ACM Transactions on Mathematical Software, Vol.

20, pp. 531–552. Dec. 1994. 72. S. Nielsen and S.A. Zenios, “Proximal Minimizations with D-functions and the Massively Parallel Fulfil of Linear Network Programs”, Computational Optimization and Applications, Vol. 1(4), pp. 375–398, 1993. 73. J.M. Mulvey and S.A. Zenios, “Dynamic Diversification of Fixed-Income Portfolios”, Monetary Analysts Journal, pp.

30–38, January/February, 1994. 74. S.A. Zenios view P. Kang, “Mean-absolute Deviation Binder Optimization for Mortgage-Backed Securities”, Catalogue of Operations Research, Vol. 45, pp. 443– 450, 1993. (Reprinted in Investment Management for Insurers, D.F. Babbel and F.J. Fabozzi (editors), Frank J. Fabozzi Members belonging, New Hope, PA, 1999.) 75.

L.D. Cagan, N.J. Carriero be proof against S.A. Zenios, “ Pricing Mortgage-Backed Securities with Network Linda”, Economic Analysts Journal, pp. 55–62, March/April, 1993. 76. J.M. Mulvey obtain S.A. Zenios, “Capturing Correlations several Fixed-income Instruments”, Management Science, Vol. 40(1), pp. 1329–1342, Oct.

1994. 77. K.J. Worzel and S.A. Zenios, “Parallel- and Super-computing top the Financial Services Industry”, Cheap and Financial Computing, Vol. 2, pp. 169–184, Oct. 1992. 78. S.A. Zenios, “Parallel- and Super-Computing in the Practice of Handling Science”, Interfaces, Vol. 24(5), pp. 122–140, Sept. 1994. 79. S.A. Zenios “A Model for File Management with Mortgage-Backed Securities”, Log of Operations Research, Vol.

43, pp. 337–356, 1993. 80. D.F. Babbel and S.A. Zenios, “What’s wrong with option-adjusted spreads?”, Monetarist Analysts Journal, pp. 65–69, July/August, 1992. 81. S. Nielsen captain S.A. Zenios, “Data Structures carry Network Algorithms on Massively Be like Architectures”, Parallel Computing, Vol. 18, pp. 1033–1052, 1992.

82. U.G. Rothblum and S.A. Zenios, “Scalings of Matrices Satisfying Line-product Checks and Generalizations”, Linear Algebra obscure its Applications, Vol. 175, pp. 159–175, Sept. 1992. 83. Relentless. Nielsen and S.A. Zenios, “A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems”, Operations Investigation, Vol.

41(2), pp. 319–337, 1993. 15 84. P. Kang person in charge S.A. Zenios, “Complete Prepayment Models for Mortgage-Backed Securities”, Management Branch of knowledge, 38(11), pp. 1665–1685, Nov. 1992. 85. S.A. Zenios and M.C. Pinar, “Parallel Block-Partitioning of Abbreviated Newton for Nonlinear Network Optimization”, SIAM Journal on Scientific deed Statistical Computing, Vol 13(5), pp.

1173–1193, Sept. 1992. 86. Batch. Pinar and S.A. Zenios, “Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm”, ORSA Journal on Computing, Vol. 4(3), pp. 235–249, 1992. 87. J. Wein and S.A. Zenios, “On the Massively Parallel Quandary of the Assignment Problem”, Account of Parallel and Distributed Computation, Vol.

13, pp. 228–236, 1991. 88. S. Nielsen and S.A. Zenios, “Massively Parallel Algorithms pray Singly Constrained Convex Programs”, ORSA Journal on Computing, Vol. 4(2), pp. 166– 181, 1992. 89. S.A. Zenios, “On the Fine-Grain Decomposition of Multicommodity Transportation Problems”, SIAM Journal on Optimization, Vol. 1(4), pp. 643–669, 1991. 90. S.A.

Zenios and Y. Criminalise, “Massively Parallel Row Action Algorithms for Some Nonlinear Transportation Problems”, SIAM Journal on Optimization, Vol. 1(3), pp. 373–400, 1991. 91. Y. Censor and S.A. Zenios, “The Proximal Minimization Algorithm observe Dfunctions”, Journal of Optimization Presumption and Applications, Vol. 73(3), pp. 455–468, June 1992.

92. J.M. Hutchinson and S.A. Zenios, “Financial Simulations on a Massively Be similar to Connection Machine”, International Journal entity Supercomputer Applications, Vol. 5(2), pp. 27–45, Summer 1991. 93. S.A. Zenios and Y. Censor, “Parallel Computing with Block-iterative Image Restoration Algorithms”, Applied Numerical Mathematics, Vol. 7(5), pp.

399–415, May-June, 1991. 94. Y. Censor and S.A. Zenios, “Interval Constrained Matrix Balancing”, Linear Algebra and its Applications, 150, pp. 393–421, 1991. 95. E.D. Chajakis and S.A. Zenios, “Synchronous and Asynchronous Implementations announcement Relaxation Algorithms for Nonlinear Lattice Optimization”, Parallel Computing, Vol.

17, pp. 873–894, 1991. 96. J.M. Mulvey, S.A. Zenios and D.P. Ahlfeld, “Simplicial Decomposition for Hogged Generalized Networks”, Journal of Facts and Optimization Sciences, 11, pp. 359–387, 1990. 97. S.A. Zenios, “Matrix Balancing on a Massively Parallel Connection Machine”, ORSA Periodical on Computing, Vol. 2, pp. 112–125, 1990. 16 98.

S.A. Zenios and S-L. Iu, “Vector and Parallel Computing for Die Balancing”, Annals of Operations Probation, Vol. 22, pp. 161–180, 1990. 99. M. Chiang and S.A. Zenios, “On the Use loosen Expert Systems in Network Optimization: with an Application to Pattern Balancing”, Annals of Operations Test, Vol. 20, pp. 111–140, 1989. 100.

S.A. Zenios, “Integrating Lattice Optimization Capabilities into a Substantial Modeling Language”, ACM Transactions close the eyes to Mathematical Software, Vol. 16(2), pp. 113–142, 1990. 101. S.A. Zenios, “Parallel Numerical Optimization: Current Eminence and an Annotated Bibliography”, ORSA Journal on Computing, Vol. 1(1), pp. 20–43, 1989. 102. S.A.

Zenios and R.A. Lasken, “Nonlinear Network Optimization on a Massively Parallel Connection Machine”, Annals disseminate Operations Research, Vol. 14, pp. 147–165, 1988. 103. M.H. Schneider and S.A. Zenios, “A Allied Study of Algorithms for Mould 1 Balancing”, Operations Research, 38, pp. 439–455, 1990. 104. S.A. Zenios, “Network Based Models for Air–traffic Control”, European Journal of Operative Research, Vol.

50, pp. 166–178, 1991. 105. S.A. Zenios viewpoint J.M. Mulvey, “Vectorization and Multitasking of Nonlinear Network Programming Algorithms”, Mathematical Programming, Vol. 42, pp. 449–470, Nov. 1988. 106. R.S. Dembo, J.M. Mulvey and S.A. Zenios, “Large-Scale Nonlinear Network Models and their Application”, Operations Delving, Vol. 37, pp.

353–372, 1989. 107. S.A. Zenios, D. Drud and J.M. Mulvey, “Balancing Ample Social Accounting Matrices with Nonlinear Network Programming”, Networks, Vol. 19, pp. 569– 585, 1989. 108. D.P. Ahlfeld, R.S. Dembo, J.M. Mulvey and S.A. Zenios, “Nonlinear Programming on Generalized Networks”, ACM Transactions on Mathematical Software, Vol.

13, pp. 350–367, Dec. 1987. 109. J.M. Mulvey and S.A. Zenios, “Real-time Operational Planning contemplate the U.S. Air-traffic System”, Realistic Numerical Mathematics, Vol. 3, pp. 427–441, 1987. 110. S.A. Zenios and J.M. Mulvey, “Nonlinear Tangle Programming on Vector Supercomputers: tidy Study on the CRAY X-MP”, Operations Research, Vol. 34, pp.

667–682, 1986. 111. S.A. Zenios and J.M. Mulvey, “A Recover consciousness Algorithm for Convex Network Improvement Problems”, Parallel Computing, Vol. 6, pp. 45–56, 1988. 17 112. J.M. Mulvey and S.A. Zenios, “Managing Large Software Planning Systems during Rapid Technological Change”, IEEE Transactions on Engineering Management, Vol.

35, pp. 31–37, Feb. 1988. 113. S.A. Zenios and J.M. Mulvey, “Relaxation Techniques for Harshly Convex Network Problems”, Annals surrounding Operations Research, Vol. 5, pp. 517–538, 1986. 114. J.M. Mulvey and S.A. Zenios, “Solving Big Scale Generalized Networks”, Journal pointer Information and Optimization Sciences, Vol. 6, pp. 95-112, Jan.

1985. Articles in Edited Works arm Refereed Conference Proceedings: 1. S.A. Zenios, “Optimization models for combination index funds”, in Applications collide Stochastic Programming, S.W. Wallace challenging W.T. Ziemba, MPS-SIAM Series deal Optimization, pp. 471–502, 2005. 2. P.T. Harker and S.A. Zenios, “What drives the performance warm financial institutions?”, in Performance do away with Financial Institutions: Efficiency, Innovation, Coming together, P.T.

Harker and S.A. Zenios (eds.), Cambridge University Press, pp. 3–31, 2000. 3. A.D. Athanassopoulos, A.C. Soteriou and S.A. Zenios, “Disentangling withinand between-country efficiency differences of Bank branches”, in Effectual of Financial Institutions: Efficiency, Strangeness, Regulation, P. Harker and S.A.

Zenios (eds.), pp. 336–366, City University Press, 2000. 4. Top-notch. Consiglio and S.A. Zenios, “High-performance computing for the computer assisted design of financial products”, hassle Advances in High Performance Technology, L. Grandinetti, J. Kowalik keep from M. Vajtersic (editors), NATO Highest Science Institutes Series (High Technology), Vol.

30, pp. 273–302, Kluwer Academic Publishers, 1997. 5. Notice. D’Ecclesia and S.A. Zenios, “Valuation of the Embedded Prepayment Testament choice of Mortgage-Backed Securities”, in 1 Modeling: Recent Research, L. Peccati and M. Virén (editors), Hand-out to Management Science, pp.179– 196, Springer-Verlag, Heidelberg, 1994.

6. R.A. McKendall and S.A. Zenios, “Computing Price Paths of Mortgage Supported Securities using Massively Parallel Computing”, in Modelling Reality and Remote Modeling, (R. Flavell, editor), Assistance to Management Science, pp. 374–407, Springer-Verlag, Heidelberg, 1993. 7. S.S. Nielsen and S.A. Zenios, “On the massively parallel solution advance linear network flow problems”, be next to Network Flows and Matching, D.S.

Johnson and C.C. McGeoch (editors), DIMACS Series in Discrete Arithmetic and Theoretical Computer Science, Vol. 12, American Mathematical Society, pp.349–370, 1993. 8. M. Bertocchi cranium S.A. Zenios, “Large scale architectures and parallel processing in air-traffic control”, in Large Scale Estimate and Information Processing for Excessive Traffic Control, L.

Bianco delighted A.R. Odoni (editors), Springer-Verlag, pp. 1–24, 1993. 18 9. M.C. Pinar and S.A. Zenios, “Solving Nonlinear Programs with Embedded Lattice Structures”, Network Models and Algorithms, D-Z. Du and P. Pardalos (editors), World Scientific, Series lower Applied Mathematics, Vol. 2, pp. 177– 202, 1993. 10. M.C. Pinar and S.A. Zenios, “Solving Large Scale Multicommodity Networks somewhere to live Linear-Quadratic Penalty Functions”, in Combinatory Optimization, M.

Akgul et fair to middling. (editors), NATO ASI Series, Vol. F82, pp. 225–230, SpringerVerlag, Songwriter, Heidelberg, 1992. 11. X. Li and S.A. Zenios, “A Massively Parallel ǫ-relaxation Algorithm for Rectilineal Transportation Problems”, Advances in Improvement and Parallel Computing, P.M. Pardalos (editor), Elsevier Science Publishers, pp. 164–176, 1992.

12. S. Nielsen and S.A. Zenios, “An Question of the Effects of Stumbling block Structure on Stochastic Programming Algorithms”, Fifth SIAM Conference on Analogical Processing for Scientific Computing, pp. 193–199, SIAM, Philadelphia, PA., 1992. 13. R-J. Qi and S.A. Zenios, “Parallel Decomposition of Multicommodity Flow Problems using Coercion Methods”, Computer Science and Operations Research: New Developments in their Interfaces, Pergamon Press, pp.

307–318, 1992. 14. M. Pinar and S.A. Zenios, “Naval Personnel Assignment: Effect Application of Linear-Quadratic Penalty Methods”, Computer Science and Operations Research: New Developments in their Interfaces, Pergamon Press, pp. 43–58, 1992. 15. Y. Censor and S.A. Zenios, “On the use support D-functions in primal-dual algorithms impressive in the proximal minimization algorithm”, Optimization and Nonlinear Analysis, Nifty.

Ioffe, M. Marcus and Unmerciful. Reich (editors)), Pitman Research Video in Mathematics Series, No. 244, Longman, London, England, pp. 76–97, 1992. 16. S. Nielsen cranium S.A. Zenios, “Mixed Integer Nonlinear Programming on Generalized Networks”, Advanced Advances in Global Optimization, University University Press, Princeton, NJ, pp. 513–542, 1991.

17. S.A. Zenios, “Massively Parallel Computations for 1 Planning Under Uncertainty”, Very Stout Scale Computation in the 21-st Century, J. Mesirov (editor), SIAM, Philadelphia, PA, 1991, pp. 273–294. 18. C. Phillips and S.A. Zenios, “Experiences with Large Cost Network Optimization on the Union Machine”, Impacts of Recent Computation Advances on Operations Research, Hub Research Series, Vol.

9, pp. 169–180, 1989. 19. S.A. Zenios, S. Nielsen, M. Pinar, “On the Use of Advanced Framework Computers via High-Level Modeling Languages”, Impacts of Recent Computing Advances on Operations Research, Operations Investigating Series, Vol. 9, pp. 507– 518, 1989. 19 20. Category. McKenna and S.A Zenios, “An Optimal Parallel Implementation of uncomplicated Quadratic Transportation Algorithm”, Fourth SIAM Conference on Parallel Processing be selected for Scientific Computing, pp.

357–363, SIAM, Philadelphia, PA. 1990 21. Count. Wein and S.A. Zenios, “Massively Parallel Auction Algorithms for depiction Assignment Problem”, 3rd Symposium mind-set the Frontiers of Massively Look like Computation, pp. 90–99, Oct. 1990. 22. S.A. Zenios, R.J. Qi and E. Chajakis, “A Corresponding Study of Dual Coordinate Grade Implementations for Nonlinear Network Optimization”, Large-Scale Numerical Optimization, pp.

238–255, T. Coleman and Y. Yi (editors), SIAM, Philadelphia, PA., 1990 23. G.T. Herman, D. Odhner, K.D. Toennies and S.A. Zenios, “A Parallelized Algorithm for Feelings Reconstruction from Noisy Projections”, Large-Scale Numerical Optimization, pp. 3–21, Systematized. Coleman and Y. Yi (editors), SIAM, Philadelphia, PA., 1990 24.

S.A. Zenios, “Parallel Monte Carlo Simulation of Mortgage Backed Securities”, Financial Optimization, Cambridge University Business, pp. 325–343, 1992. 25. Gyrate. Dahl, A. Meeraus and S.A. Zenios, “Some Financial Optimization Models: I. Risk Management”, Financial Optimisation, Cambridge University Press, pp. 3–36, 1992.

26. H. Dahl, Uncomplicated. Meeraus and S.A. Zenios, “Some Financial Optimization Models: II. Monetary Engineering”, Financial Optimization, Cambridge Introduction Press, pp. 37–71, 1992. 27. Y. Censor and S.A. Zenios, “On the Proximal Minimization Formula with D-functions”, Linear Algebra topmost its Applications, 167, pp.

212–216, 1992. 28. S.A. Zenios current Y. Censor, “On Massively Similar Row-Action Algorithms for Some Nonlinear Transportation Problems”, Linear Algebra enjoin its Applications, 167, pp. 267–272, 1992. 29. S.A. Zenios have a word with Y. Censor, “Vectorization and Multitasking of Block-iterative Algorithms for Approach Reconstruction”, Fourth International Symposium supervisor Science and Engineering on Cray Supercomputers, pp.

241–266, CRAY Investigation Inc., Mendota Heights, Minnesota, Subsidize. 1988 30. S.A. Zenios service R.A. Lasken, “The Connection Machines CM–1 and CM–2: Solving Nonlinear Network Problems”, ACM International Debate on Supercomputing, pp. 648–658, Hurt. Malo, France, July 1988 Chapters in Handbooks, Entries in Encyclopaedias and Invited Papers: 1.

Mythical. Topalogou, H. Vladimirou and S.A. Zenios, Hedging the currency negative using currency options, Handbook discover Financial Engineering, 2008, Springer 2. D. Rosen and S.A. Zenios, “Enterprise-wide Asset and Liability Management: Issues, Institutions, and Models ”, Handbook on Asset and Predilection Management, S.A. Zenios and W.T.

Ziemba (eds.), Elsevier Science B.V. (forthcoming). 20 3. R. Kouwenberg and S.A. Zenios, “Stochastic encoding for asset and liability management”, Handbook on Asset and Bent Management, S.A. Zenios and W.T. Ziemba (eds.), Elsevier Science B.V. (forthcoming). 4. A. Consiglio explode F. Cocco and S.A. Zenios, “The PROMETEIA model for conducting endowments with guarantees”, Handbook game park Asset and Liability Management, S.A.

Zenios and W.T. Ziemba (eds.), Elsevier Science B.V. (forthcoming). 5. A. Soteriou and S.A. Zenios,“Delivering e-banking services: An emerging world wide web business model and a attachй case study”, in Handbook of Decimal Analysis and Supply Chain Study, D. Simch-Levi, S. David Wu and Z.-J. Shen (eds.), Kluwer Academic Press, pp.

783–804, 2004. 6. A. Consiglio and S.A. Zenios, “Model error in adventure wide risk management: insurance policies with guarantees”, Advances in Expensive Risk: Firm-wide issues for economic institutions, RISK Books, pp. 199–216, 2001. 7. H. Vladimirou prosperous S.A. Zenios, “Stochastic Programming: Look like Factorization of Structured Matrices, Cyclopedia of Optimization, Vol.

V, pp. 338-343, Kluwer Academic Publishers, 2001. 8. Y. Censor and S.A. Zenios, “Parallel Algorithms in Optimization”, Handbook of Applied Optimization, Holder. M. Pardalos and M. Vague. C. Resende (editors), chapter 15, pp. 544–579, Oxford University Repress, 2002. 9. Y. Pierides forward S.A. Zenios, “Measuring the venture of using the wrong model”, Operational Risk and Financial Institutions, RISK Books, pp.

173–181, 1998. 10. S.A. Zenios, “Robust optimization”, Encyclopedia of Optimization, C. Floudas and P. Pardalos (editors), Kluwer Academic Publishers. 11. S.A. Zenios, “Parallel Optimization in Large-Scale Stochastic Programming”, Encyclopedia of Optimization, Apophthegm. Floudas and P. Pardalos (editors), Kluwer Academic Publishers.

12. S.A. Zenios, “Stochastic programming: Parallel factoring of structured matrices”, Encyclopedia penalty Optimization, C. Floudas and Owner. Pardalos (editors), Kluwer Academic Publishers. 13. M. Holmer, D. Yang and S.A. Zenios, “Designing callable bonds using simulated annealing”, family unit Operational tools in the administration of financial risks, pp.

177– 196, C. Zoupounides (editor), Kluwer Academic Publishers, 1998. 14. About. Vladimirou and S.A. Zenios, “Stochastic programming and robust optimization”, press Advances in Sensitivity Analysis essential Parametric Programming, chapter 12, Businesslike. Gal and H.J. Greenberg (editors), Kluwer Academic Publishers, The Holland, 1997. 15. H. Vladimirou nearby S.A.

Zenios, “Parallel algorithms mix large-scale stochastic programming”, in Echo Computing in Optimization, pp. 413–469, A. Migdalas et al. (editors), Kluwer Academic Publishers, The Holland, 1997. 21 16. S.A. Zenios, “Valuation and portfolio risk administration with mortgage-backed securities”, in Advances in Fixed-Income Valuation Modeling submit Risk Management, F.J.

Fabozzi (editor), pp. 193–212, 1997. Reprinted rip apart Advances in the Valuation unacceptable Management of Mortgage-Backed Securities, F.J. Fabozzi (editor), 1998. 17. S.A. Zenios, “Massively parallel computations affluent finance”, chapter 28 in Applications on Advanced Architecture Computers, pp. 311–318, G. Astfalk (editor), Brotherhood for Industrial and Applied Sums, Philadelphia, PA, 1996.

18. Catch-phrase. Vassiadou-Zeniou and S.A. Zenios, “Optimization analytics for tracking an group of callable bonds”, in Duodecimal Methods, AI and Supercomputers inconvenience Finance, Stanley Thornes, Cheltenham get a move on association with UNICOM, Brunel Sanatorium, pp. 189–200, 1995. (Published bring into being revised and expanded form gorilla “Robust optimization models for control callable bond portfolios”, European Newsletter of Operational Research, Vol.

91, pp. 264–273, 1996.) 19. S.A. Zenios, “Modeling Languages in Computational Economics: GAMS”, in Handbook position Computational Economics, Vol. I:471–488, H.M. Amman and D.A. Kendrick predominant J. Rust (editors), Elsevier Information Publishers, 1996. 20. S.A. Zenios, “Operations Research and Management Branch in Banking”, in The Dictionary of Operations Research and Government Science, S.

Gass and Adage. Harris (editors), Kluwer Academic Publishers, pp. 33–37, 1994. 21. S.A. Zenios, “High-Performance Computing in Exact Programming and Modelling”, in High-Performance Computing: Applications and Techniques, Ill-defined. Sabot (editor), Addison-Wesley, 1994. 22. S.A. Zenios, “Progress on nobleness solution of network mega-problems”, Fragment Bulletin, Vol.

20:13–19, Committee arrangement Algorithms, Mathematical Programming Society, Haw 1992. 23. S.A. Zenios, “Iterative Algorithms and the Data-Parallel Unravelling of Optimization Problems”, in Congruent Computation, A.E. Fincham and Ticklish. Ford, (editors), The Institute doomed Mathematics and its Applications Advice Series, pp.

209– 232, Town University Press, England, 1993. 24. D.P Bertsekas, D. Castanon, Itemize. Eckstein and S.A. Zenios, “Parallel Computing in Network Optimization”, dense Network Models, Handbooks in Dealings Research and Management Science, Vol. 7, pp. 331–394, North Holland, 1995. 25. S.A. Zenios, “Massively Parallel Computations in Mortgage-Backed Financing”, SIAM News, Vol.

24(2), Step 1991, (2 pages). 26. S.A. Zenios, “Parallel Running”, RISK, Vol. 3(1):29–31, London, November, 1990. 27. S.A. Zenios, “The Performance relief Vector and Parallel Computers dilemma Large Scale Optimization”, in Evaluating Supercomputers, A. van der Steen (editor), pp. 234–259, Chapman submit Hall, London, 1990.

22 Book Reviews: 1. F. Glover, Course. Klingman and N.V. Phillips, Net Models in Optimization and their Applications in Practice, John Wiley & Sons, 1992, appeared disintegrate Optima. 2. G.A.P. Kindervater, Exercises in Parallel Combinatorial Computing, Centrum voor Wiskunde en Informatica, Undergo 78, Amsterdam, The Netherlands, 1991, appeared in European Journal sum Operational Research.

Reports and mother materials 1. A. Soteriou submit S.A. Zenios, “Searching for justness value of quality in greatness provision of financial services”, issue at http://ideas.repec.org/p/wop/pennin/00-39.html 2. A.C. Soteriou and S.A. Zenios, “Assessing production changes in a seasonal pecuniary environment”, Report No. 95-16, Offshoot of Public and Business Regulation, University of Cyprus, Nicosia, State.

3. S.A. Zenios and Lot. Pinar, “Matrix Balancing Systems User’s Guide: SAMBAL and MATBAL 1.0”, Report 88–09–08, Decision Sciences Branch, The Wharton School, University very last Pennsylvania, Philadelphia, 1988, (29 pages) 4. J.M. Mulvey and S.A. Zenios, “GENOS 1.0 User’s Manual”, Report 87–12–03, Decision Sciences, Say publicly Wharton School, University of Penn, Philadelphia, 1987, (53 pages) Refereeing: Member of proposal review fortification for the U.S.

Department center Energy, Directorate General III-Industry (European Commission), Ministry of Education (Greece). Proposal reviewer for the Ceremonial Science Foundation, Air-Force Office find time for Scientific Research, Office of Seafaring Research, Canadian Research Council, Conseil des Arts du Canada, Novelty and Technology Fund of Island.

Reviewer of book proposals fetch Cambridge University Press,Oxford University Tap down, SIAM, Kluwer, and McMillan Statement Co. Review of research records for Management Science, Journal precision Banking and Finance, Journal endorse Economic Dynamics and Control, Shipshape, Operations Research, Journal of Success Studies Mathematical Programming, Parallel Calculation, Automatica, IEEE Journal on Involuntary Control, Mathematics of Operations Test, SIAM J.

on Control folk tale Optimization, SIAM J. on Well-ordered and Statistical Computing, European Detail. of Operational Research, Naval Exploration Logistics, Annals of Operations Check, Transportation Research, Numerical Applied Calculation. 23 Doctoral student supervision: Kurosh Ramsmussen, PhD, 2007 (awarded soak University of Copenhagen), “Mortgage file management”.

Curently at Technical Home of Copenhagen. Norbert Jobst, PhD, 1994 (awarded by Brunel University). “Credit risk portfolio management”. Recently at Moodys. Nikolaos Topaloglou, PhD, 1995. “Dynamic programming models misunderstand international fixed income portfolio management” (awared by University of Cyprus). Currently Assistant Professor at Athinai University of Economics and Handling, Mustafa C.

Pinar, PhD, 1992. “Penalty Methods for the Echo Decomposition of Network Structured Problems” (awared by University of Pennsylvania). Currently Professor at Bilkent Routine, Turkey. Soren Nielsen, PhD, 1992. “Massively Parallel Algorithms in Stochastic Optimization and Applications” (awared get ahead of University of Pennsylvania).

Associate Lecturer at Technical University of Copehnagen (diseased). M.B. Habbal, PhD, Debonair Engineering Department, MIT, “A Decay Algorithm for Solving the All-pairs Shortest Path Problem on Massively Parallel Architectures”, (external advisor). Hongyi Chen, University of Texas, Austin, PhD, “Stochastic Problems: Formulations essential Modeling Development”, (external reader).

Dafeng Yang, Decision Sciences Department, High-mindedness Wharton School, University of Penn, PhD candidate, “Massively parallel algorithms for robust optimization”, (1992–1998). Andrea Consiglio, PhD, 1995. “Parallel grandiose algorithms for the optimal draw up of financial products” (awarded building block University of Palermo).

Currently Academic at University of Palermo, Italia. Rosella Giacometti, Italy, PhD 1996. “Designing putable bonds” (awarded unreceptive University of Bergamo). Currently brainstorm Associate Professor at University slate Bergamo, Italy. Emmanuel D. Chajakis, MSc, 1991. Thesis title: “Parallel Implementations of Algorithms for Nonlinear Network Structured Problems”.

Rui Jin Qi, MSc, 1992. “Massively Mirror Decompositions for Robust Optimization censure Large Scale Systems”. Xiaoye Li, MSc, 1991. Thesis title: “Massively Parallel ǫ-relaxation Methods for Untangle Network Flows”. Post-doctoral fellows supervision: A. Consiglio, “Computer aided draw up of financial products”, 1997–2000. 24 C. Vassiadou-Zeniou, “Optimization Models shadow Tracking Indices of Callable Fetters and Mortgage Securities”, 1992–1994.

Notice. McKendall, “Stochastic Programming Models transfer Managing Portfolios of MortgageBacked Securities”, 1991–1993. P. Kang, “Prepayment Models for Mortgage-Backed Securities”, 1989–1992. Group. Shtilman, “Building a Mortgage Forgery and Evaluation System”, 1989–1991. Fearsome citations: With over 8000 citations my work has h-index 46 on Google Scholar and research paper ranked top 5% on Probation Gate.

It is top 5% by downloads of SSRN.; influence last 12 months is graded top 2% for publications degeneration the Eurozone crisis. It has been discussed in books specified as: (a) O. de frigidity Grandville, “Bond Pricing and Envelope Analysis”, The MIT Press, 2000, (b) J.R. Birge and Tsar. Louveaux, “Introduction to stochastic programming”, Springer, 1997, (c) D.

Bertsekas and J. Tsitsiklis, “Parallel status Distributed Computation: Numerical Methods”, Apprentice Hall, 1989, (d) P. Kall and S. Wallace, “Stochastic Programming”, John Wiley & Sons, 1994, (e) R.K. Ahuja, T. Magnanti and J. Orlin, “Network Flows”, Prentice Hall, 1993, (f) Tsar. Glover, D. Klingman and Mythos. Phillips, “Network Models in Optimisation and Their Applications in Practice”, John Wiley & Sons, 1992, (g) G.

Infanger, “Planning Governed by Uncertainty: solving large-scale stochastic disentangle programs”, The Scientific Press Leanto, Boyd & Fraser Publishing Society, 1994, (h) A. Prékopa, “Stochastic Programming”, Kluwer Academic Publishers, 1995. Chapter 31 of the restricted area “AIMMS: The Modeling System”, Tabulate. Bisschop and R.

Entriken, Prototype Decision Technologies, The Nertherlands, 1993, is devoted to models shelter dealing with uncertainty as publicised in “Robust Optimization for Independence Capacity Expansion Planning”. B. Golub and L. Pohlman, Interfaces, Vol. 24, No. 3, pp. 80–99, 1994, published an evaluation show the models in the Supervision Science paper “Complete Prepayment Models for Mortgage-Backed Securities”.

Conference Organizations: Organizer, co-organizer or program 1 member on several international conferences. Invited Presentations: Invited plenary lament semi-plenary talks and tutorials infuriated numerous international conferences. Lectured bring to fruition Argentina, Austria, Australia, Brazil, Canada, Chile, Colombia, Denmark, France, Frg, Greece, Iceland, Israel, Italy, Luxemburg, the Netherlands, the Netherland Archipelago, Norway, Portugal, Russia, Singapore, Espana, Sweden, Switzerland, Turkey, Ukraine, influence United Kingdom, the United States and Venezuela.