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Stavros A. Zenios

Global rank #10356 88%

Institution: Norges Handelshøyskole (NHH)

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://zenios.wordpress.com

First Publication: 1997

Most Recent: 2018

RePEc ID: pas152 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.01 0.00 1.01
All Time 0.00 0.00 9.55 0.00 9.55

Publication Statistics

Raw Publications 11
Coauthorship-Adjusted Count 9.59

Publications (11)

Year Article Journal Tier Authors
2018 Pricing and hedging GDP-linked bonds in incomplete markets Journal of Economic Dynamics and Control B 2
2011 Optimizing international portfolios with options and forwards Journal of Banking & Finance B 3
2008 Pricing options on scenario trees Journal of Banking & Finance B 3
2006 Asset and liability management for insurance products with minimum guarantees: The UK case Journal of Banking & Finance B 3
2006 Integrating market and credit risk: A simulation and optimisation perspective Journal of Banking & Finance B 3
2004 Financial decision models in a dynamical setting Journal of Economic Dynamics and Control B 2
2004 Scenario modelling for selective hedging strategies Journal of Economic Dynamics and Control B 3
2003 High-performance computing for financial planning Journal of Economic Dynamics and Control B 1
2002 CVaR models with selective hedging for international asset allocation Journal of Banking & Finance B 3
1998 Dynamic models for fixed-income portfolio management under uncertainty Journal of Economic Dynamics and Control B 4
1997 A model for designing callable bonds and its solution using tabu search Journal of Economic Dynamics and Control B 2