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Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]

Zenios, Stavros Andrea (contributor); Zenios, Stavros A. (ed.) - 1995 - Reprinted

Persistent link: https://www.econbiz.de/10013493619

Equivalence of robust VaR and CVaR optimization

Lofti, Somayyeh; Zenios, Stauros Andrea - 2016 - Date of first version: April 4, 2016

Persistent link: https://www.econbiz.de/10011539339

Demand for assets by heterogeneous agents in the Italian markets

D'Ecclesia, Rita L. - In: New operational approaches for financial modelling, (pp. 63-79). 1997

Persistent link: https://www.econbiz.de/10001299232

Risk management for sustainable sovereign debt financing

Zenios, Stauros Andrea; Consiglio, Andrea; … - In: Operations research 69 (2021) 3, pp. 755-773

Persistent link: https://www.econbiz.de/10012546866

Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances

Lotfi, Somayyeh; Zenios, Stauros Andrea - In: European journal of operational research : EJOR 269 (2018) 2, pp. 556-576

Persistent link: https://www.econbiz.de/10011864407

Global political risk and international stock returns

Gala, Vito D.; Pagliardi, Giovanni; Zenios, Stauros Andrea - In: Journal of empirical finance 72 (2023), pp. 78-102

Persistent link: https://www.econbiz.de/10014476810

Auditing public debt using risk management

Consiglio, Andrea; Kikas, Akis; Michaelides, Odysseas P.; … - In: INFORMS journal on applied analytics 54 (2024) 2, pp. 103-126

Persistent link: https://www.econbiz.de/10014530990

Dealing with uncertainty : robust rules in monetary policy

Demertzis, Maria; Tieman, Alexander F. - In: Scottish journal of political economy : the journal of … 54 (2007) 2, pp. 295-307

Persistent link: https://www.econbiz.de/10003445806

Decision making in times of uncertainty : an info-gap perspective

Ben-Haim, Yakov; Demertzis, Maria - 2015

Persistent link: https://www.econbiz.de/10011391549

Decision making in times of Knightian uncertainty : an info-gap perspective

Ben-Haim, Yakov; Demertzis, Maria - 2015

The distinction of risk vs uncertainty as made by Knight has important implications for policy selection. Assuming the former when the latter is relevant can lead to wrong decisions. With the aid of a stylized model that describes a bank's decision on how to allocate loans, the authors discuss...

Persistent link: https://www.econbiz.de/10011279652