Stavros A. Zenios
University of Cyprus
H-index: 55
Asia-Cyprus
Top articles of Stavros A. Zenios
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The climate-sovereign debt doom loop: what does the literature suggest? | Stavros A Zenios | 2024/4/1 | |
Auditing public debt using risk management | INFORMS Journal on Applied Analytics | Andrea Consiglio Akis Kikas Odysseas P Michaelides Stavros A Zenios | 2024/3 |
Mispricing of debt expansion in the eurozone sovereign credit market | Journal of Financial Stability | Somayyeh Lotfi Andreas Milidonis Stavros A Zenios | 2024/2/1 |
Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance | Review of Managerial Science | Somayyeh Lotfi Stavros A Zenios | 2024/1/5 |
An explanation of under-diversification puzzles through correlated returns ambiguity | Available at SSRN 4638276 | Somayyeh Lotfi Stavros A Zenios | 2023/11/20 |
Unconventional monetary policy and debt sustainability in Japan | Journal of the Japanese and International Economies | Enrique Alberola Gong Cheng Andrea Consiglio Stavros A Zenios | 2023/9/1 |
Global political risk and international stock returns | Journal of Empirical Finance | Vito D Gala Giovanni Pagliardi Stavros A Zenios | 2023/6/1 |
Political risk everywhere | Available at SSRN 4674860 | Vito D Gala Giovanni Pagliardi Ivan Shaliastovich Stavros A Zenios | 2023/12/24 |
Financial Education and Spillover Effects | Available at SSRN 4094763 | Theodosis L Kallenos Andreas Milidonis George Nishiotis Stavros A Zenios | 2022/7 |
Portfolio choice with neglected risk, political risk, and ambiguity | Stavros A Zenios Andreas Milidonis Lenos Trigeorgis Raman Uppal Roy Kouwenberg | 2022 | |
GDP-Linked Bonds as a New Asset Class | Available at SSRN 3611636 | Ellie Papavassiliou Nikolas Topaloglou Stavros A Zenios | 2020/5/27 |
In Memoria Giorgio and Emilia Szegő A special issue on institutions, risk measures, and portfolio optimization | Rita D’Ecclesia Stavros A Zenios | 2022/7/1 | |
The risks from climate change to sovereign debt | Climatic Change | Stavros A Zenios | 2022/6 |
Robust portfolio optimization under ambiguity and the under-diversification puzzle | Somayyeh Lotfi Stavros A Zenios | 2022/2/18 | |
Hedging political risk in international equity portfolios | Available at SSRN 3891070 | Giovanni Pagliardi Somayyeh Lotfi Efstathios Paparoditis Stavros A Zenios | 2022/12/1 |
Understanding the climate risks to sovereign debt: From data to models | Prepared for the Workshop of the European Fiscal Board Brussels | Stavros A Zenios | 2022/2/5 |
Debt sustainability and monetary policy: the case of ECB asset purchases | Available at SSRN 4254184 | Enrique Alberola Gong Cheng Andrea Consiglio Stavros A Zenios | 2022/7 |
Managing the political risk of international portfolios | Giovanni Pagliardi Somayyeh Lotfi Efstathios Paparoditis Stavros A Zenios | 2021/7 | |
Risk management for sustainable sovereign debt financing | Operations Research | Stavros A Zenios Andrea Consiglio Marialena Athanasopoulou Edmund Moshammer Angel Gavilan | 2021/5 |
Integrated dynamic models for hedging international portfolio risks | European Journal of Operational Research | Nikolas Topaloglou Hercules Vladimirou Stavros A Zenios | 2020/8/16 |
Co-Authors
