Stavros Zenios

Adjunct Professor Stavros Zenios

+47 55 95 91 98
Business and Management Science
Financial Engineering Risk Management and Insurance Operations Research

Stavros A. Zenios received a PhD in engineering management systems from Princeton University in 1986. Before that he studied mathematics at University of London and electrical engineering with the Higher Technical Institute in Cyprus.

He is currently a Professor of finance and management science at University of Cyprus, Adjunct professor at the Norwegian School of Economics and Senior Fellow at the Wharton School, University of Pennsylvania.

He has published more than 150 scholarly articles in some of the leading journals in the fields of finance, management science and operations research. His specialization is financial risk management. He has authored five books and edited seven with Cambridge University Press, Blackwell and Wiley Finance. He co-authored with Yair Censor the award-winning book "Parallel Optimization", Oxford University Press.

His book with Patrick Harker on "Performance of Financial Institutions" was translated in Chinese. A list of publications is posted on ResearchGate, with h-index 47 on Google Scholar. He has received several prizes and awards.

Link to personal webpage

Selected publications

Author(s) Title Publisher
Consiglio, Andrea; Zenios, Stavros Pricing and hedging GDP-linked bonds in incomplete markets Journal of Economic Dynamics and Control Volume 88; page 137 - 155; 2018
Consiglio, Andrea; Lotfi, Somayyeh; Zenios, Stavros Portfolio diversification in the sovereign credit swap markets Annals of Operations Research; page 1 - 29; 2017
Consiglio, Andrea; Zenios, Stavros Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling Optimization and Engineering Volume 18 (2); page 537 - 558; 2017
More publications in Cristin

Risk Management