ΗΡΑΚΛΗΣ ΒΛΑΔΙΜΗΡΟΥ
ΒΛΑΔΙΜΗΡΟΥ ΗΡΑΚΛΗΣ
VLADIMIROU HERCULES
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PROFESSOR
Department of Business and Public Administration
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+357-22892463
+357-22892460
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Προσωπικό Προφίλ

 
 
 

Profile Information

 
 
Journal Publications:N. Topaloglou, H. Vladimirou and S.A. Zenios, “Pricing Options on ScenarioTrees”, Journal of Banking and Finance, 32(2): 283-298, 2008.
 
N. Topaloglou, H. Vladimirou and S.A. Zenios, “A Dynamic Stochastic Programming Model for International Portfolio Management”, European Journal of Operational Research, 185(3): 1501-1524, 2008.
 
M. Kaut, H. Vladimirou, S.W. Wallace and S.A. Zenios, “Stability Analysis of Portfolio Management with Conditional Value-at-Risk”, Quantitative Finance, 7(4):397-409, 2007.
 
N. Topaloglou, H. Vladimirou and S.A. Zenios, “Incorporating Derivative Securities in International Portfolios”, International Journal of Computer Mathematics and its Applications, 5: 159-178, 2004.
 
N. Topaloglou, H. Vladimirou and S.A. Zenios, “CVaR Models with Selective Hedging for International Asset Allocation”, Journal of Banking and Finance, 26(7): 1535-1561, 2002.
 
H. Vladimirou and S.A. Zenios, “Scalable Parallel Computations for Large-scale Stochastic Programming”, Annals of Operations Research, 90:87-129, 1999.
 
H. Vladimirou, “Computational Assessment of Distributed Decomposition Methods for Stochastic Linear Programs”, European Journal of Operational Research, 108:653-670, 1998.
 
H. Vladimirou and S.A. Zenios, “Stochastic Linear Programs with Restricted Recourse”, European Journal of Operational Research, 101:177-192, 1997.
 
J.M. Mulvey and H. Vladimirou, “Stochastic Network Programming for Financial Planning Problems”, Management Science, 38(11):1642-1664, 1992.
 
J.M. Mulvey and H. Vladimirou, “Applying the Progressive Hedging Algorithm to Stochastic Generalized Networks”, Annals of Operations Research, 31:399-424, 1991.
 
J.M. Mulvey and H. Vladimirou, “Solving Multistage Stochastic Networks: An Application of Scenario Aggregation”, Networks, 21(6):619-643, 1991.
 
J.M. Mulvey and H. Vladimirou, “Stochastic Programming Optimization Models for Investment Planning”, Annals of Operations Research, 20:187-217, 1989
 
.Invited papers in edited volumes (refereed):M. Kaut, H. Vladimirou, S.W. Wallace and S.A. Zenios, “Stability Analysis of Portfolio Management with Conditional Value-at-Risk”, in M.A.H. Dempster, G.Ch. Pflug and G. Mitra (eds.) Quantitative Fund Management, pp. 315-335, Francis & Taylor, 2008.
 
N. Topaloglou, H. Vladimirou and S.A. Zenios, “Controlling Currency Risk with Options or Forwards”, in C. Zopounidis, M. Doumpos and P.M. Pardalos (eds.), Handbook of Financial Engineering, pp. 245-278, Springer, 2007.
 
H. Vladimirou and S.A. Zenios, “Stochastic Programming: Parallel Factorization of Structured Matrices”, Encyclopaedia of Optimization, Vol. V, pp. 338-343, Kluwer Academic Publishers, 2001.
 
H. Vladimirou and S.A. Zenios, “Stochastic Programming and Robust Optimization”, chapter 12 in T. Gal and H.J. Greenberg (editors), Advances in Sensitivity Analysis and Parametric Programming, Kluwer Academic Publishers, 1997.
 
H. Vladimirou and S.A. Zenios, “Parallel Algorithms for Large-scale Stochastic Programming”, in A. Migdalas, P. Pardalos and S. Storoy (editors), Parallel Computing in Optimization, Kluwer Academic Publishers, pp. 413-469, 1997.
 
J.M. Mulvey and H. Vladimirou, “Evaluation of a Parallel Hedging Algorithm for Stochastic Network Programming”, in R. Sharda, B.L. Golden, E. Wasil, O. Balci and W. Stewart (editors), Impacts of Recent Computer Advances on Operations Research, North-Holland, pp. 106-119, 1989.
 
Edited Volumes:
 
H. Vladimirou (editor), “Financial Modelling,” Vol. 151 of Annals of Operations Research, Springer, 2007.
 
H. Vladimirou (editor), “Financial Optimization,” Vol. 152 of Annals of Operations Research, Springer, 2007.
 
M. Bertocchi, G.Ch. Pflug and H. Vladimirou (editors), Mathematical Optimization Models for Financial Institutions, special volume of the Annals of Operations Research (in press).
 
H.Vladimirou, I. Maros and G. Mitra (editors), Applied Mathematical Programming and Modeling IV, Vol. 99 of Annals of Operations Research, Kluwer Academic Publishers, 2001.
 
H. Vladimirou, S.A. Zenios and R.J.-B. Wets (editors), Models for Planning under Uncertainty, Vol. 59 of Annals of Operations Research, J.C. Baltzer AG Scientific Publishers, 1995.