| Stochastic network programming for financial planning problems JM Mulvey, H Vladimirou Management science 38 (11), 1642-1664, 1992 | 416 | 1992 |
| Stochastic network optimization models for investment planning JM Mulvey, H Vladimirou Annals of Operations Research 20 (1), 187-217, 1989 | 214 | 1989 |
| Applying the progressive hedging algorithm to stochastic generalized networks JM Mulvey, H Vladimirou Annals of Operations Research 31 (1), 399-424, 1991 | 200 | 1991 |
| CVaR models with selective hedging for international asset allocation N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 26 (7), 1535-1561, 2002 | 194 | 2002 |
| A dynamic stochastic programming model for international portfolio management N Topaloglou, H Vladimirou, SA Zenios European Journal of Operational Research 185 (3), 1501-1524, 2008 | 155 | 2008 |
| Resolution of (±)-menthol by immobilized Candida rugosa lipase on superparamagnetic nanoparticles S Bai, Z Guo, W Liu, Y Sun Food Chemistry 96 (1), 1-7, 2006 | 134 | 2006 |
| Solving multistage stochastic networks: An application of scenario aggregation JM Mulvey, H Vladimirou Networks 21 (6), 619-643, 1991 | 126 | 1991 |
| Stability analysis of portfolio management with conditional value-at-risk M Kaut, H Vladimirou, SW Wallace, SA Zenios Quantitative Finance 7 (4), 397-409, 2007 | 101 | 2007 |
| Stochastic linear programs with restricted recourse H Vladimirou, SA Zenios European Journal of Operational Research 101 (1), 177-192, 1997 | 88 | 1997 |
| Optimizing international portfolios with options and forwards N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 35 (12), 3188-3201, 2011 | 54 | 2011 |
| Scalable parallel computations forlarge-scale stochastic programming H Vladimirou, SA Zenios Annals of Operations Research 90 (0), 87-129, 1999 | 37 | 1999 |
| Computational assessment of distributed decomposition methods for stochastic linear programs H Vladimirou European Journal of Operational Research 108 (3), 653-670, 1998 | 32 | 1998 |
| Stochastic programming and robust optimization H Vladimirou, SA Zenios Advances in Sensitivity Analysis and Parametic Programming, 395-447, 1997 | 28 | 1997 |
| Pricing options on scenario trees N Topaloglou, H Vladimirou, SA Zenios Journal of Banking & Finance 32 (2), 283-298, 2008 | 26 | 2008 |
| Evaluation of a parallel hedging algorithm for stochastic network programming JM Mulvey, H Vladimirou | 25 | 1989 |
| Stochastic networks: Solution methods and applications in financial planning H Vladimirou Princeton University, 1991 | 18 | 1991 |
| Integrated dynamic models for hedging international portfolio risks N Topaloglou, H Vladimirou, SA Zenios European Journal of Operational Research 285 (1), 48-65, 2020 | 14 | 2020 |
| Controlling currency risk with options or forwards N Topaloglou, H Vladimirou, SA Zenios Handbook of Financial Engineering, 245-278, 2008 | 13 | 2008 |
| Stability analysis of a portfolio management model based on the conditional value-at-risk measure M Kaut, SW Wallace, H Vladimirou, SA Zenios Available in http://work. michalkaut. net/CV_and_study …, 2003 | 10 | 2003 |
| Developments in combinatorial optimization (ECCO-XX): Guest editorial. S Martello, H Vladimirou Computational Optimization & Applications 48 (2), 2011 | 9 | 2011 |
