Hercules Vladimirou
PROFESSOR
Department of Business and Public Administration
Cyprus University of Technology
Cyprus
Biography
Hercules Vladimirou is Professor at Department of Business and Public Administration at Cyprus University.
Research Interest
Management with Conditional Value-at-Risk,nternational Portfolio Management,Computations for Large-scale Stochastic Programming,Financial Planning Problems
Publications
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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.
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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.
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Journal Publications:N. Topaloglou, H. Vladimirou and S.A. Zenios, “Pricing Options on ScenarioTrees”, Journal of Banking and Finance, 32(2): 283-298, 2008.
