Most cited documents in this series:

Year	Title	Cited
2006	Leader-Follower Equilibria for Electric Power and NO x Allowances Markets RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330 [Citation Analysis]	9
2005	Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56 [Citation Analysis]	8
2005	Efficient strategies for deriving the subset VAR models RePEc:spr:comgts:v:4:y:2005:i:4:p:253-278 [Citation Analysis]	5
2004	Foreign versus domestic banks’ performance in the UK: a multicriteria approach RePEc:spr:comgts:v:1:y:2004:i:3:p:329-343 [Citation Analysis]	5
2003	Pricing early exercise contracts in incomplete markets RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107 [Citation Analysis]	4
2007	Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems RePEc:spr:comgts:v:4:y:2007:i:2:p:183-204 [Citation Analysis]	4
2005	A multivariate FGD technique to improve VaR computation in equity markets RePEc:spr:comgts:v:2:y:2005:i:2:p:87-106 [Citation Analysis]	4
2008	An oracle based method to compute a coupled equilibrium in a model of international climate policy RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140 [Citation Analysis]	4
2004	Finding the optimal solution to the Huff based competitive location model RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208 [Citation Analysis]	4
2008	GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206 [Citation Analysis]	3
2006	Computational aspects of minimizing conditional value-at-risk RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27 [Citation Analysis]	2
2009	Scenario tree reduction for multistage stochastic programs RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133 [Citation Analysis]	2
2005	Global optimization of mixed-integer bilevel programming problems RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212 [Citation Analysis]	2
2008	Using economic and financial information for stock selection RePEc:spr:comgts:v:5:y:2008:i:4:p:317-335 [Citation Analysis]	2
2005	Portfolio selection under VaR constraints RePEc:spr:comgts:v:2:y:2005:i:2:p:123-138 [Citation Analysis]	2
2006	Integrated Chance Constraints: Reduced Forms and an Algorithm RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269 [Citation Analysis]	1
2007	Solving two-stage stochastic programming problems with level decomposition RePEc:spr:comgts:v:4:y:2007:i:4:p:313-353 [Citation Analysis]	1
2009	A fixed-center spherical separation algorithm with kernel transformations for classification problems RePEc:spr:comgts:v:6:y:2009:i:3:p:357-372 [Citation Analysis]	1
2005	An application of the neural network energy function to machine sequencing RePEc:spr:comgts:v:4:y:2005:i:4:p:309-338 [Citation Analysis]	1
2008	The secondary benefits of climate change mitigation: an overlapping generations approach RePEc:spr:comgts:v:5:y:2008:i:3:p:233-257 [Citation Analysis]	1
2006	A New Multiobjective Dynamic Routing Method for Multiservice Networks: Modelling and Performance RePEc:spr:comgts:v:3:y:2006:i:3:p:225-244 [Citation Analysis]	1
2006	On solving the multi-period single-sourcing problem under uncertainty RePEc:spr:comgts:v:3:y:2006:i:1:p:29-53 [Citation Analysis]	1
2011	Dynamic modeling of mean-reverting spreads for statistical arbitrage RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49 [Citation Analysis]	1
2006	Non-Parametric Regression Methods RePEc:spr:comgts:v:3:y:2006:i:2:p:161-174 [Citation Analysis]	1
2007	Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language RePEc:spr:comgts:v:4:y:2007:i:1:p:17-40 [Citation Analysis]	1
2009	Introduction to the special issue on computational optimization under uncertainty RePEc:spr:comgts:v:6:y:2009:i:2:p:115-116 [Citation Analysis]	1
2006	An Algorithm for the Job Shop Scheduling Problem based on Global Equilibrium Search Techniques RePEc:spr:comgts:v:3:y:2006:i:4:p:331-348 [Citation Analysis]	1
2008	Linking energy system and macroeconomic growth models RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117 [Citation Analysis]	1
2004	Decision trees for monotone price models RePEc:spr:comgts:v:1:y:2004:i:3:p:231-244 [Citation Analysis]	1
2011	Multiobjective optimization using differential evolution for real-world portfolio optimization RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179 [Citation Analysis]	1
2006	An Improved Gradient Projection-based Decomposition Technique for Support Vector Machines RePEc:spr:comgts:v:3:y:2006:i:2:p:131-145 [Citation Analysis]	1
2007	Equity Models in Planar Location RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16 [Citation Analysis]	1
2008	Airline network revenue management by multistage stochastic programming RePEc:spr:comgts:v:5:y:2008:i:4:p:355-377 [Citation Analysis]	1
2011	Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123 [Citation Analysis]	1
2006	An adaptive Monte Carlo algorithm for computing mixed logit estimators RePEc:spr:comgts:v:3:y:2006:i:1:p:55-79 [Citation Analysis]	1
2005	Integer programming approaches in mean-risk models RePEc:spr:comgts:v:4:y:2005:i:4:p:339-351 [Citation Analysis]	1

Citing documents used to compute impact factor 3:

Year	Title	See
2011	Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370	[Citation Analysis]
2011	Shape-based scenario generation using copulas RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199	[Citation Analysis]
2011	Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101	[Citation Analysis]

Cites in year: CiY