Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
17
Impact Factor
0.21
5 Years IF
0.24
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0.04 0 55 55 117 2 2 0 0 0 2 0.04 0.09
1998 0.05 0.26 0.03 0.05 55 110 91 3 5 55 3 55 3 2 66.7 0 0.12
1999 0.02 0.28 0.03 0.02 59 169 149 5 10 110 2 110 2 0 2 0.03 0.14
2000 0.07 0.33 0.05 0.05 55 224 253 12 22 114 8 169 9 0 2 0.04 0.15
2001 0.04 0.36 0.05 0.04 60 284 120 13 35 114 4 224 9 0 2 0.03 0.15
2002 0.03 0.39 0.04 0.03 48 332 92 13 48 115 3 284 9 0 0 0.21
2003 0.04 0.4 0.06 0.06 82 414 164 24 73 108 4 277 16 0 2 0.02 0.2
2004 0.05 0.45 0.04 0.05 67 481 177 20 93 130 7 304 14 0 0 0.2
2005 0.05 0.46 0.05 0.06 65 546 116 30 123 149 7 312 18 3 10 1 0.02 0.22
2006 0.08 0.46 0.11 0.11 69 615 140 66 189 132 10 322 37 22 33.3 0 0.21
2007 0.1 0.42 0.13 0.12 70 685 175 87 276 134 13 331 39 18 20.7 1 0.01 0.18
2008 0.08 0.44 0.14 0.12 54 739 122 98 377 139 11 353 43 8 8.2 3 0.06 0.21
2009 0.07 0.44 0.14 0.12 62 801 115 112 489 124 9 325 39 20 17.9 3 0.05 0.21
2010 0.09 0.43 0.14 0.14 44 845 112 117 606 116 11 320 46 19 16.2 3 0.07 0.18
2011 0.13 0.46 0.13 0.14 42 887 100 111 717 106 14 299 42 15 13.5 1 0.02 0.21
2012 0.13 0.47 0.12 0.12 34 921 52 115 832 86 11 272 32 7 6.1 0 0.19
2013 0.16 0.53 0.14 0.15 46 967 74 135 968 76 12 236 35 17 12.6 4 0.09 0.22
2014 0.19 0.55 0.16 0.19 38 1005 60 156 1124 80 15 228 44 5 3.2 2 0.05 0.22
2015 0.2 0.56 0.23 0.31 26 1031 21 235 1360 84 17 204 63 16 6.8 1 0.04 0.21
2016 0.39 0.58 0.25 0.34 48 1079 33 270 1630 64 25 186 63 18 6.7 1 0.02 0.2
2017 0.23 0.6 0.24 0.26 48 1127 17 265 1895 74 17 192 50 21 7.9 3 0.06 0.22
2018 0.21 0.76 0.22 0.24 36 1163 2 254 2149 96 20 206 50 10 3.9 1 0.03 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11997A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Schouten, Frank Duyn ; Wildeman, Ralph . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435.

Full description at Econpapers || Download paper

61
22000The position value for union stable systems. (2000). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236.

Full description at Econpapers || Download paper

43
32001The Myerson value for union stable structures. (2001). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371.

Full description at Econpapers || Download paper

38
42008Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205.

Full description at Econpapers || Download paper

26
52007On stochastic games in economics. (2007). Nowak, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:513-530.

Full description at Econpapers || Download paper

25
62010Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399.

Full description at Econpapers || Download paper

24
72009Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafał. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473.

Full description at Econpapers || Download paper

23
82004Do we detect and exploit mixed strategy play by opponents?. (2004). Swarthout, J. ; Shachat, Jason. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:359-373.

Full description at Econpapers || Download paper

23
92008Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:21-42.

Full description at Econpapers || Download paper

21
102011Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310.

Full description at Econpapers || Download paper

21
112007Games on lattices, multichoice games and the shapley value: a new approach. (2007). Grabisch, Michel ; Lange, Fabien . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:1:p:153-167.

Full description at Econpapers || Download paper

21
122005Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:1:p:1-22.

Full description at Econpapers || Download paper

19
132009On convex risk measures on L p -spaces. (2009). Ruschendorf, L. ; Kaina, M.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495.

Full description at Econpapers || Download paper

19
142000The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:235-248.

Full description at Econpapers || Download paper

18
152006Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186.

Full description at Econpapers || Download paper

17
162000Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:1-42.

Full description at Econpapers || Download paper

17
172002Tail dependence for elliptically contoured distributions. (2002). Schmidt, Rafael . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:2:p:301-327.

Full description at Econpapers || Download paper

17
182003Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:3:p:375-385.

Full description at Econpapers || Download paper

17
192000Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:357-374.

Full description at Econpapers || Download paper

17
202013A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432.

Full description at Econpapers || Download paper

16
211999Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:493-518.

Full description at Econpapers || Download paper

16
222004A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo, Leticia. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403.

Full description at Econpapers || Download paper

15
232004A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Schepers, Jorg ; Fekete, Sandor P.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:311-329.

Full description at Econpapers || Download paper

15
242000The efficient frontier for bounded assets. (2000). Hlouskova, Jaroslava ; Best, Michael J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:195-212.

Full description at Econpapers || Download paper

14
252008Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:2:p:257-276.

Full description at Econpapers || Download paper

14
262000Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494.

Full description at Econpapers || Download paper

14
272003Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Jimenez-Losada, A. ; Bilbao, J. M. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65.

Full description at Econpapers || Download paper

14
282000Generalized vector quasi-equilibrium problems. (2000). Fu, Jun-Yi . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:57-64.

Full description at Econpapers || Download paper

14
291999Vector network equilibrium problems and nonlinear scalarization methods. (1999). Goh, C. J. ; Yang, X. Q. ; Chen, G. Y.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:49:y:1999:i:2:p:239-253.

Full description at Econpapers || Download paper

13
302007Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367.

Full description at Econpapers || Download paper

13
312009Cooperation under interval uncertainty. (2009). Alparslan-Gok, S. ; Tijs, Stef ; Miquel, Silvia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109.

Full description at Econpapers || Download paper

13
322003Second order necessary conditions in set constrained differentiable vector optimization. (2003). Jimenez, Bienvenido ; Novo, Vicente . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:2:p:299-317.

Full description at Econpapers || Download paper

13
331999Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:271-296.

Full description at Econpapers || Download paper

13
341998Optimality conditions for set-valued optimization problems. (1998). Chen, Guang Ya ; Jahn, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:48:y:1998:i:2:p:187-200.

Full description at Econpapers || Download paper

12
352000A flexible approach to location problems. (2000). Rodriguez-Chia, Antonio M. ; Nickel, Stefan ; Puerto, Justo ; Fernandez, Francisco R.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:69-89.

Full description at Econpapers || Download paper

12
362010Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369.

Full description at Econpapers || Download paper

12
372014Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Kobis, Elisabeth ; Ide, Jonas . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127.

Full description at Econpapers || Download paper

12
382014Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30.

Full description at Econpapers || Download paper

12
391997Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211.

Full description at Econpapers || Download paper

12
401997A generalization of vectorial equilibria. (1997). Schlager, D. ; Oettli, W. ; Ansari, Q.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:147-152.

Full description at Econpapers || Download paper

12
412007Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407.

Full description at Econpapers || Download paper

11
422004Nash equilibria in electricity markets with discrete prices. (2004). Anderson, E. J. ; Xu, H.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:215-238.

Full description at Econpapers || Download paper

11
432006On Approximate Efficiency in Multiobjective Programming. (2006). Jimenez, B. ; Novo, V. ; Gutierrez, C.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:64:y:2006:i:1:p:165-185.

Full description at Econpapers || Download paper

11
442000A branch-and-bound algorithm for the resource-constrained project scheduling problem. (2000). Pesch, E. ; Dorndorf, U. ; Phan-Huy, T.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:413-439.

Full description at Econpapers || Download paper

11
452000On shortest path games. (2000). Fragnelli, Vito ; Garcia-Jurado, Ignacio ; Mendez-Naya, Luciano. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:251-264.

Full description at Econpapers || Download paper

11
462006Portfolio optimization in stochastic markets. (2006). ozekici, S. ; akmak, U.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:151-168.

Full description at Econpapers || Download paper

11
472011Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262.

Full description at Econpapers || Download paper

11
482003Cooperation and competition in inventory games. (2003). Borm, Peter ; Meca, Ana ; Garcia-Jurado, Ignacio. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:3:p:481-493.

Full description at Econpapers || Download paper

11
492007Scalarization for pointwise well-posed vectorial problems. (2007). Durea, M.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:409-418.

Full description at Econpapers || Download paper

11
502001Extended and strongly extended well-posedness of set-valued optimization problems. (2001). Huang, X. X.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:53:y:2001:i:1:p:101-116.

Full description at Econpapers || Download paper

11
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11997A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Schouten, Frank Duyn ; Wildeman, Ralph . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435.

Full description at Econpapers || Download paper

22
22000The position value for union stable systems. (2000). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236.

Full description at Econpapers || Download paper

16
32001The Myerson value for union stable structures. (2001). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371.

Full description at Econpapers || Download paper

14
42010Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399.

Full description at Econpapers || Download paper

13
52009On convex risk measures on L p -spaces. (2009). Ruschendorf, L. ; Kaina, M.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495.

Full description at Econpapers || Download paper

12
62008Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205.

Full description at Econpapers || Download paper

11
72002Tail dependence for elliptically contoured distributions. (2002). Schmidt, Rafael . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:2:p:301-327.

Full description at Econpapers || Download paper

10
82013A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432.

Full description at Econpapers || Download paper

10
92000Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:357-374.

Full description at Econpapers || Download paper

9
102009Heavy-tails and regime-switching in electricity prices. (2009). Weron, Rafał. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473.

Full description at Econpapers || Download paper

9
112000The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:235-248.

Full description at Econpapers || Download paper

8
122000Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494.

Full description at Econpapers || Download paper

8
131999Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:271-296.

Full description at Econpapers || Download paper

8
142006Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186.

Full description at Econpapers || Download paper

8
152016Systemic risk measures on general measurable spaces. (2016). Kromer, E ; Zilch, K ; Overbeck, L. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1.

Full description at Econpapers || Download paper

7
162011Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310.

Full description at Econpapers || Download paper

7
172014Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Kobis, Elisabeth ; Ide, Jonas . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127.

Full description at Econpapers || Download paper

7
182008Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:2:p:257-276.

Full description at Econpapers || Download paper

7
192006Inferring Efficient Weights from Pairwise Comparison Matrices. (2006). Carrizosa, E. ; Blanquero, R. ; Conde, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:64:y:2006:i:2:p:271-284.

Full description at Econpapers || Download paper

7
202007Games on lattices, multichoice games and the shapley value: a new approach. (2007). Grabisch, Michel ; Lange, Fabien . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:1:p:153-167.

Full description at Econpapers || Download paper

7
212011Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262.

Full description at Econpapers || Download paper

6
222000Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:1-42.

Full description at Econpapers || Download paper

6
232007Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407.

Full description at Econpapers || Download paper

6
242016Modeling values for TU-games using generalized versions of consistency, standardness and the null player property. (2016). Radzik, Tadeusz ; Driessen, Theo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:83:y:2016:i:2:d:10.1007_s00186-015-0525-x.

Full description at Econpapers || Download paper

6
252011Inverse p-median problems with variable edge lengths. (2011). Gassner, Elisabeth ; Burkard, Rainer ; Bonab, Fahimeh Baroughi . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:263-280.

Full description at Econpapers || Download paper

6
262012A private contributions game for joint replenishment. (2012). , Alperen ; Guler, Kemal ; Korpeolu, Evren ; En, Alper. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:75:y:2012:i:1:p:67-82.

Full description at Econpapers || Download paper

5
272007Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:255-261.

Full description at Econpapers || Download paper

5
282004The position value in communication structures. (2004). Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:465-477.

Full description at Econpapers || Download paper

5
292007Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367.

Full description at Econpapers || Download paper

5
302016Functional central limit theorems for Markov-modulated infinite-server systems. (2016). Blom, J ; Mandjes, M ; de Turck, K. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:83:y:2016:i:3:d:10.1007_s00186-016-0531-7.

Full description at Econpapers || Download paper

5
312014Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30.

Full description at Econpapers || Download paper

5
322010Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369.

Full description at Econpapers || Download paper

5
331999Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:493-518.

Full description at Econpapers || Download paper

5
342003Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Jimenez-Losada, A. ; Bilbao, J. M. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65.

Full description at Econpapers || Download paper

5
352010An extended covering model for flexible discrete and equity location problems. (2010). Marin, Alfredo ; Nickel, Stefan ; Velten, Sebastian . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:1:p:125-163.

Full description at Econpapers || Download paper

4
362008Robust optimal control for a consumption-investment problem. (2008). Schied, Alexander. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:1-20.

Full description at Econpapers || Download paper

4
371998Conservation of energy in value theory. (1998). Ortmann, K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:47:y:1998:i:3:p:423-449.

Full description at Econpapers || Download paper

4
382000Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:65-77.

Full description at Econpapers || Download paper

4
392012Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. (2012). Zhang, Chunhong ; Lin, Xiang ; Siu, Tak. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:75:y:2012:i:1:p:83-100.

Full description at Econpapers || Download paper

4
402007Risk-sensitive capacity control in revenue management. (2007). Barz, C. ; Waldmann, K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:3:p:565-579.

Full description at Econpapers || Download paper

4
412010Comparison and robustification of Bayes and Black-Litterman models. (2010). Schottle, Katrin ; Zagst, Rudi ; Werner, Ralf . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:3:p:453-475.

Full description at Econpapers || Download paper

4
422002Tree-connected peer group situations and peer group games. (2002). Fragnelli, Vito ; Branzei, Rodica ; Tijs, Stef. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:1:p:93-106.

Full description at Econpapers || Download paper

4
432003Cooperation and competition in inventory games. (2003). Borm, Peter ; Meca, Ana ; Garcia-Jurado, Ignacio. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:3:p:481-493.

Full description at Econpapers || Download paper

4
442006Sequencing games without initial order. (2006). Klijn, Flip ; Sanchez, Estela . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:53-62.

Full description at Econpapers || Download paper

4
452014The multi-player nonzero-sum Dynkin game in discrete time. (2014). Hassani, Mohammed ; Hamadene, Said . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:2:p:179-194.

Full description at Econpapers || Download paper

4
462011New characterizations of the constrained equal awards rule in multi-issue allocation situations. (2011). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo-Freire, Silvia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:311-325.

Full description at Econpapers || Download paper

4
472017Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. (2017). Aussel, Didier ; Sagratella, Simone. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:1:d:10.1007_s00186-016-0565-x.

Full description at Econpapers || Download paper

4
482015Complete markets do not allow free cash flow streams. (2015). Grether, Stefanie ; Bauerle, Nicole. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:2:p:137-146.

Full description at Econpapers || Download paper

4
492007On stochastic games in economics. (2007). Nowak, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:513-530.

Full description at Econpapers || Download paper

3
502007Mean–variance hedging under transaction costs. (2007). Beutner, Eric. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:3:p:539-557.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor: 20
YearTitle
2018Capital allocation à la Aumann–Shapley for non-differentiable risk measures. (2018). Centrone, Francesca ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:667-675.

Full description at Econpapers || Download paper

2018Multivariate Shortfall Risk Allocation and Systemic Risk. (2018). Papapantoleon, Antonis ; Drapeau, Samuel ; Crepey, Stephane ; Armenti, Yannick . In: Working Papers. RePEc:hal:wpaper:hal-01764398.

Full description at Econpapers || Download paper

2018Financial asset bubbles in banking networks. (2018). Meyer-Brandis, Thilo ; Mazzon, Andrea ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1806.01728.

Full description at Econpapers || Download paper

2018Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372.

Full description at Econpapers || Download paper

2018Stability of linear EDF networks with resource sharing. (2018). Kruk, Ukasz. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:88:y:2018:i:1:d:10.1007_s11134-017-9553-y.

Full description at Econpapers || Download paper

2018The candidate experience: Is it damaging your employer brand?. (2018). Miles, Sandra Jeanquart ; McCamey, Randy. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:5:p:755-764.

Full description at Econpapers || Download paper

2018Three-valued simple games. (2018). Musegaas, M ; Quant, M ; P. E. M. Borm, . In: Theory and Decision. RePEc:kap:theord:v:85:y:2018:i:2:d:10.1007_s11238-017-9630-z.

Full description at Econpapers || Download paper

2018A social choice approach to ordinal group activity selection. (2018). Darmann, Andreas. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:93:y:2018:i:c:p:57-66.

Full description at Econpapers || Download paper

2018Discounted Solidarity Values. (2018). Calvo, Emilio ; Gutierrez-Lopez, Esther. In: Discussion Papers in Economic Behaviour. RePEc:dbe:wpaper:0418.

Full description at Econpapers || Download paper

2018A comparative study of the arcflow model and the one-cut model for one-dimensional cutting stock problems. (2018). Martinovic, J ; Valerio, J M ; Scheithauer, G. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:458-471.

Full description at Econpapers || Download paper

2018Combinatorial investigations on the maximum gap for skiving stock instances of the divisible case. (2018). Martinovic, John ; Scheithauer, Guntram. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2762-x.

Full description at Econpapers || Download paper

2018Functional limit theorems for a new class of non-stationary shot noise processes. (2018). Pang, Guodong ; Zhou, Yuhang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:2:p:505-544.

Full description at Econpapers || Download paper

2018Stability Property in Bifunction-Set Optimization. (2018). Sach, Pham Huu. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:177:y:2018:i:2:d:10.1007_s10957-018-1280-y.

Full description at Econpapers || Download paper

2018A performance-based subsidy allocation of ferry transportation: A data envelopment approach. (2018). Yu, Ming-Miin ; Hsiao, BO ; Chen, Li-Hsueh. In: Transport Policy. RePEc:eee:trapol:v:68:y:2018:i:c:p:13-19.

Full description at Econpapers || Download paper

2018The noncooperative transportation problem and linear generalized Nash games. (2018). Stein, Oliver ; Sudermann-Merx, Nathan . In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:543-553.

Full description at Econpapers || Download paper

2018How to Select a Solution in Generalized Nash Equilibrium Problems. (2018). Dreves, Axel. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:178:y:2018:i:3:d:10.1007_s10957-018-1327-0.

Full description at Econpapers || Download paper

2018Dynamic derivative-based investment strategy for mean–variance asset–liability management with stochastic volatility. (2018). Li, Danping ; Zeng, Yan ; Shen, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:72-86.

Full description at Econpapers || Download paper

2018On the optimal investment-consumption and life insurance selection problem with an external stochastic factor. (2018). Guambe, Calisto ; Kufakunesu, Rodwell. In: Papers. RePEc:arx:papers:1808.04608.

Full description at Econpapers || Download paper

2018Augmented Lagrangian and exact penalty methods for quasi-variational inequalities. (2018). Kanzow, Christian ; Steck, Daniel. In: Computational Optimization and Applications. RePEc:spr:coopap:v:69:y:2018:i:3:d:10.1007_s10589-017-9963-0.

Full description at Econpapers || Download paper

2018Population-level intervention and information collection in dynamic healthcare policy. (2018). Weber, Thomas ; Cipriano, Lauren E. In: Health Care Management Science. RePEc:kap:hcarem:v:21:y:2018:i:4:d:10.1007_s10729-017-9415-5.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2018

YearCiting document
2018A unified Framework for Robust Modelling of Financial Markets in discrete time. (2018). Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:1808.06430.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017Generating the efficient frontier of a class of bicriteria generalized fractional programming. (2017). Cambini, Riccardo ; Martein, Laura ; Carosi, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0196-6.

Full description at Econpapers || Download paper

2017A Bridge Between Bilevel Programs and Nash Games. (2017). Lampariello, Lorenzo ; Sagratella, Simone. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:174:y:2017:i:2:d:10.1007_s10957-017-1109-0.

Full description at Econpapers || Download paper

2017Computing equilibria of Cournot oligopoly models with mixed-integer quantities. (2017). Sagratella, Simone. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:3:d:10.1007_s00186-017-0599-8.

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. (2016). Lu, Hongyuan ; Mandjes, Michel ; Pang, Guodong. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:84:y:2016:i:3:d:10.1007_s11134-016-9496-8.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems. (2015). Steinbuks, Jevgenijs ; Judd, Kenneth ; Cai, Yongyang. In: NBER Working Papers. RePEc:nbr:nberwo:21590.

Full description at Econpapers || Download paper