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Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
17
Impact Factor
0.33
5 Years IF
0.36
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 0.09 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 0.06
1995 0 0.2 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 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 2 0 0 0 0 0.21
2003 0 0.41 0 0 5 5 12 2 0 0 0 0 0.2
2004 0 0.46 0.06 0 12 17 37 3 5 5 0 0 0.21
2005 0.12 0.47 0.11 0.12 21 38 123 3 7 17 2 17 2 0 1 0.05 0.22
2006 0.15 0.47 0.1 0.16 21 59 91 6 13 33 5 38 6 0 0 0.21
2007 0.21 0.42 0.17 0.2 18 77 65 12 26 42 9 59 12 0 0 0.19
2008 0.13 0.45 0.13 0.14 20 97 194 13 39 39 5 77 11 1 7.7 2 0.1 0.21
2009 0.16 0.44 0.16 0.2 29 126 75 19 59 38 6 92 18 0 0 0.21
2010 0.1 0.44 0.24 0.21 21 147 47 34 95 49 5 109 23 1 2.9 1 0.05 0.18
2011 0.1 0.46 0.3 0.26 21 168 118 49 145 50 5 109 28 11 22.4 1 0.05 0.21
2012 0.29 0.47 0.4 0.39 28 196 89 79 224 42 12 109 43 4 5.1 3 0.11 0.19
2013 0.37 0.53 0.44 0.38 20 216 147 93 318 49 18 119 45 5 5.4 5 0.25 0.22
2014 0.67 0.55 0.57 0.48 28 244 41 139 457 48 32 119 57 5 3.6 3 0.11 0.21
2015 0.46 0.55 0.45 0.5 30 274 53 122 579 48 22 118 59 5 4.1 4 0.13 0.21
2016 0.14 0.56 0.54 0.5 31 305 53 166 745 58 8 127 64 14 8.4 4 0.13 0.2
2017 0.38 0.58 0.51 0.54 30 335 11 172 917 61 23 137 74 10 5.8 3 0.1 0.21
2018 0.26 0.7 0.47 0.45 27 362 15 170 1087 61 16 139 62 8 4.7 1 0.04 0.28
2019 0.33 0.88 0.48 0.36 32 394 7 190 1277 57 19 146 53 10 5.3 5 0.16 0.33
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
12008ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40.

Full description at Econpapers || Download paper

116
22008ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66.

Full description at Econpapers || Download paper

108
32005Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56.

Full description at Econpapers || Download paper

75
42013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

49
52013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

Full description at Econpapers || Download paper

42
62009Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133.

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25
72012Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138.

Full description at Econpapers || Download paper

25
82006Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269.

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24
92008GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206.

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22
102006Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27.

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22
112012Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231.

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21
122011Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179.

Full description at Econpapers || Download paper

20
132011Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370.

Full description at Econpapers || Download paper

20
142008Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Bauer, Nico ; Kypreos, Socrates. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117.

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19
152012An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Webster, Mort ; Parpas, Panos ; Santen, Nidhi . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362.

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18
162015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

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18
172006Leader-Follower Equilibria for Electric Power and NO x Allowances Markets. (2006). Hobbs, Benjamin ; Chen, Yihsu ; Munson, Todd ; Leyffer, Sven . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330.

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17
182004Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208.

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17
192011Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218.

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14
202008An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Haurie, Alain ; Viguier, Laurent ; Drouet, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140.

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14
212007Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (2007). Krawczyk, Jacek. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:183-204.

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14
222005Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212.

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13
232007Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16.

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13
242016Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z.

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12
252011Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49.

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11
262010An exact solution framework for a broad class of vehicle routing problems. (2010). Mingozzi, Aristide ; Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268.

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11
272013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Bene, C.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

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10
282011On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353.

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10
292010Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective. (2010). Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:4:p:377-406.

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10
302009Stochastic optimization models for a single-sink transportation problem. (2009). Maggioni, Francesca ; Kaut, Michal ; Bertazzi, Luca. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:251-267.

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9
312013Simple measure of similarity for the market graph construction. (2013). Koldanov, Alexander ; Kalyagin, Valery ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124.

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9
322013Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396.

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9
332011Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo ; Stein- Erik Fleten, . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101.

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9
342006An adaptive Monte Carlo algorithm for computing mixed logit estimators. (2006). Cirillo, Cinzia ; Toint, Philippe ; Bastin, Fabian. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:55-79.

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9
352003Pricing early exercise contracts in incomplete markets. (2003). Oberman, A. ; Zariphopoulou, T.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107.

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9
362008The secondary benefits of climate change mitigation: an overlapping generations approach. (2008). Leach, Andrew ; Bahn, Olivier . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:233-257.

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9
372011Mean-variance versus expected utility in dynamic investment analysis. (2011). Zhao, Yonggan ; MacLean, Leonard ; Ziemba, William. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:3-22.

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9
382013A robust meta-game for climate negotiations. (2013). Vielle, Marc ; Haurie, Alain ; Babonneau, Frederic. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:299-329.

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9
392016Likelihood robust optimization for data-driven problems. (2016). Glynn, Peter W ; Wang, Zizhuo ; Ye, Yinyu . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0240-3.

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8
402013Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

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8
412009Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375.

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8
422005Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19.

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8
432011Shape-based scenario generation using copulas. (2011). Wallace, Stein ; Kaut, Michal . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199.

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8
442015A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518.

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8
452005Integer programming approaches in mean-risk models. (2005). Konno, Hiroshi ; Yamamoto, Rei . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2005:i:4:p:339-351.

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8
462009Risk aversion for an electricity retailer with second-order stochastic dominance constraints. (2009). Carrion, Miguel ; Gotzes, Uwe ; Schultz, Rudiger . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:233-250.

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8
472013Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Takeda, Akiko ; Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49.

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8
482011Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279.

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7
492013Supply chain network sustainability under competition and frequencies of activities from production to distribution. (2013). Nagurney, Anna ; Yu, Min ; Floden, Jonas. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:397-422.

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7
502014Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:285-315.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12008ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40.

Full description at Econpapers || Download paper

42
22008ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66.

Full description at Econpapers || Download paper

42
32013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

17
42013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

Full description at Econpapers || Download paper

15
52015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

Full description at Econpapers || Download paper

13
62012Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231.

Full description at Econpapers || Download paper

10
72012Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138.

Full description at Econpapers || Download paper

9
82016Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z.

Full description at Econpapers || Download paper

9
92005Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56.

Full description at Econpapers || Download paper

9
102009Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133.

Full description at Econpapers || Download paper

8
112011Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370.

Full description at Econpapers || Download paper

7
122016Likelihood robust optimization for data-driven problems. (2016). Glynn, Peter W ; Wang, Zizhuo ; Ye, Yinyu . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0240-3.

Full description at Econpapers || Download paper

7
132013Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Takeda, Akiko ; Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49.

Full description at Econpapers || Download paper

6
142016Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Maggioni, Francesca ; Allevi, Elisabetta ; Bertocchi, Marida. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0254-5.

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6
152018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

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6
162016Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2.

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5
172013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Bene, C.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

Full description at Econpapers || Download paper

5
182006Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269.

Full description at Econpapers || Download paper

5
192011Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179.

Full description at Econpapers || Download paper

5
202015A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518.

Full description at Econpapers || Download paper

5
212011On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353.

Full description at Econpapers || Download paper

4
222006Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27.

Full description at Econpapers || Download paper

4
232013A robust meta-game for climate negotiations. (2013). Vielle, Marc ; Haurie, Alain ; Babonneau, Frederic. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:299-329.

Full description at Econpapers || Download paper

4
242008GEMINI-E3, a general equilibrium model of international–national interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206.

Full description at Econpapers || Download paper

4
252010American option pricing under stochastic volatility: an efficient numerical approach. (2010). Aitsahlia, Farid ; Guha, Suchandan ; Goswami, Manisha . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:2:p:171-187.

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4
262010American option pricing under stochastic volatility: an empirical evaluation. (2010). Aitsahlia, Farid ; Guha, Suchandan ; Goswami, Manisha . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:2:p:189-206.

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4
272014Multi-horizon stochastic programming. (2014). Werner, Adrian ; Kaut, Michal ; Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193.

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282013Simple measure of similarity for the market graph construction. (2013). Koldanov, Alexander ; Kalyagin, Valery ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124.

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292008Supporting hydrogen based transportation: case studies with Global MARKAL Model. (2008). Krzyzanowski, Daniel ; Kypreos, Socrates ; Barreto, Leonardo . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:207-231.

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302014Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Koldanov, A. ; Kalyagin, V. ; Pardalos, P. ; Vizgunov, A.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55.

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312012Algorithms for the quickest path problem and the reliable quickest path problem. (2012). Calvete, Herminia ; del-Pozo, Lourdes ; Iranzo, Jose . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:255-272.

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322013Supply chain network sustainability under competition and frequencies of activities from production to distribution. (2013). Nagurney, Anna ; Yu, Min ; Floden, Jonas. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:397-422.

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332013Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155.

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342009Stochastic optimization models for a single-sink transportation problem. (2009). Maggioni, Francesca ; Kaut, Michal ; Bertazzi, Luca. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:251-267.

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352014On distributionally robust multiperiod stochastic optimization. (2014). Analui, Bita ; Pflug, Georg. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:197-220.

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362016Solution sensitivity-based scenario reduction for stochastic unit commitment. (2016). Ryan, Sarah M ; Feng, Yonghan . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:1:d:10.1007_s10287-014-0220-z.

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372016Solution sensitivity-based scenario reduction for stochastic unit commitment. (2016). Feng, Yonghan ; Ryan, Sarah . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:1:p:29-62.

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382015Game Theory Explorer: software for the applied game theorist. (2015). von Stengel, Bernhard ; Savani, Rahul. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:1:p:5-33.

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392013Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396.

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402011Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo ; Stein- Erik Fleten, . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101.

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412017Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. (2017). Brekelmans, Ruud ; Hertog, Dick ; Ben-Tal, Aharon . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0253-6.

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422005Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212.

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432011Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218.

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442018Stochastic dynamic programming approach to managing power system uncertainty with distributed storage. (2018). Zephyr, Luckny ; Anderson, Lindsay C. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0297-2.

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452012An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Webster, Mort ; Parpas, Panos ; Santen, Nidhi . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362.

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462007Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16.

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472014Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:285-315.

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482005Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19.

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492011Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49.

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502011Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279.

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Citing documents used to compute impact factor: 19
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2019Pension fund management with hedging derivatives, stochastic dominance and nodal contamination. (2019). Vitali, Sebastiano ; Kopa, Milo ; Moriggia, Vittorio. In: Omega. RePEc:eee:jomega:v:87:y:2019:i:c:p:127-141.

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2019Robust strategic bidding in auction-based markets. (2019). Fanzeres, Bruno ; Street, Alexandre ; Ahmed, Shabbir. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1158-1172.

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2019Comparing techniques for modelling uncertainty in a maritime inventory routing problem. (2019). Requejo, Cristina ; Hvattum, Lars Magnus ; Christiansen, Marielle ; Agra, Agostinho ; Rodrigues, Filipe. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:831-845.

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2019A survey of adjustable robust optimization. (2019). den Hertog, Dick ; Gorissen, Bram L ; Yanikolu, Hsan. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:799-813.

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2019Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty. (2019). Goerigk, Marc ; Chassein, Andre ; Poss, Michael ; Kurtz, Jannis. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:308-319.

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2019An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

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2019On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems. (2019). Song, Yongjia ; Oliveira, Welington ; Ackooij, Wim . In: Computational Optimization and Applications. RePEc:spr:coopap:v:74:y:2019:i:1:d:10.1007_s10589-019-00104-x.

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2019Valuation and pricing of electricity delivery contracts: the producer’s view. (2019). Kovacevic, Raimund M. In: Annals of Operations Research. RePEc:spr:annopr:v:275:y:2019:i:2:d:10.1007_s10479-018-3010-0.

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2019Critical Decisions for Asset Allocation via Penalized Quantile Regression. (2019). Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:1908.04697.

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2019LOAN MATURITY AGGREGATION IN INTERBANK LENDING NETWORKS OBSCURES MESOSCALE STRUCTURE AND ECONOMIC FUNCTIONS. (2019). Schoors, Koen ; Ryckebusch, Jan ; van den Heuvel, Milan ; van Soom, Marnix. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/952.

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2019Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932.

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2019Stochastic block models: A comparison of variants and inference methods. (2019). Becker, Till ; Funke, Thorben. In: PLOS ONE. RePEc:plo:pone00:0215296.

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2019Management of a hydropower system via convex duality. (2019). Dahl, Kristina Rognlien. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:1:d:10.1007_s00186-018-00656-4.

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2019Distributionally robust inventory routing problem to maximize the service level under limited budget. (2019). Liu, Xin ; Chu, Chengbin ; Zheng, Feifeng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:126:y:2019:i:c:p:190-211.

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2019Recent advances in the theory and practice of Logical Analysis of Data. (2019). Yacout, Soumaya ; Ragab, Ahmed ; Lozina, Irina ; Lejeune, Miguel. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:1:p:1-15.

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2019A finite $$\epsilon $$ϵ-convergence algorithm for two-stage stochastic convex nonlinear programs with mixed-binary first and second-stage variables. (2019). Grossmann, Ignacio E ; Li, Can. In: Journal of Global Optimization. RePEc:spr:jglopt:v:75:y:2019:i:4:d:10.1007_s10898-019-00820-y.

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Recent citations
Recent citations received in 2019

YearCiting document
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2019A Self-Exciting Modelling Framework for Forward Prices in Power Markets. (2019). Sgarra, Carlo ; Mazzoran, Andrea ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1910.13286.

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2019An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

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2019Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932.

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Recent citations received in 2018

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Recent citations received in 2017

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Recent citations received in 2016

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2016Economic Problems with Constraints: How Efficiency Relates to Equilibrium. (2016). Krawczyk, Jacek ; Tidball, Mabel. In: International Game Theory Review (IGTR). RePEc:wsi:igtrxx:v:18:y:2016:i:04:n:s0219198916500110.

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