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Citation Profile [Updated: 2021-07-01 06:51:03]
5 Years H
18
Impact Factor
0.42
5 Years IF
0.39
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 0.09 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 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
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 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 1 0 0 0 0 0.19
2003 0 0.4 0 0 5 5 14 1 0 0 0 0 0.19
2004 0 0.45 0.12 0 12 17 45 1 3 5 5 0 1 0.08 0.2
2005 0.12 0.46 0.11 0.12 21 38 140 3 7 17 2 17 2 0 1 0.05 0.21
2006 0.15 0.46 0.1 0.16 21 59 103 6 13 33 5 38 6 0 0 0.21
2007 0.21 0.42 0.18 0.22 18 77 74 13 27 42 9 59 13 0 0 0.18
2008 0.13 0.44 0.13 0.14 20 97 218 13 40 39 5 77 11 1 7.7 2 0.1 0.2
2009 0.18 0.43 0.17 0.21 29 126 87 20 61 38 7 92 19 0 0 0.21
2010 0.14 0.43 0.26 0.23 21 147 58 36 99 49 7 109 25 1 2.8 1 0.05 0.18
2011 0.1 0.45 0.31 0.27 21 168 147 51 151 50 5 109 29 10 19.6 0 0.2
2012 0.29 0.45 0.41 0.4 28 196 104 81 232 42 12 109 44 4 4.9 3 0.11 0.19
2013 0.41 0.51 0.45 0.39 20 216 171 96 329 49 20 119 47 5 5.2 5 0.25 0.21
2014 0.67 0.52 0.57 0.48 28 244 63 139 468 48 32 119 57 5 3.6 3 0.11 0.2
2015 0.46 0.52 0.45 0.5 30 274 72 123 591 48 22 118 59 5 4.1 4 0.13 0.2
2016 0.14 0.51 0.56 0.51 31 305 78 170 761 58 8 127 65 14 8.2 4 0.13 0.18
2017 0.39 0.52 0.53 0.55 30 335 29 177 938 61 24 137 75 10 5.6 3 0.1 0.19
2018 0.31 0.57 0.51 0.49 27 362 33 184 1122 61 19 139 68 8 4.3 1 0.04 0.22
2019 0.37 0.63 0.52 0.43 32 394 20 203 1325 57 21 146 63 10 4.9 4 0.13 0.23
2020 0.42 0.88 0.46 0.39 29 423 2 194 1519 59 25 150 59 14 7.2 1 0.03 0.35
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

128
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

116
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

87
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

62
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.

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47
62011Progressive 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.

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33
72009Scenario 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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30
82012Supply 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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27
92006Integrated 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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27
102012Real 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.

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27
112008GEMINI-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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25
122006Computational 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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24
132011Multiobjective 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.

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23
142015Constructing 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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23
152008Linking 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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23
162004Finding 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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22
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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20
182012An 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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19
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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17
202016Reformulation 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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17
212007Equity 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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16
222010An 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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15
232005Global 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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15
242007Numerical 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
252008An 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
262011Dynamic 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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13
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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12
282014Multi-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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12
292016Decomposition 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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12
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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11
312016Likelihood 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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11
322003Pricing 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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11
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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11
342011On 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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11
352011Mean-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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11
362005Partitioning 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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11
372015A 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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11
382006An 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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10
392008The 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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10
402010Reformulations and solution algorithms for the maximum leaf spanning tree problem. (2010). Lucena, Abilio ; MacUlan, Nelson ; Simonetti, Luidi . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:289-311.

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10
412010Formulation 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
422013Simple 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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10
432007Optimal stopping problems by two or more decision makers: a survey. (2007). Abdelaziz, Fouad ; Krichen, Saoussen . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:89-111.

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9
442009Quasi-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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9
452009Stochastic 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
462011Shape-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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9
472013A 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
482004A hybrid genetic model for the prediction of corporate failure. (2004). Brabazon, Anthony ; Keenan, Peter. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:293-310.

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9
492013Financial 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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9
502013Computation 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
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

35
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

30
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

21
42011Progressive 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

18
52012Supply 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

14
62005Quasi-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

12
72013Network 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

11
82015Constructing 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

11
92016Reformulation 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

10
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

10
112016Likelihood 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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9
122014Multi-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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8
132018The 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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7
142016Decomposition 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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7
152014On 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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6
162014A copula-based heuristic for scenario generation. (2014). Kaut, Michal . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:4:p:503-516.

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5
172011Multiobjective 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.

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5
182017Optimal pension fund composition for an Italian private pension plan sponsor. (2017). Kopa, Milo ; Vitali, Sebastiano ; Moriggia, Vittorio. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0263-4.

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5
192008GEMINI-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

5
202011Day-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.

Full description at Econpapers || Download paper

5
212010An 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.

Full description at Econpapers || Download paper

5
222015A 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
232011On 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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4
242010American 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
252011Restricted 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.

Full description at Econpapers || Download paper

4
262016Monotonic 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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4
272012Real 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.

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282013Simultaneous 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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292017A joint model of probabilistic/robust constraints for gas transport management in stationary networks. (2017). Grandon, Gonzalez T ; Henrion, R ; Heitsch, H. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:3:d:10.1007_s10287-017-0284-7.

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302007Equity 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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312010American 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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322015Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370.

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332006Computational 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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342008Linking 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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362015Multi-period forecasting and scenario generation with limited data. (2015). Woodruff, David ; Wets, Roger ; Rios, Ignacio . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:2:p:267-295.

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372006Integrated 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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382017A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. (2017). Bertocchi, Marida ; Maggioni, Francesca ; Potra, Florian A. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0272-3.

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392016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja ; Norheim, Beate ; Bakke, Ida . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3.

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402006Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. (2006). Banerjee, Supriya ; Gavrishchaka, Valeriy. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:147-160.

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412013Financial 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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422010Reformulations and solution algorithms for the maximum leaf spanning tree problem. (2010). Lucena, Abilio ; MacUlan, Nelson ; Simonetti, Luidi . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:289-311.

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432006Leader-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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442011Shape-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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462005Global 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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472013Supply 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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482019Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria. (2019). Silm, Kadri ; Balkovi, Juraj ; Hochrainer-Stigler, Stefan ; Timonina-Farkas, Anna . In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-018-0339-4.

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492017Log-robust portfolio management with parameter ambiguity. (2017). Kawas, Ban ; Thiele, Aurelie . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0275-8.

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502018On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. (2018). Escudero, Laureano F ; Monge, Juan F. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0318-9.

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Citing documents used to compute impact factor: 25
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2020On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty. (2020). Rodriguez-Chia, Antonio M ; Monge, Juan F ; Escudero, Laureano F. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:262-279.

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2020A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty. (2020). Babonneau, Frederic ; Guevara, Esnil ; Moret, Stefano ; Homem-De, Tito. In: Applied Energy. RePEc:eee:appene:v:271:y:2020:i:c:s0306261920305171.

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2020Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis. (2020). Gabbi, Giampaolo ; Germano, Guido ; Iori, Giulia ; Kapar, Burcu. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00248-3.

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2020Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467.

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2020Statistical Inference for the Tangency Portfolio in High Dimension. (2020). Karlsson, Sune ; Muhinyuza, Stanislas ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2020_010.

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2020Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty. (2020). van der Laan, Niels ; Romeijnders, Ward. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:4:p:1199-1217.

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2020Scenario tree construction driven by heuristic solutions of the optimization problem. (2020). Prochazka, Vit ; Wallace, Stein W. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00369-2.

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2020A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002.

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2020Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871.

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2020Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2005.06390.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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Recent citations
Recent citations received in 2020

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2020Tropical optimization technique in bi-objective project scheduling under temporal constraints. (2020). Krivulin, Nikolai. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:3:d:10.1007_s10287-020-00374-5.

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Recent citations received in 2019

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2019A generic framework for monetary performance attribution. (2019). Hagenbjork, Johan ; Blomvall, Jorgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:121-133.

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Recent citations received in 2018

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Recent citations received in 2017

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2017A customer based supplier selection process that combines quality function deployment, the analytic network process and a Markov chain. (2017). Asadabadi, Mehdi Rajabi . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:3:p:1049-1062.

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2017Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. (2017). Andreasson, Johan G ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:47-:d:111425.

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2017Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance. (2017). Krivulin, Nikolai. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0289-2.

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