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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
25
Impact Factor (IF)
0.44
5 Years IF
0.42
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
1997 0 0.24 0.04 0 55 55 196 2 2 0 0 0 2 0.04 0.11
1998 0.07 0.28 0.05 0.07 55 110 138 6 8 55 4 55 4 2 33.3 2 0.04 0.13
1999 0.04 0.3 0.06 0.04 59 169 272 9 18 110 4 110 4 0 4 0.07 0.15
2000 0.15 0.35 0.09 0.1 55 224 446 21 39 114 17 169 17 0 2 0.04 0.16
2001 0.08 0.38 0.09 0.07 60 284 229 25 64 114 9 224 16 0 4 0.07 0.17
2002 0.05 0.41 0.08 0.07 48 332 213 25 89 115 6 284 20 0 0 0.21
2003 0.13 0.44 0.13 0.13 82 414 272 49 141 108 14 277 35 0 3 0.04 0.22
2004 0.09 0.49 0.11 0.12 67 481 287 54 195 130 12 304 36 0 1 0.01 0.22
2005 0.1 0.5 0.1 0.11 65 546 178 57 252 149 15 312 35 5 8.8 2 0.03 0.23
2006 0.11 0.5 0.18 0.18 69 615 238 109 361 132 15 322 59 30 27.5 0 0.23
2007 0.14 0.46 0.2 0.18 70 685 308 135 496 134 19 331 58 23 17 1 0.01 0.2
2008 0.17 0.49 0.21 0.18 54 739 189 153 652 139 23 353 64 11 7.2 3 0.06 0.23
2009 0.1 0.47 0.2 0.15 62 801 213 160 812 124 13 325 50 24 15 6 0.1 0.24
2010 0.22 0.48 0.21 0.24 44 845 214 179 991 116 26 320 76 19 10.6 3 0.07 0.21
2011 0.23 0.52 0.21 0.22 42 887 198 189 1180 106 24 299 67 17 9 2 0.05 0.24
2012 0.23 0.51 0.23 0.25 34 921 96 211 1391 86 20 272 67 9 4.3 1 0.03 0.22
2013 0.3 0.56 0.25 0.28 46 967 132 244 1636 76 23 236 66 18 7.4 6 0.13 0.24
2014 0.25 0.55 0.27 0.34 38 1005 105 270 1906 80 20 228 78 12 4.4 5 0.13 0.23
2015 0.21 0.55 0.26 0.35 27 1032 47 271 2178 84 18 204 72 19 7 1 0.04 0.23
2016 0.4 0.53 0.27 0.33 47 1079 102 292 2470 65 26 187 62 19 6.5 1 0.02 0.21
2017 0.26 0.55 0.28 0.3 50 1129 78 313 2783 74 19 192 58 21 6.7 6 0.12 0.21
2018 0.25 0.57 0.27 0.28 36 1165 51 310 3093 97 24 208 59 10 3.2 0 0.24
2019 0.24 0.6 0.29 0.27 35 1200 47 350 3443 86 21 198 53 10 2.9 2 0.06 0.24
2020 0.38 0.73 0.29 0.38 46 1246 27 367 3810 71 27 195 74 18 4.9 5 0.11 0.34
2021 0.44 1.02 0.27 0.42 38 1284 5 351 4161 81 36 214 90 19 5.4 1 0.03 0.39
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 ; Wildeman, Ralph ; Schouten, Frank Duyn . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435.

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93
22000The position value for union stable systems. (2000). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236.

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62
32001The Myerson value for union stable structures. (2001). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371.

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61
42000Steepest descent methods for multicriteria optimization. (2000). Fliege, Jorg ; Svaiter, Benar Fux . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494.

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53
52009Heavy-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.

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52
62002Tail 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.

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51
72010Optimal investment under partial information. (2010). Bjork, Tomas ; Davis, Mark ; Landen, Camilla . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399.

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50
82007Games 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.

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43
92000Optimal 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.

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43
102011Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan ; Wyatt, Tami . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310.

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42
112004A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Lorenzo, Leticia ; Bergantios, Gustavo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403.

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38
122008Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Bai, Lihua ; Zhang, Huayue. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205.

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37
132013A note on generalized inverses. (2013). Embrechts, Paul ; Hofert, Marius. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432.

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37
142006Time Consistent Dynamic Risk Measures. (2006). Boda, Kang ; Filar, Jerzy . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186.

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35
152001Reward functionals, salvage values, and optimal stopping. (2001). Alvarez, Luis ; Luis H. R. Alvarez, . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:2:p:315-337.

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34
162002Tree-connected peer group situations and peer group games. (2002). Fragnelli, Vito ; Tijs, Stef ; Branzei, Rodica. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:1:p:93-106.

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33
172007Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Klamroth, Kathrin ; Gorski, Jochen ; Pfeuffer, Frank . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407.

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29
182000On quadratic hedging in continuous time. (2000). Pham, Huyen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:315-339.

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28
191999Some 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.

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28
202009On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495.

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27
212000The 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.

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27
222007On 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.

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27
232004Do 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.

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26
242003Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Bilbao, J. M. ; Algaba, E. ; Jimenez-Losada, A.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65.

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25
252014Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Ide, Jonas ; Kobis, Elisabeth. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127.

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25
262003Cooperation and competition in inventory games. (2003). Borm, Peter ; Garcia-Jurado, Ignacio ; Meca, Ana. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:3:p:481-493.

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24
272016Systemic risk measures on general measurable spaces. (2016). Zilch, K ; Overbeck, L ; Kromer, E. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1.

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24
281997Contingent epiderivatives and set-valued optimization. (1997). Rauh, Rudiger ; Jahn, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211.

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23
292008Optimizing 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.

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23
301999On value preserving and growth optimal portfolios. (1999). Korn, Ralf ; Schal, Manfred . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:189-218.

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22
312005Managing the reputation of an award to motivate performance. (2005). Feichtinger, Gustav ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Gavrila, C.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:1:p:1-22.

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22
322000Optimal 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.

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22
332007A new approach to the core and Weber set of multichoice games. (2007). Grabisch, Michel ; Xie, Lijue . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:491-512.

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21
341999Optimal 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.

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21
352010Optimal 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.

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21
362004A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Fekete, Sandor P. ; Schepers, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:311-329.

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20
372007Mean-variance portfolio selection for a non-life insurance company. (2007). Delong, Ukasz ; Gerrard, Russell. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367.

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20
382009Cooperation under interval uncertainty. (2009). Tijs, Stef ; Miquel, Silvia ; Alparslan-Gok, S.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109.

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19
391998Optimality conditions for set-valued optimization problems. (1998). Jahn, Johannes ; Chen, Guangya. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:48:y:1998:i:2:p:187-200.

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19
402000Generalized 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.

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19
412008Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Ehrgott, Matthias ; Shao, Lizhen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:2:p:257-276.

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19
422007Owen coalitional value without additivity axiom. (2007). Yanovskaya, Elena ; Khmelnitskaya, Anna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:255-261.

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18
432009Panjer recursion versus FFT for compound distributions. (2009). Embrechts, Paul ; Frei, Marco . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:497-508.

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18
442003On the balancedness of relaxed sequencing games. (2003). Hamers, Herbert ; van Velzen, Bas . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:2:p:287-297.

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17
452001Extended 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.

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17
462011Existence of shadow prices in finite probability spaces. (2011). Muhle-Karbe, Johannes ; Kallsen, Jan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262.

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17
472000The 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.

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17
482003Well-posedness and convexity in vector optimization. (2003). Molho, E. ; Miglierina, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:3:p:375-385.

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16
491999Balanced games arising from infinite linear models. (1999). Fragnelli, Vito ; Tijs, Stef ; Patrone, Fioravante ; Sideri, Enrico . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:385-397.

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16
502000Ideal 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.

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16
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12000Steepest descent methods for multicriteria optimization. (2000). Fliege, Jorg ; Svaiter, Benar Fux . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494.

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18
22013A note on generalized inverses. (2013). Embrechts, Paul ; Hofert, Marius. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432.

Full description at Econpapers || Download paper

17
31997A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Wildeman, Ralph ; Schouten, Frank Duyn . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435.

Full description at Econpapers || Download paper

16
42016Systemic risk measures on general measurable spaces. (2016). Zilch, K ; Overbeck, L ; Kromer, E. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1.

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14
52007Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Klamroth, Kathrin ; Gorski, Jochen ; Pfeuffer, Frank . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407.

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13
62010Optimal investment under partial information. (2010). Bjork, Tomas ; Davis, Mark ; Landen, Camilla . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399.

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12
72011Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan ; Wyatt, Tami . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310.

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12
82001Reward functionals, salvage values, and optimal stopping. (2001). Alvarez, Luis ; Luis H. R. Alvarez, . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:2:p:315-337.

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11
92014Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Ide, Jonas ; Kobis, Elisabeth. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127.

Full description at Econpapers || Download paper

11
102001The Myerson value for union stable structures. (2001). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371.

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11
112018On solving mutual liability problems. (2018). Borm, Peter ; Reijnierse, Hans ; Schaarsberg, Mirjam Groote. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:3:d:10.1007_s00186-017-0621-1.

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9
122017Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. (2017). Sagratella, Simone ; Aussel, Didier. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:1:d:10.1007_s00186-016-0565-x.

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9
132010Optimal 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.

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8
142011Markov Decision Processes with Average-Value-at-Risk criteria. (2011). Bauerle, Nicole ; Ott, Jonathan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:361-379.

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8
152004A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Lorenzo, Leticia ; Bergantios, Gustavo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403.

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8
162000The position value for union stable systems. (2000). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236.

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8
172009Heavy-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.

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8
182010An extended covering model for flexible discrete and equity location problems. (2010). Nickel, Stefan ; Velten, Sebastian ; Marin, Alfredo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:1:p:125-163.

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7
192008Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Bai, Lihua ; Zhang, Huayue. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205.

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7
202018An inertial-like proximal algorithm for equilibrium problems. (2018). Hieu, Dang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:3:d:10.1007_s00186-018-0640-6.

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7
212009On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495.

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7
222000On quadratic hedging in continuous time. (2000). Pham, Huyen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:315-339.

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7
232014SG&A cost stickiness and equity-based executive compensation: does empire building matter?. (2014). Zehnder, Jens ; Bruggen, Alexander. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:25:y:2014:i:3:p:169-192.

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7
242017Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks. (2017). Xiao, Qingxian ; Pan, Jian. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:3:d:10.1007_s00186-017-0580-6.

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6
252010Comparison and robustification of Bayes and Black-Litterman models. (2010). Zagst, Rudi ; Werner, Ralf ; Schottle, Katrin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:3:p:453-475.

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6
262019Responsibility and sharing the cost of cleaning a polluted river. (2019). Sun, Hao ; Hou, Dongshuang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:1:d:10.1007_s00186-019-00658-w.

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6
272019A multilevel model of the European entry-exit gas market. (2019). Zottl, Gregor ; Schmidt, Martin ; Schewe, Lars ; Grimm, Veronika. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:2:d:10.1007_s00186-018-0647-z.

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6
282000The 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.

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6
292012Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. (2012). Lin, Xiang ; Siu, Tak ; Zhang, Chunhong. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:75:y:2012:i:1:p:83-100.

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6
302019Equilibrium formulations of relative optimization problems. (2019). Konnov, Igor. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:90:y:2019:i:1:d:10.1007_s00186-019-00663-z.

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5
312016Long run risk sensitive portfolio with general factors. (2016). Stettner, Ukasz ; Pitera, Marcin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:83:y:2016:i:2:d:10.1007_s00186-015-0528-7.

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322017Optimality conditions in optimization problems with convex feasible set using convexificators. (2017). Zamani, Moslem ; Soleimani-Damaneh, Majid ; Kabgani, Alireza. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0584-2.

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332012Optimal stopping with random exercise lag. (2012). Lempa, Jukka. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:75:y:2012:i:3:p:273-286.

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

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352000Optimal 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.

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361999Some 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.

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372007The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function. (2007). Wu, Hsien-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:203-224.

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382019Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. (2019). Basei, Matteo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:3:d:10.1007_s00186-019-00665-x.

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391999Optimal 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.

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402016Modeling values for TU-games using generalized versions of consistency, standardness and the null player property. (2016). Driessen, Theo ; Radzik, Tadeusz. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:83:y:2016:i:2:d:10.1007_s00186-015-0525-x.

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412017Robust optimal investment and reinsurance problem for a general insurance company under Heston model. (2017). Zhou, Jieming ; Yang, Xiangqun ; Huang, YA. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:2:d:10.1007_s00186-017-0570-8.

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422006Time Consistent Dynamic Risk Measures. (2006). Boda, Kang ; Filar, Jerzy . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186.

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432000Optimal 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.

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442006Inferring Efficient Weights from Pairwise Comparison Matrices. (2006). Blanquero, R. ; Conde, E. ; Carrizosa, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:64:y:2006:i:2:p:271-284.

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452008Optimizing 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.

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462000Ideal 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.

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472002Tail 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.

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482004A conditional gradient method with linear rate of convergence for solving convex linear systems. (2004). Teboulle, Marc ; Beck, Amir. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:2:p:235-247.

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492015On considering dual-role factor in supplier selection problem. (2015). Barat, Mona ; Toloo, Mehdi. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:82:y:2015:i:1:p:107-122.

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502006First-order optimality conditions in set-valued optimization. (2006). Rocca, Matteo ; Ginchev, Ivan ; Crespi, Giovanni. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:87-106.

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Citing documents used to compute impact factor: 36
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2021Adjacent Downstream Compensation Method of Sharing Polluted Rivers. (2021). Sun, Hao ; Zhang, Xia ; Kong, Qianqian ; Hou, Dongshuang. In: Group Decision and Negotiation. RePEc:spr:grdene:v:30:y:2021:i:1:d:10.1007_s10726-020-09715-w.

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2021Allocating the costs of cleaning a river: expected responsibility versus median responsibility. (2021). Molis, Elena ; Gomez-Rua, Maria ; Alcalde-Unzu, Jorge. In: International Journal of Game Theory. RePEc:spr:jogath:v:50:y:2021:i:1:d:10.1007_s00182-020-00746-w.

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2021River pollution abatement: A decentralized solution through smart contracts. (2021). Hougaard, Jens Leth ; Gudmundsson, Jens. In: IFRO Working Paper. RePEc:foi:wpaper:2021_07.

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2021Sharing the cost of cleaning up a polluted river. (2021). van den Brink, Rene ; Xu, Genjiu ; Li, Wenzhong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210028.

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2021Spare Parts Inventory Management: A Literature Review. (2021). Yuan, Yufei ; Huang, Kai ; Zhang, Shuai. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:5:p:2460-:d:505374.

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2021Duality Theory for Robust Utility Maximization. (2020). Kupper, Michael ; Bartl, Daniel ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2007.08376.

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2021Duality theory for robust utility maximisation. (2021). Neufeld, Ariel ; Kupper, Michael ; Bartl, Daniel. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:3:d:10.1007_s00780-021-00455-6.

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2021Optimal Reinsurance and Investment under Common Shock Dependence Between Financial and Actuarial Markets. (2021). Ceci, Claudia ; Cretarola, Alessandra ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2105.07524.

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2021Set optimization of set-valued risk measures. (2021). Rocca, Matteo ; Mastrogiacomo, Elisa. In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-020-03541-8.

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2021The Tikhonov regularization for vector equilibrium problems. (2021). van Tri, Truong ; Muu, Le Dung ; Duy, Tran Quoc ; Anh, Lam Quoc. In: Computational Optimization and Applications. RePEc:spr:coopap:v:78:y:2021:i:3:d:10.1007_s10589-020-00258-z.

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2021Variational Inequality Type Formulations of General Market Equilibrium Problems with Local Information. (2021). Konnov, Igor. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:188:y:2021:i:2:d:10.1007_s10957-020-01777-9.

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2021A general class of relative optimization problems. (2021). Konnov, Igor. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:93:y:2021:i:3:d:10.1007_s00186-021-00741-1.

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2021A unifying model for locally constrained spanning tree problems. (2021). Silva, Ana ; Sau, Ignasi ; Campelo, Manoel ; Viana, Luiz. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:42:y:2021:i:1:d:10.1007_s10878-021-00740-2.

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2021A framework for modelling cash flow lags. (2021). Song, Han-Suck ; Armerin, Fredrik. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:10:d:10.1007_s43546-021-00137-7.

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2021Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization. (2021). Patrinos, Panagiotis ; Gillis, Nicolas ; Khanh, Le Thi ; Ahookhosh, Masoud. In: Computational Optimization and Applications. RePEc:spr:coopap:v:79:y:2021:i:3:d:10.1007_s10589-021-00286-3.

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2021A Block Inertial Bregman Proximal Algorithm for Nonsmooth Nonconvex Problems with Application to Symmetric Nonnegative Matrix Tri-Factorization. (2021). Patrinos, Panagiotis ; Gillis, Nicolas ; Khanh, Le Thi ; Ahookhosh, Masoud. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:1:d:10.1007_s10957-021-01880-5.

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2021Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process. (2021). Zou, Bin ; Shen, Yang. In: Papers. RePEc:arx:papers:2101.03954.

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2021Mean–variance investment and risk control strategies — A time-consistent approach via a forward auxiliary process. (2021). Zou, Bin ; Shen, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:68-80.

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2021Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation. (2021). He, Xuedong ; Yu, Xun. In: Papers. RePEc:arx:papers:2105.01829.

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2021Nash equilibria in nonzero-sum differential games with impulse control. (2021). Zaccour, Georges ; Reddy, Puduru Viswanadha ; Sadana, Utsav. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:792-805.

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2021Nonzero-sum stochastic impulse games with an application in competitive retail energy markets. (2021). Gaigi, M'Hamed ; ben Ajmia, Lamia ; Ren'e A"id, ; Mnif, Mohamed. In: Papers. RePEc:arx:papers:2112.10213.

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2021Internal and external effects of pricing short-term gas transmission capacity via multipliers. (2021). Lencz, Dominic ; Am, Eren. In: EWI Working Papers. RePEc:ris:ewikln:2021_004.

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2021Influence of risk tolerance on long-term investments: A Malliavin calculus approach. (2021). Park, Hyungbin. In: Papers. RePEc:arx:papers:2104.00911.

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2021Enabling reciprocity through blockchain design. (2020). Hougaard, Jens Leth ; Gudmundsson, Jens. In: IFRO Working Paper. RePEc:foi:wpaper:2020_14.

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2021Relative utility bounds for empirically optimal portfolios. (2021). Rokhlin, Dmitry B. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:93:y:2021:i:3:d:10.1007_s00186-021-00737-x.

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2021Extended Random Assignment Mechanisms on a Family of Good Sets. (2021). Zhan, Ping ; Sano, Yoshio. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:4:d:10.1007_s43069-021-00095-8.

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2021On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks. (2021). Borm, Peter ; Ketelaars, Martijn. In: Discussion Paper. RePEc:tiu:tiucen:12e804bf-7091-4cf7-afd6-ac82d5459ad3.

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2021On the Unification of Centralized and Decentralized Clearing Mechanisms in Financial Networks. (2021). Borm, Peter ; Ketelaars, Martijn. In: Other publications TiSEM. RePEc:tiu:tiutis:12e804bf-7091-4cf7-afd6-ac82d5459ad3.

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2021On manipulability in financial systems. (2021). Sudhölter, Peter ; Calleja, Pedro ; Sudholter, Peter ; Llerena, Francesc. In: Discussion Papers on Economics. RePEc:hhs:sdueko:2021_008.

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2021Variance-Based Single-Call Proximal Extragradient Algorithms for Stochastic Mixed Variational Inequalities. (2021). Lin, Gui-Hua ; Yang, Zhen-Ping. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01882-3.

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2021.

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2021Combinatorial two-stage minmax regret problems under interval uncertainty. (2021). Kasperski, Adam ; Zieliski, Pawe ; Goerigk, Marc. In: Annals of Operations Research. RePEc:spr:annopr:v:300:y:2021:i:1:d:10.1007_s10479-020-03863-7.

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2021DEA-based competition strategy in the presence of undesirable products: An application to paper mills. (2021). Amirteimoori, Alireza ; Masrouri, Simin. In: Operations Research and Decisions. RePEc:wut:journl:v:31:y:2021:i:2:p:5-20:id:1583.

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2021A McKean-Vlasov game of commodity production, consumption and trading. (2021). Callegaro, Giorgia ; Bonesini, Ofelia ; Ren'e A"id, ; Campi, Luciano. In: Papers. RePEc:arx:papers:2111.04391.

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2021A Perturbation Approach to Optimal Investment, Liability Ratio, and Dividend Strategies. (2020). Xu, Zuoquan ; Jin, Zhuo ; Zou, Bin. In: Papers. RePEc:arx:papers:2012.06703.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Axiomatizations of Dutta-Ray’s egalitarian solution on the domain of convex games. (2021). Sudhölter, Peter ; Sudholter, Peter ; Llerena, Francesc ; Calleja, Pedro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s030440682100015x.

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Recent citations received in 2020

YearCiting document
2020Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108.

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2020.

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2020.

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2020A framework for modelling cash flow lags. (2020). Song, Han-Suck ; Armerin, Fredrik. In: Working Paper Series. RePEc:hhs:kthrec:2020_017.

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2020The CoMirror algorithm with random constraint sampling for convex semi-infinite programming. (2020). Zhao, Sixiang ; Haskell, William B ; Wei, BO. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:2:d:10.1007_s10479-020-03766-7.

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Recent citations received in 2019

YearCiting document
2019Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences. (2019). Chong, Wing Fung. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:93-107.

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2019Sharing a Polluted River under Waste Flow Control. (2019). Lardon, Aymeric ; Xu, Genjiu ; Sun, Panfei ; Hou, Dongshuang. In: GREDEG Working Papers. RePEc:gre:wpaper:2019-23.

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Recent citations received in 2018

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