0.54
Impact Factor
0.38
5-Years IF
8
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.41 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2002 | 0.43 | 0 | 1 | 0 | 0 | (%) | 0.19 | |||||||||
| 2003 | 0.45 | 4 | 4 | 8 | 0 | 0 | 1 (12.5%) | 0.19 | ||||||||
| 2004 | 0.51 | 12 | 16 | 1 | 0.06 | 18 | 4 | 4 | 1 (5.6%) | 0.21 | ||||||
| 2005 | 0.13 | 0.54 | 0.13 | 21 | 37 | 3 | 0.08 | 59 | 16 | 2 | 16 | 2 | 4 (6.8%) | 1 | 0.05 | 0.22 |
| 2006 | 0.15 | 0.52 | 0.14 | 21 | 58 | 5 | 0.09 | 39 | 33 | 5 | 37 | 5 | 4 (10.3%) | 0.21 | ||
| 2007 | 0.07 | 0.45 | 0.1 | 18 | 76 | 7 | 0.09 | 31 | 42 | 3 | 58 | 6 | 2 (6.5%) | 0.18 | ||
| 2008 | 0.1 | 0.48 | 0.09 | 20 | 96 | 9 | 0.09 | 76 | 39 | 4 | 76 | 7 | 3 (3.9%) | 2 | 0.1 | 0.2 |
| 2009 | 0.18 | 0.48 | 0.11 | 29 | 125 | 11 | 0.09 | 24 | 38 | 7 | 92 | 10 | 5 (20.8%) | 0.19 | ||
| 2010 | 0.08 | 0.44 | 0.13 | 21 | 146 | 20 | 0.14 | 7 | 49 | 4 | 109 | 14 | 2 (28.6%) | 0.16 | ||
| 2011 | 0.06 | 0.53 | 0.24 | 21 | 167 | 42 | 0.25 | 39 | 50 | 3 | 109 | 26 | 1 (2.6%) | 0.21 | ||
| 2012 | 0.21 | 0.58 | 0.27 | 28 | 195 | 57 | 0.29 | 29 | 42 | 9 | 109 | 29 | 3 (10.3%) | 3 | 0.11 | 0.22 |
| 2013 | 0.37 | 0.71 | 0.37 | 20 | 215 | 74 | 0.34 | 29 | 49 | 18 | 119 | 44 | (%) | 1 | 0.05 | 0.25 |
| 2014 | 0.54 | 0.81 | 0.38 | 28 | 243 | 107 | 0.44 | 7 | 48 | 26 | 119 | 45 | (%) | 3 | 0.11 | 0.28 |
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published in 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: 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:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2008 | ETSAP-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 | 36 |
| 2005 | Quasi-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 | 30 |
| 2008 | ETSAP-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 | 28 |
| 2008 | GEMINI-E3, a general equilibrium model of internationalânational interactions between economy, energy and the environment. (2008). Bernard, Alain ; Vielle, Marc . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206. Full description at Econpapers || Download paper | 14 |
| 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Haaj, Grzegorz . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 11 |
| 2006 | Leader-Follower Equilibria for Electric Power and NO Full description at Econpapers || Download paper | 11 |
| 2006 | Computational 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 | 10 |
| 2012 | An 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. Full description at Econpapers || Download paper | 8 |
| 2008 | An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Haurie, Alain ; Vielle, Marc ; 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. Full description at Econpapers || Download paper | 8 |
| 2007 | Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (2007). . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:183-204. Full description at Econpapers || Download paper | 8 |
| 2007 | Equity Models in Planar Location. (2007). Drezner, Tammy . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 8 |
| 2008 | The secondary benefits of climate change mitigation: an overlapping generations approach. (2008). Bahn, Olivier . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:233-257. Full description at Econpapers || Download paper | 7 |
| 2012 | Real 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 | 7 |
| 2013 | Network 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 | 7 |
| 2011 | Multiobjective 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 | 7 |
| 2009 | Scenario 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 | 7 |
| 2003 | Pricing 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. Full description at Econpapers || Download paper | 7 |
| 2011 | Restricted 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 | 6 |
| 2008 | Linking energy system and macroeconomic growth models. (2008). Bauer, Nico ; Kypreos, Socrates ; Edenhofer, Ottmar . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117. Full description at Econpapers || Download paper | 6 |
| 2004 | Foreign versus domestic banksâ performance in the UK: a multicriteria approach. (2004). Zopounidis, C. ; Doumpos, M. ; Kosmidou, K.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:329-343. Full description at Econpapers || Download paper | 6 |
| 2005 | Integer 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. Full description at Econpapers || Download paper | 5 |
| 2006 | Integrated 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 |
| 2005 | Efficient strategies for deriving the subset VAR models. (2005). Gatu, Cristian. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2005:i:4:p:253-278. Full description at Econpapers || Download paper | 5 |
| 2005 | Global 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. Full description at Econpapers || Download paper | 5 |
| 2011 | Mean-variance versus expected utility in dynamic investment analysis. (2011). MacLean, Leonard ; Zhao, Yonggan ; Ziemba, William . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:3-22. Full description at Econpapers || Download paper | 5 |
| 2004 | Finding 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. Full description at Econpapers || Download paper | 5 |
| 2009 | A fixed-center spherical separation algorithm with kernel transformations for classification problems. (2009). Astorino, A. ; Gaudioso, M.. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:357-372. Full description at Econpapers || Download paper | 4 |
| 2004 | A 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. Full description at Econpapers || Download paper | 4 |
| 2005 | Partitioning 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. Full description at Econpapers || Download paper | 4 |
| 2012 | Supply 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 | 4 |
| 2011 | Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. (2011). Sharpe, Chris ; Lyra, Marianna . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123. Full description at Econpapers || Download paper | 4 |
| 2005 | A multivariate FGD technique to improve VaR computation in equity markets. (2005). Barone-Adesi, Giovanni . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:2:p:87-106. Full description at Econpapers || Download paper | 4 |
| 2014 | Equilibria 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. Full description at Econpapers || Download paper | 4 |
| 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Montana, G.. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49. Full description at Econpapers || Download paper | 4 |
| 2005 | Portfolio selection under VaR constraints. (2005). Giannopoulos, Kostas ; Tunaru, Radu . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:2:p:123-138. Full description at Econpapers || Download paper | 3 |
| 2009 | Quasi-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. Full description at Econpapers || Download paper | 3 |
| 2011 | Shape-based scenario generation using copulas. (2011). Kaut, Michal ; Wallace, Stein . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199. Full description at Econpapers || Download paper | 3 |
| 2005 | Quadratic interior-point methods in statistical disclosure control. (2005). Castro, Jordi . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:2:p:107-121. Full description at Econpapers || Download paper | 3 |
| 2013 | Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Sinclair, Stewart ; Serea, Oana ; Krawczyk, Jacek . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396. Full description at Econpapers || Download paper | 3 |
| 2006 | Optimal impulse control on an unbounded domain with nonlinear cost functions. (2006). Sanfelici, Simona ; Baccarin, Stefano . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:81-100. Full description at Econpapers || Download paper | 3 |
| 2011 | On 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 | 3 |
| 2013 | Simple 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. Full description at Econpapers || Download paper | 3 |
| 2007 | The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox. (2007). Nagurney, Anna ; Daniele, Patrizia ; Parkes, David. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:4:p:355-375. Full description at Econpapers || Download paper | 3 |
| 2007 | Developments in differential game theory and numerical methods: economic and management applications. (2007). Jorgensen, Steffen . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:159-181. Full description at Econpapers || Download paper | 3 |
| 2010 | Formulation 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. Full description at Econpapers || Download paper | 3 |
| 2014 | Network approach for the Russian stock market. (2014). Koldanov, A. ; Kalyagin, V. ; Pardalos, P. ; Goldengorin, B. ; Vizgunov, A.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55. Full description at Econpapers || Download paper | 2 |
| 2004 | Evolving technical trading rules for spot foreign-exchange markets using grammatical evolution. (2004). Brabazon, Anthony ; ONeill, Michael. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:311-327. Full description at Econpapers || Download paper | 2 |
| 2009 | Risk 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. Full description at Econpapers || Download paper | 2 |
| 2007 | Algorithms for computing Nash equilibria in deterministic LQ games. (2007). . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:113-140. Full description at Econpapers || Download paper | 2 |
| 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Faria, Eduardo ; Fleten, Stein-Erik ; 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 | 2 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2008 | ETSAP-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 | 29 |
| 2008 | ETSAP-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 | 25 |
| 2005 | Quasi-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 | 13 |
| 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Haaj, Grzegorz . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 11 |
| 2012 | An 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. Full description at Econpapers || Download paper | 8 |
| 2012 | Real 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 | 7 |
| 2013 | Network 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 | 7 |
| 2011 | Multiobjective 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 | 6 |
| 2007 | Equity Models in Planar Location. (2007). Drezner, Tammy . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 6 |
| 2008 | GEMINI-E3, a general equilibrium model of internationalânational interactions between economy, energy and the environment. (2008). Bernard, Alain ; Vielle, Marc . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206. Full description at Econpapers || Download paper | 5 |
| 2008 | The secondary benefits of climate change mitigation: an overlapping generations approach. (2008). Bahn, Olivier . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:233-257. Full description at Econpapers || Download paper | 5 |
| 2006 | Computational 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 | 5 |
| 2006 | Integrated 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 |
| 2009 | Scenario 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 | 5 |
| 2008 | An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Haurie, Alain ; Vielle, Marc ; 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. Full description at Econpapers || Download paper | 4 |
| 2014 | Equilibria 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. Full description at Econpapers || Download paper | 4 |
| 2011 | Restricted 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 |
| 2003 | Pricing 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. Full description at Econpapers || Download paper | 3 |
| 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Montana, G.. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49. Full description at Econpapers || Download paper | 3 |
| 2013 | Simple 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. Full description at Econpapers || Download paper | 3 |
| 2011 | Shape-based scenario generation using copulas. (2011). Kaut, Michal ; Wallace, Stein . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199. Full description at Econpapers || Download paper | 3 |
| 2011 | On 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 | 3 |
| 2005 | Integer 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. Full description at Econpapers || Download paper | 3 |
| 2012 | Supply 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 | 3 |
| 2013 | Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Sinclair, Stewart ; Serea, Oana ; Krawczyk, Jacek . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396. Full description at Econpapers || Download paper | 3 |
| 2011 | Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. (2011). Sharpe, Chris ; Lyra, Marianna . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123. Full description at Econpapers || Download paper | 3 |
| 2008 | Linking energy system and macroeconomic growth models. (2008). Bauer, Nico ; Kypreos, Socrates ; Edenhofer, Ottmar . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117. Full description at Econpapers || Download paper | 2 |
| 2008 | Optimal portfolios: new variations of an old theme. (2008). Korn, Ralf . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:4:p:289-304. Full description at Econpapers || Download paper | 2 |
| 2009 | Quasi-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. Full description at Econpapers || Download paper | 2 |
| 2010 | Formulation 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. Full description at Econpapers || Download paper | 2 |
| 2009 | Risk 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. Full description at Econpapers || Download paper | 2 |
| 2005 | Quadratic interior-point methods in statistical disclosure control. (2005). Castro, Jordi . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:2:p:107-121. Full description at Econpapers || Download paper | 2 |
| 2009 | A fixed-center spherical separation algorithm with kernel transformations for classification problems. (2009). Astorino, A. ; Gaudioso, M.. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:357-372. Full description at Econpapers || Download paper | 2 |
| 2006 | Leader-Follower Equilibria for Electric Power and NO Full description at Econpapers || Download paper | 2 |
| 2009 | A stochastic programming approach for multi-period portfolio optimization. (2009). Weissensteiner, Alex ; Hanke, Michael . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:187-208. Full description at Econpapers || Download paper | 2 |
| 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Faria, Eduardo ; Fleten, Stein-Erik ; 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 | 2 |
| 2012 | Monte Carlo methods for mean-risk optimization and portfolio selection. (2012). Zhang, Dali ; Xu, Huifu . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:3-29. Full description at Econpapers || Download paper | 2 |
| 2009 | On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty. (2009). Garin, Araceli ; Merino, Maria ; Escudero, Laureano ; Perez, Gloria . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:307-327. Full description at Econpapers || Download paper | 2 |
| 2014 | Network approach for the Russian stock market. (2014). Koldanov, A. ; Kalyagin, V. ; Pardalos, P. ; Goldengorin, B. ; Vizgunov, A.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55. Full description at Econpapers || Download paper | 2 |
| 2007 | The Internet, evolutionary variational inequalities, and the time-dependent Braess paradox. (2007). Nagurney, Anna ; Daniele, Patrizia ; Parkes, David. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:4:p:355-375. Full description at Econpapers || Download paper | 2 |
| 2011 | Progressive 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 | 2 |
| 2013 | Financial 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. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 26:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Supply chain network competition in time-sensitive markets. (2014). Nagurney, Anna ; Yu, Min ; Floden, Jonas . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:70:y:2014:i:c:p:112-127. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Granger Causality Stock Market Networks: Temporal Proximity and
Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Measures of uncertainty in market network analysis. (2014). Koldanov, A. P. ; Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:59-70. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | InfsocSol3: An updated MATLAB® package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem. (2014). Pharo, Alastair S ; Krawczyk, Jacek B. In: Working Paper Series. RePEc:vuw:vuwecf:3412. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Which economic states are sustainable under a slightly constrained tax-rate adjustment policy. (2014). KRAWCZYK, Jacek B. ; Judd, Kenneth L.. In: MPRA Paper. RePEc:pra:mprapa:59027. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Contagion Risk in the Interbank Market: A Probabilistic Approach to cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas . In: Kiel Working Papers. RePEc:kie:kieliw:1937. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Complex Financial Networks and Systemic Risk: A Review. (2014). Kirman, Alan P.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4756. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Complex Financial Networks and Systemic Risk: A Review. (2014). Bougheas, Spiros . In: Discussion Papers. RePEc:not:notcfc:14/04. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Systemic Losses Due to Counter Party Risk in a Stylized Banking System. (2014). Birch, Annika ; Aste, Tomaso . In: Papers. RePEc:arx:papers:1402.3688. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Tso-Jung . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:737-759. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Capital Requirements, Liquidity and Financial Stability: the case of Brazil. (2014). Sergio R. Stancato de Souza, . In: Working Papers Series. RePEc:bcb:wpaper:375. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Developmnet of the Self-employed Sector in the Czech Republic in the Years 2006 - 2010. (2014). Pavlicek, Tomas . In: ACTA VSFS. RePEc:prf:journl:v:8:y:2014:i:1:p:28-46. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Impact of Non-cooperative Oligopoly of the Banking System on Its Pro-cyclicality in the Czech Republic. (2014). Tison, David . In: ACTA VSFS. RePEc:prf:journl:v:8:y:2014:i:1:p:47-63. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Modelling Interconnections in the Global Financial System in the Light of Systemic Risk. (2014). Teply, Petr ; Klinger, Toma . In: ACTA VSFS. RePEc:prf:journl:v:8:y:2014:i:1:p:64-88. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Tax Treatment of Public and Private Pensions. (2014). Vostatek, Jaroslav . In: ACTA VSFS. RePEc:prf:journl:v:8:y:2014:i:1:p:7-27. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Discovering the dynamics of smart business networks. (2014). L.-F. Pau, . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:4:p:445-458. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Dynamic supply chain network design for the supply of blood in disasters: A robust model with real world application. (2014). Jabbarzadeh, Armin ; Seuring, Stefan ; Fahimnia, Behnam . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:70:y:2014:i:c:p:225-244. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Designing robust routes for demand-responsive transport systems. (2014). Guerriero, F. ; Beraldi, P. ; Bruni, M. E.. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:70:y:2014:i:c:p:1-16. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A novel modeling based real option approach for CCS investment evaluation under multiple uncertainties. (2014). Chen, Jiajun ; Wei, Yiming ; Xie, Xi ; Wang, Xingwei ; Zhang, Xian . In: Applied Energy. RePEc:eee:appene:v:113:y:2014:i:c:p:1059-1067. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | When to invest in carbon capture and storage technology: A mathematical model. (2014). Walsh, D. M. ; Lee, W. T. ; Devine, M. T. ; O'Sullivan, K.. In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:219-225. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Evaluating Chinas biomass power production investment based on a policy benefit real options model. (2014). Dai, Chao ; Cai, Yanpeng ; Wang, Xingwei . In: Energy. RePEc:eee:energy:v:73:y:2014:i:c:p:751-761. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | CO2 emission standards and investment in carbon capture. (2014). de Sisternes, Fernando J. ; Webster, Mort D. ; Eide, Jan ; Herzog, Howard J.. In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:53-65. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A real option model for renewable energy policy evaluation with application to solar PV power generation in China. (2014). Zhou, Dequn ; Zhang, Mingming . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:40:y:2014:i:c:p:944-955. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | DICESC: Optimal Policy in a Stochastic Control Framework. (2014). Chang, Charles W.. In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:170831. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Measures of uncertainty in market network analysis. (2014). Koldanov, A. P. ; Zamaraev, V. A. ; Kalyagin, V. A. ; Pardalos, P. M.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:59-70. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Spatial price equilibrium with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong . In: International Journal of Production Economics. RePEc:eee:proeco:v:158:y:2014:i:c:p:300-313. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Supply chain network competition in time-sensitive markets. (2014). Nagurney, Anna ; Yu, Min ; Floden, Jonas . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:70:y:2014:i:c:p:112-127. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | Systemic Risk Identification, Modelling, Analysis, and Monitoring: An
Integrated Approach. (2013). Sergueiva, Antoaneta . In: Papers. RePEc:arx:papers:1310.6486. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2012 | Single-commodity network design with random edge capacities. (2012). Thapalia, Biju K. ; Crainic, Teodor Gabriel ; Wallace, Stein W. ; Kaut, Michal . In: European Journal of Operational Research. RePEc:eee:ejores:v:220:y:2012:i:2:p:394-403. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | International portfolio management with affine policies. (2012). Rustem, Ber ; Fonseca, Raquel J.. In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:1:p:177-187. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Medical nuclear supply chain design: A tractable network model and computational approach. (2012). Nagurney, Anna . In: International Journal of Production Economics. RePEc:eee:proeco:v:140:y:2012:i:2:p:865-874. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.