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Computational Management Science / Springer


0.46

Impact Factor

0.4

5-Years IF

11

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.4000 (%)0.15
20010.4000 (%)0.15
20020.420100 (%)0.18
20030.445510001 (10%)0.18
20040.49121710.0622551 (4.5%)0.2
20050.120.530.12213830.08711721725 (7%)10.050.21
20060.150.510.16215960.1543353864 (7.4%)0.2
20070.10.440.12187780.1374245974 (10.8%)0.18
20080.10.470.12097100.11123947784 (3.6%)20.10.2
20090.180.470.1429126150.123838792138 (21.1%)10.030.19
20100.10.440.1521147240.1616495109162 (12.5%)10.050.16
20110.080.510.2621168450.2767504109286 (9%)0.2
20120.240.560.3828196730.37454210109414 (8.9%)30.110.21
20130.390.660.3920216810.38564919119471 (1.8%)20.10.23
20140.650.670.45282441220.512483111953 (%)30.110.22
20150.460.820.430274880.326482211847 (%)20.070.27
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:


#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

57
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

49
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

39
42013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

20
52008GEMINI-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

16
62013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

Full description at Econpapers || Download paper

15
72006Leader-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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14
82008Linking 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.

Full description at Econpapers || Download paper

13
92012An 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

13
102006Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27.

Full description at Econpapers || Download paper

11
112012Real 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

11
122011Restricted 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

11
132007Numerical 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.

Full description at Econpapers || Download paper

11
142011Multiobjective 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

11
152009Scenario 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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11
162006Integrated 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

10
172008An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Haurie, Alain ; Viguier, 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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9
182011Dynamic 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.

Full description at Econpapers || Download paper

8
192007Equity 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
202008The 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.

Full description at Econpapers || Download paper

8
212004Finding 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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8
222003Pricing 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
232011Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. (2011). Winker, Peter ; Lyra, Marianna ; Sharpe, Chris . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123.

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6
242005Efficient strategies for deriving the subset VAR models. (2005). Kontoghiorghes, Erricos ; Gatu, Cristian. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2005:i:4:p:253-278.

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6
252009Risk aversion for an electricity retailer with second-order stochastic dominance constraints. (2009). Carrion, Miguel ; Gotzes, Uwe ; Schultz, Rudiger . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:233-250.

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6
262005Global 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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6
272011Progressive 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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6
282004Foreign versus domestic banks’ performance in the UK: a multicriteria approach. (2004). Pasiouras, Fotios ; Zopounidis, C. ; Doumpos, M. ; Kosmidou, K.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:329-343.

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6
292011Mean-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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5
302004A 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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5
312009A 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.

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5
322011Shape-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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5
332012Supply 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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5
342013Simple 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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5
352011Day-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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5
362005Integer programming approaches in mean-risk models. (2005). Konno, Hiroshi ; Yamamoto, Rei . In: Computational Management Science. RePEc:spr:comgts:v:4:y:2005:i:4:p:339-351.

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5
372013Computation 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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5
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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5
392014Equilibria and dynamics of supply chain network competition with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:285-315.

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5
402009On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty. (2009). Garín, María ; Garin, Araceli ; Merino, Maria ; Escudero, Laureano ; Perez, Gloria . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:307-327.

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4
412013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Gourguet, S. ; Cisse, A. ; 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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4
422009Quasi-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

4
432005Partitioning 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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4
442007The 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.

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4
452005A multivariate FGD technique to improve VaR computation in equity markets. (2005). Audrino, Francesco ; Barone-Adesi, Giovanni . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:2:p:87-106.

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4
462011On 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
472006An Optimization Model for Stochastic Project Networks with Cash Flows. (2006). Benati, Stefano . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:271-284.

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3
482005Quadratic 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.

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3
492011Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279.

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3
502014Network 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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3

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

37
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

36
32013Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186.

Full description at Econpapers || Download paper

19
42005Quasi-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

16
52013Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211.

Full description at Econpapers || Download paper

15
62012An 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

11
72012Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138.

Full description at Econpapers || Download paper

10
82009Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133.

Full description at Econpapers || Download paper

8
92011Restricted 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

7
102011Multiobjective 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
112011Dynamic 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.

Full description at Econpapers || Download paper

6
122006Integrated 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

6
132011Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370.

Full description at Econpapers || Download paper

6
142014Equilibria 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

5
152013Simple 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

5
162013Computation 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.

Full description at Econpapers || Download paper

5
172011Shape-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.

Full description at Econpapers || Download paper

5
182009Risk 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

5
192008The 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.

Full description at Econpapers || Download paper

4
202007Numerical 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.

Full description at Econpapers || Download paper

4
212007Equity 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

4
222011Day-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

4
232013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Gourguet, S. ; Cisse, A. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Bene, C.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

Full description at Econpapers || Download paper

4
242006Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27.

Full description at Econpapers || Download paper

4
252010An 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

3
262006An 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.

Full description at Econpapers || Download paper

3
272008Linking 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.

Full description at Econpapers || Download paper

3
282011Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279.

Full description at Econpapers || Download paper

3
292011Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model. (2011). Winker, Peter ; Lyra, Marianna ; Sharpe, Chris . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:103-123.

Full description at Econpapers || Download paper

3
302007The 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
312008GEMINI-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

3
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.

Full description at Econpapers || Download paper

3
332011On 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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3
342012Supply 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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2
352006Fixed-size Least Squares Support Vector Machines: A Large Scale Application in Electrical Load Forecasting. (2006). Moor, Bart ; Espinoza, Marcelo ; Suykens, Johan . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:113-129.

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2
362004A 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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2
372007Optimal 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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2
382010Reformulations 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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2
392013Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Pastukhov, Grigory ; Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:81-103.

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2
402005Global 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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2
412008Reversible stopping (“switching”) implies super contact. (2008). Wirl, Franz. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:4:p:393-401.

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2
422013Financial 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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2
432008Optimal 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.

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2
442012Regime-switching recurrent reinforcement learning for investment decision making. (2012). Maringer, Dietmar ; Ramtohul, Tikesh . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:89-107.

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2
452010A mixed-integer mathematical modeling approach to exam timetabling. (2010). Sherali, Hanif ; Al-Yakoob, Salem ; Al-Jazzaf, Mona . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:1:p:19-46.

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2
462009A 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.

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2
472012Solving generation expansion planning problems with environmental constraints by a bundle method. (2012). Sagastizabal, Claudia ; Solodov, Mikhail . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:163-182.

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2
482013Simultaneous 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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2
492014Network 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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2
502013A 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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2

Citing documents used to compute impact factor 22:


YearTitle
2015Strategic Formation of Customer Relationship Networks. (2015). Brangewitz, Sonja ; Moehlmeier, Philipp ; Haake, Claus-Jochen . In: Working Papers CIE. RePEc:pdn:ciepap:91.

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2015Supply chain network competition in price and quality with multiple manufacturers and freight service providers. (2015). Nagurney, Anna ; Shukla, Shivani ; Saberi, Sara ; Floden, Jonas . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:77:y:2015:i:c:p:248-267.

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2015A game theory model of cybersecurity investments with information asymmetry. (2015). Nagurney, Anna . In: Netnomics. RePEc:kap:netnom:v:16:y:2015:i:1:p:127-148.

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2015A general multitiered supply chain network model of quality competition with suppliers. (2015). Li, Dong ; Nagurney, Anna . In: International Journal of Production Economics. RePEc:eee:proeco:v:170:y:2015:i:pa:p:336-356.

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2015Optimal decision for the market graph identification problem in sign similarity network. (2015). Kalyagin, V A ; Pardalos, P M ; Koldanov, P A. In: Papers. RePEc:arx:papers:1512.06449.

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2015Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach. (2015). Takeda, Akiko ; Bertsimas, Dimitris . In: Computational Optimization and Applications. RePEc:spr:coopap:v:62:y:2015:i:3:p:613-639.

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2015Granger causality stock market networks: Temporal proximity and preferential attachment. (2015). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:427:y:2015:i:c:p:262-276.

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2015Optimal decision for the market graph identification problem in sign similarity network. (2015). Kalyagin, V A ; Pardalos, P M ; Koldanov, P A. In: Papers. RePEc:arx:papers:1512.06449.

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2015Viability of an economy with constrained inequality. (2015). Krawczyk, Jacek ; Townsend, Wilbur . In: Working Paper Series. RePEc:vuw:vuwecf:4689.

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2015Too interconnected to fail: A survey of the interbank networks literature. (2015). . In: SAFE Working Paper Series. RePEc:zbw:safewp:91.

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2015Beyond the power law: Uncovering stylized facts in interbank networks. (2015). Schoors, Koen ; Karas, Alexei ; Vandermarliere, Benjamin ; Ryckebusch, Jan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:428:y:2015:i:c:p:443-457.

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2015Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil. (2015). Zagaglia, Paolo ; Zappa, Paola ; Liberati, Caterina . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:29:y:2015:i:3:p:207-250.

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2015On the distribution of links in the interbank network: evidence from the e-MID overnight money market. (2015). Fricke, Daniel ; Lux, Thomas . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:4:p:1463-1495.

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2015The multi-layer network nature of systemic risk and its implications for the costs of financial crises. (2015). van der Leij, Marco ; Molina-Borboa, José Luis ; Thurner, Stefan ; Martinez-Jaramillo, Serafin ; Poledna, Sebastian . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:70-81.

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2015Networked relationships in the e-MID interbank market: A trading model with memory. (2015). Mantegna, Rosario ; Iori, Giulia ; Micciche, Salvatore ; Tumminello, Michele ; Marotta, Luca ; Porter, James . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:50:y:2015:i:c:p:98-116.

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2015DebtRank: A microscopic foundation for shock propagation. (2015). Caccioli, Fabio ; Battiston, Stefano ; Bardoscia, Marco ; Caldarelli, Guido . In: Papers. RePEc:arx:papers:1504.01857.

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2015A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector. (2015). Ugolini, Andrea ; Reboredo, Juan C.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:98-123.

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2015Contagion in Financial Networks. (2015). Glasserman, Paul ; Young, Peyton . In: Economics Series Working Papers. RePEc:oxf:wpaper:764.

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2015Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Gounopoulos, Dimitrios . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

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2015Cross-border interbank contagion in the European banking sector.. (2015). Salakhova, Dilyara ; Gabrieli, S. ; Vuillemey, G.. In: Working papers. RePEc:bfr:banfra:545.

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2015The tragedy of ecosystems in open-access. (2015). SANZ, Nicolas ; PEREAU, Jean-Christophe ; Doyen, Luc ; Fabien, BLANCHARD ; Nicolas, SANZ ; Jean-Christophe, Pereau ; Luc, DOYEN ; Abdoul, CISSE . In: Cahiers du GREThA. RePEc:grt:wpegrt:2015-02.

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2015Ecoviability for small-scale fisheries in the context of food security constraints. (2015). PEREAU, Jean-Christophe ; Doyen, Luc ; Bene, C ; Blanchard, F ; Cisse, A A. In: Ecological Economics. RePEc:eee:ecolec:v:119:y:2015:i:c:p:39-52.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Strategic Management of Sustainable Development of Agro – Industrial Complex with Economic Integration. (2015). Kabanov, V ; Kozenko, Z ; Ovchinnikov, A ; Bichkov, M ; Karpova, A. In: European Research Studies Journal. RePEc:ers:journl:v:xviii:y:2015:i:3:p:307-315.

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2015Asset Allocation Strategies Based On Penalized Quantile Regression. (2015). Caporin, Massimiliano ; Paterlini, Sandra . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0199.

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Recent citations received in 2014

YearCiting document
2014Measures 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.

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2014Spatial 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.

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2014Supply 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.

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Recent citations received in 2013

YearCiting document
2013Systemic Risk Identification, Modelling, Analysis, and Monitoring: An Integrated Approach. (2013). Sergueiva, Antoaneta . In: Papers. RePEc:arx:papers:1310.6486.

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2013A macro stress testing framework for assessing systemic risks in the banking sector. (2013). Vouldis, Angelos ; Pancaro, Cosimo ; Żochowski, Dawid ; Kok, Christoffer ; Henry, Jerome ; Halaj, Grzegorz ; Leber, Miha ; Kolb, Markus ; Gross, Marco ; Grodzicki, Maciej ; CABRAL, Ines ; Baudino, Patrizia ; Amzallag, Adrien ; Zimmermann, Maik ; Sydow, Matthias . In: Occasional Paper Series. RePEc:ecb:ecbops:2013152.

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Recent citations received in 2012

YearCiting document
2012Single-commodity network design with random edge capacities. (2012). Wallace, Stein ; Thapalia, Biju K. ; Crainic, Teodor Gabriel ; Kaut, Michal . In: European Journal of Operational Research. RePEc:eee:ejores:v:220:y:2012:i:2:p:394-403.

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2012International portfolio management with affine policies. (2012). Fonseca, Raquel ; Rustem, Ber . In: European Journal of Operational Research. RePEc:eee:ejores:v:223:y:2012:i:1:p:177-187.

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2012Medical 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.

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team