0.3
Impact Factor
0.27
5-Years IF
12
5-Years H index
0.3
Impact Factor
0.27
5-Years IF
12
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
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 | 0.2 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.27 | 55 | 55 | 1 | 0.02 | 69 | 0 | 0 | 6 (8.7%) | 1 | 0.02 | 0.09 | ||||
1998 | 0.05 | 0.29 | 0.05 | 55 | 110 | 3 | 0.03 | 38 | 55 | 3 | 55 | 3 | 7 (18.4%) | 0.1 | ||
1999 | 0.32 | 59 | 169 | 2 | 0.01 | 84 | 110 | 110 | 18 (21.4%) | 2 | 0.03 | 0.13 | ||||
2000 | 0.04 | 0.4 | 0.04 | 55 | 224 | 8 | 0.04 | 138 | 114 | 5 | 169 | 6 | 13 (9.4%) | 2 | 0.04 | 0.15 |
2001 | 0.04 | 0.4 | 0.04 | 60 | 284 | 10 | 0.04 | 72 | 114 | 4 | 224 | 8 | 11 (15.3%) | 2 | 0.03 | 0.15 |
2002 | 0.03 | 0.42 | 0.02 | 48 | 332 | 5 | 0.02 | 46 | 115 | 3 | 284 | 5 | 3 (6.5%) | 0.18 | ||
2003 | 0.02 | 0.44 | 0.03 | 82 | 414 | 12 | 0.03 | 94 | 108 | 2 | 277 | 8 | 19 (20.2%) | 1 | 0.01 | 0.19 |
2004 | 0.04 | 0.49 | 0.03 | 67 | 481 | 10 | 0.02 | 110 | 130 | 5 | 304 | 9 | 13 (11.8%) | 0.2 | ||
2005 | 0.03 | 0.53 | 0.04 | 65 | 546 | 21 | 0.04 | 91 | 149 | 5 | 312 | 12 | 16 (17.6%) | 1 | 0.02 | 0.21 |
2006 | 0.05 | 0.51 | 0.08 | 69 | 615 | 47 | 0.08 | 78 | 132 | 7 | 322 | 26 | 10 (12.8%) | 0.2 | ||
2007 | 0.06 | 0.45 | 0.08 | 70 | 685 | 56 | 0.08 | 96 | 134 | 8 | 331 | 27 | 16 (16.7%) | 1 | 0.01 | 0.18 |
2008 | 0.04 | 0.48 | 0.08 | 54 | 739 | 59 | 0.08 | 79 | 139 | 6 | 353 | 30 | 14 (17.7%) | 3 | 0.06 | 0.2 |
2009 | 0.07 | 0.47 | 0.1 | 62 | 801 | 76 | 0.09 | 65 | 124 | 9 | 325 | 34 | 6 (9.2%) | 3 | 0.05 | 0.19 |
2010 | 0.05 | 0.45 | 0.11 | 44 | 845 | 80 | 0.09 | 59 | 116 | 6 | 320 | 35 | 10 (16.9%) | 3 | 0.07 | 0.16 |
2011 | 0.12 | 0.52 | 0.1 | 42 | 887 | 75 | 0.08 | 50 | 106 | 13 | 299 | 31 | 2 (4%) | 0.2 | ||
2012 | 0.05 | 0.55 | 0.06 | 34 | 921 | 65 | 0.07 | 29 | 86 | 4 | 272 | 17 | 3 (10.3%) | 0.2 | ||
2013 | 0.08 | 0.62 | 0.09 | 46 | 967 | 89 | 0.09 | 45 | 76 | 6 | 236 | 22 | 2 (4.4%) | 3 | 0.07 | 0.22 |
2014 | 0.15 | 0.64 | 0.15 | 38 | 1005 | 117 | 0.12 | 37 | 80 | 12 | 228 | 34 | 1 (2.7%) | 2 | 0.05 | 0.21 |
2015 | 0.2 | 0.69 | 0.26 | 26 | 1031 | 187 | 0.18 | 11 | 84 | 17 | 204 | 53 | 2 (18.2%) | 1 | 0.04 | 0.22 |
2016 | 0.3 | 0.85 | 0.27 | 48 | 1079 | 193 | 0.18 | 10 | 64 | 19 | 186 | 50 | 2 (20%) | 1 | 0.02 | 0.26 |
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Schouten, Frank Duyn ; Wildeman, Ralph . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 41 |
2 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 22 |
3 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 21 |
4 | 2004 | Do 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. Full description at Econpapers || Download paper | 21 |
5 | 2007 | On 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. Full description at Econpapers || Download paper | 20 |
6 | 2008 | Optimizing 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. Full description at Econpapers || Download paper | 19 |
7 | 2005 | Managing the reputation of an award to motivate performance. (2005). Gavrila, C. ; Hartl, R. F. ; Caulkins, J. P. ; Tragler, G. ; Feichtinger, G.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:1:p:1-22. Full description at Econpapers || Download paper | 18 |
8 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, RafaÅ. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 16 |
9 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 14 |
10 | 2000 | The 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. Full description at Econpapers || Download paper | 12 |
11 | 2010 | Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 12 |
12 | 2000 | Optimal 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. Full description at Econpapers || Download paper | 12 |
13 | 2007 | Games 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. Full description at Econpapers || Download paper | 12 |
14 | 2003 | Well-posedness and convexity in vector optimization. (2003). Miglierina, E. ; Molho, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:3:p:375-385. Full description at Econpapers || Download paper | 12 |
15 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 11 |
16 | 2013 | A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 11 |
17 | 2009 | Cooperation under interval uncertainty. (2009). Alparslan-Gok, S. ; Tijs, Stef ; Miquel, Silvia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109. Full description at Econpapers || Download paper | 11 |
18 | 2000 | The 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. Full description at Econpapers || Download paper | 11 |
19 | 2010 | Optimal 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. Full description at Econpapers || Download paper | 10 |
20 | 2002 | Tail 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. Full description at Econpapers || Download paper | 10 |
21 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 10 |
22 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo, Leticia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 10 |
23 | 1999 | Some 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. Full description at Econpapers || Download paper | 9 |
24 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Jimenez-Losada, A. ; Bilbao, J. M. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 9 |
25 | 2007 | Scalarization for pointwise well-posed vectorial problems. (2007). Durea, M.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:409-418. Full description at Econpapers || Download paper | 9 |
26 | 2014 | The multi-player nonzero-sum Dynkin game in discrete time. (2014). Hassani, Mohammed ; Hamadene, Said . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:2:p:179-194. Full description at Econpapers || Download paper | 9 |
27 | 1999 | Vector network equilibrium problems and nonlinear scalarization methods. (1999). Goh, C. J. ; Yang, X. Q. ; Chen, G. Y.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:49:y:1999:i:2:p:239-253. Full description at Econpapers || Download paper | 9 |
28 | 2014 | Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30. Full description at Econpapers || Download paper | 8 |
29 | 1999 | Optimal 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. Full description at Econpapers || Download paper | 8 |
30 | 2004 | Nash equilibria in electricity markets with discrete prices. (2004). Anderson, E. J. ; Xu, H.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:215-238. Full description at Econpapers || Download paper | 8 |
31 | 2000 | On shortest path games. (2000). Fragnelli, Vito ; Garcia-Jurado, Ignacio ; Mendez-Naya, Luciano . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:251-264. Full description at Econpapers || Download paper | 8 |
32 | 2000 | A branch-and-bound algorithm for the resource-constrained project scheduling problem. (2000). Pesch, E. ; Dorndorf, U. ; Phan-Huy, T.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:413-439. Full description at Econpapers || Download paper | 8 |
33 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 8 |
34 | 2005 | Book Review. (2005). Henrion, R.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:2:p:345-346. Full description at Econpapers || Download paper | 8 |
35 | 2003 | Cooperation and competition in inventory games. (2003). Borm, Peter ; Meca, Ana ; Garcia-Jurado, Ignacio . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:3:p:481-493. Full description at Econpapers || Download paper | 7 |
36 | 2005 | Staffing decisions for heterogeneous workers with turnover. (2005). Shanthikumar, Jevaveerasingam ; Ahn, Hyun-Soo ; Righter, Rhonda . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:62:y:2005:i:3:p:499-514. Full description at Econpapers || Download paper | 7 |
37 | 2006 | On Approximate Efficiency in Multiobjective Programming. (2006). Jimenez, B. ; Novo, V. ; Gutierrez, C.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:64:y:2006:i:1:p:165-185. Full description at Econpapers || Download paper | 7 |
38 | 1999 | Balanced games arising from infinite linear models. (1999). Fragnelli, Vito ; Sideri, Enrico ; Tijs, Stef ; Patrone, Fioravante . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:385-397. Full description at Econpapers || Download paper | 7 |
39 | 2000 | A flexible approach to location problems. (2000). Rodriguez-Chia, Antonio M. ; Nickel, Stefan ; Puerto, Justo ; Fernandez, Francisco R.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:69-89. Full description at Econpapers || Download paper | 7 |
40 | 2004 | Construction of Nash equilibria in symmetric stochastic games of capital accumulation. (2004). Nowak, Andrzej ; Balbus, Åukasz. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:267-277. Full description at Econpapers || Download paper | 7 |
41 | 2008 | Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk. (2008). Ewald, Christian-Oliver ; Yang, Zhaojun . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:97-123. Full description at Econpapers || Download paper | 7 |
42 | 2011 | Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262. Full description at Econpapers || Download paper | 7 |
43 | 2006 | Portfolio optimization in stochastic markets. (2006). ozekici, S. ; akmak, U.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:151-168. Full description at Econpapers || Download paper | 7 |
44 | 2009 | Panjer recursion versus FFT for compound distributions. (2009). Frei, Marco ; Embrechts, Paul . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:497-508. Full description at Econpapers || Download paper | 6 |
45 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 6 |
46 | 1997 | Two basic problems in reliability-based structural optimization. (1997). Kuschel, Norbert ; Rackwitz, Rudiger . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:3:p:309-333. Full description at Econpapers || Download paper | 6 |
47 | 2004 | A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Schepers, Jorg ; Fekete, Sandor P.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:311-329. Full description at Econpapers || Download paper | 6 |
48 | 2013 | Optimal advertising strategies with age-structured goodwill. (2013). Faggian, Silvia ; Grosset, Luca . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:78:y:2013:i:2:p:259-284. Full description at Econpapers || Download paper | 6 |
49 | 2009 | On convex risk measures on L p -spaces. (2009). Ruschendorf, L. ; Kaina, M.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495. Full description at Econpapers || Download paper | 6 |
50 | 2000 | Batching identical jobs. (2000). Baptiste, Philippe . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:355-367. Full description at Econpapers || Download paper | 6 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Schouten, Frank Duyn ; Wildeman, Ralph . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 19 |
2 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Zhang, Huayue ; Bai, Lihua . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 12 |
3 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Wyatt, Tami ; Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 11 |
4 | 2013 | A note on generalized inverses. (2013). Hofert, Marius ; Embrechts, Paul . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 10 |
5 | 2010 | Optimal investment under partial information. (2010). Landen, Camilla ; Bjork, Tomas ; Davis, Mark . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 10 |
6 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 10 |
7 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, RafaÅ. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 9 |
8 | 2008 | Optimizing 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. Full description at Econpapers || Download paper | 8 |
9 | 2014 | The multi-player nonzero-sum Dynkin game in discrete time. (2014). Hassani, Mohammed ; Hamadene, Said . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:2:p:179-194. Full description at Econpapers || Download paper | 8 |
10 | 2000 | Optimal 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. Full description at Econpapers || Download paper | 7 |
11 | 2000 | The 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. Full description at Econpapers || Download paper | 7 |
12 | 1999 | Optimal 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. Full description at Econpapers || Download paper | 7 |
13 | 2014 | Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach. (2014). Janczura, Joanna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:79:y:2014:i:1:p:1-30. Full description at Econpapers || Download paper | 6 |
14 | 2002 | Tail 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. Full description at Econpapers || Download paper | 6 |
15 | 2011 | Existence of shadow prices in finite probability spaces. (2011). Kallsen, Jan ; Muhle-Karbe, Johannes . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:251-262. Full description at Econpapers || Download paper | 6 |
16 | 2009 | Panjer recursion versus FFT for compound distributions. (2009). Frei, Marco ; Embrechts, Paul . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:497-508. Full description at Econpapers || Download paper | 6 |
17 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Filar, Jerzy ; Boda, Kang . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 6 |
18 | 2007 | On 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. Full description at Econpapers || Download paper | 6 |
19 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo, Leticia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 5 |
20 | 2013 | Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem. (2013). Muler, Nora ; Azcue, Pablo . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:2:p:177-206. Full description at Econpapers || Download paper | 5 |
21 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Svaiter, Benar Fux ; Fliege, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 5 |
22 | 2009 | On convex risk measures on L p -spaces. (2009). Ruschendorf, L. ; Kaina, M.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495. Full description at Econpapers || Download paper | 5 |
23 | 2010 | Optimal 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. Full description at Econpapers || Download paper | 5 |
24 | 2002 | Tree-connected peer group situations and peer group games. (2002). Fragnelli, Vito ; Branzei, Rodica ; Tijs, Stef . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:1:p:93-106. Full description at Econpapers || Download paper | 5 |
25 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 5 |
26 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Gerrard, Russell ; Delong, Ukasz . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 5 |
27 | 2003 | Cooperation and competition in inventory games. (2003). Borm, Peter ; Meca, Ana ; Garcia-Jurado, Ignacio . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:3:p:481-493. Full description at Econpapers || Download paper | 4 |
28 | 2005 | Cost optimal periodic train scheduling. (2005). Lindner, Thomas ; Zimmermann, Uwe . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:62:y:2005:i:2:p:281-295. Full description at Econpapers || Download paper | 4 |
29 | 2012 | Stochastic differential portfolio games for an insurer in a jump-diffusion risk process. (2012). Zhang, Chunhong ; Lin, Xiang ; Siu, Tak . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:75:y:2012:i:1:p:83-100. Full description at Econpapers || Download paper | 4 |
30 | 2012 | Efficient solution of interval optimization problem. (2012). Bhurjee, A. ; Panda, G.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:76:y:2012:i:3:p:273-288. Full description at Econpapers || Download paper | 4 |
31 | 2008 | Robust optimal control for a consumption-investment problem. (2008). Schied, Alexander . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:1-20. Full description at Econpapers || Download paper | 4 |
32 | 2014 | Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Kobis, Elisabeth ; Ide, Jonas . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127. Full description at Econpapers || Download paper | 4 |
33 | 2016 | Functional central limit theorems for Markov-modulated infinite-server systems. (2016). Blom, J ; Mandjes, M ; de Turck, K. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:83:y:2016:i:3:d:10.1007_s00186-016-0531-7. Full description at Econpapers || Download paper | 4 |
34 | 2012 | A private contributions game for joint replenishment. (2012). , Alperen ; Guler, Kemal ; Korpeolu, Evren ; En, Alper . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:75:y:2012:i:1:p:67-82. Full description at Econpapers || Download paper | 4 |
35 | 2000 | On 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. Full description at Econpapers || Download paper | 4 |
36 | 2000 | Optimal 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. Full description at Econpapers || Download paper | 4 |
37 | 2004 | Do 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. Full description at Econpapers || Download paper | 4 |
38 | 2001 | A steepest ascent approach to maximizing the net present value of projects. (2001). Schwindt, Christoph ; Zimmermann, Jurgen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:53:y:2001:i:3:p:435-450. Full description at Econpapers || Download paper | 3 |
39 | 2013 | Shape-preserving dynamic programming. (2013). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:407-421. Full description at Econpapers || Download paper | 3 |
40 | 2010 | An extended covering model for flexible discrete and equity location problems. (2010). Marin, Alfredo ; Nickel, Stefan ; Velten, Sebastian . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:1:p:125-163. Full description at Econpapers || Download paper | 3 |
41 | 2011 | New characterizations of the constrained equal awards rule in multi-issue allocation situations. (2011). Bergantiños, Gustavo ; Bergantios, Gustavo ; Lorenzo-Freire, Silvia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:311-325. Full description at Econpapers || Download paper | 3 |
42 | 1999 | Some 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. Full description at Econpapers || Download paper | 3 |
43 | 2002 | Cost allocation in shortest path games. (2002). Voorneveld, Mark ; Grahn, Sofia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:56:y:2002:i:2:p:323-340. Full description at Econpapers || Download paper | 3 |
44 | 2006 | Opportunistic Maintenance for Multi-component Shock Models. (2006). Li, Haijun ; Cui, Lirong . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:3:p:493-511. Full description at Econpapers || Download paper | 3 |
45 | 2016 | Modeling values for TU-games using generalized versions of consistency, standardness and the null player property. (2016). Radzik, Tadeusz ; Driessen, Theo . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:83:y:2016:i:2:d:10.1007_s00186-015-0525-x. Full description at Econpapers || Download paper | 3 |
46 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Jimenez-Losada, A. ; Bilbao, J. M. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 3 |
47 | 2003 | Cost benefit analysis of series systems with warm standby components. (2003). Wang, Kuo-Hsiung ; Pearn, Wen-Lea . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:2:p:247-258. Full description at Econpapers || Download paper | 3 |
48 | 2000 | Linear preselective policies for stochastic project scheduling. (2000). Stork, Frederik ; Mohring, Rolf H.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:3:p:501-515. Full description at Econpapers || Download paper | 3 |
49 | 2015 | Downside loss aversion: Winner or loser?. (2015). Hlouskova, Jaroslava ; Fortin, Ines . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:2:p:181-233. Full description at Econpapers || Download paper | 3 |
50 | 2010 | On probabilistic constraints induced by rectangular sets and multivariate normal distributions. (2010). Moller, Andris ; Van Ackooij, Wim ; Zorgati, Riadh ; Henrion, Rene . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:3:p:535-549. Full description at Econpapers || Download paper | 3 |
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2016 | Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing HamiltonâJacobiâBellman equation approach. (2016). Forsyth, P A ; Dang, D M. In: European Journal of Operational Research. RePEc:eee:ejores:v:250:y:2016:i:3:p:827-841. Full description at Econpapers || Download paper | |
2016 | On the solution continuity of parametric set optimization problems. (2016). Xu, Y D ; Li, S J. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:1:d:10.1007_s00186-016-0541-5. Full description at Econpapers || Download paper | |
2016 | DEA with non-monotonic variables. Application to EU governmentsâ macroeconomic efficiency. (2016). Villa, Gabriel ; Lozano, Sebastian . In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:67:y:2016:i:12:d:10.1057_jors.2016.36. Full description at Econpapers || Download paper | |
2016 | The Consumption-Investment Decision of a Prospect Theory Household. (2016). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines . In: Economics Series. RePEc:ihs:ihsesp:322. Full description at Econpapers || Download paper | |
2016 | A comprehensive survey of guaranteed-service models for multi-echelon inventory optimization. (2016). Eruguz, Ayse Sena ; Dallery, Yves ; Jemai, Zied ; Sahin, Evren . In: International Journal of Production Economics. RePEc:eee:proeco:v:172:y:2016:i:c:p:110-125. Full description at Econpapers || Download paper | |
2016 | The SD-prekernel for TU games. (2016). Katsev, Ilya ; Arin, Francisco Javier . In: IKERLANAK. RePEc:ehu:ikerla:18238. Full description at Econpapers || Download paper | |
2016 | A monotonic core solution for convex TU games. (2016). Katsev, I ; Arin, J. In: International Journal of Game Theory. RePEc:spr:jogath:v:45:y:2016:i:4:d:10.1007_s00182-015-0500-z. Full description at Econpapers || Download paper | |
2016 | Estimating the hedging value of an energy exchange in Turkey to a retail power consumer. (2016). Kurucak, Abdurrahman ; Shcherbakova, Anastasia . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:16-26. Full description at Econpapers || Download paper | |
2016 | PrzeÅÄ
cznikowe modele Markowa (MS) â charakterystyka i sposoby zastosowaÅ w badaniach ekonomicznych. (2016). . In: Collegium of Economic Analysis Annals. RePEc:sgh:annals:i:40:y:2016:p:479-490. Full description at Econpapers || Download paper | |
2016 | On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers || Download paper | |
2016 | Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets. (2016). Weron, RafaÅ ; Trueck, Stefan ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1610. Full description at Econpapers || Download paper | |
2016 | Constrained multi-issue rationing problems. (2016). Izquierdo, Josep Maria ; Lledo, Pere Timoner . In: UB Economics Working Papers. RePEc:ewp:wpaper:347web. Full description at Econpapers || Download paper | |
2016 | Economic objectives, uncertainties and decision making in the energy sector. (2016). Jahn, Johannes ; Bischoff, Martin . In: Journal of Business Economics. RePEc:spr:jbecon:v:86:y:2016:i:1:d:10.1007_s11573-015-0785-1. Full description at Econpapers || Download paper | |
2016 | Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts. (2016). Ide, Jonas ; Schobel, Anita . In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:38:y:2016:i:1:d:10.1007_s00291-015-0418-7. Full description at Econpapers || Download paper | |
2016 | Transmission and generation investment in electricity markets: The effects of market splitting and network fee regimes. (2016). Zottl, Gregor ; Weibelzahl, Martin ; Schmidt, Martin ; Martin, Alexander ; Grimm, Veronika . In: European Journal of Operational Research. RePEc:eee:ejores:v:254:y:2016:i:2:p:493-509. Full description at Econpapers || Download paper | |
2016 | On the Robust Dynkin Game. (2016). Bayraktar, Erhan ; Yao, Song . In: Papers. RePEc:arx:papers:1506.09184. Full description at Econpapers || Download paper | |
2016 | Discrete time stochastic multi-player competitive games with affine payoffs. (2016). Rutkowski, Marek ; Guo, Ivan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:1:p:1-32. Full description at Econpapers || Download paper | |
2016 | Nash equilibria of threshold type for two-player nonzero-sum games of stopping. (2016). de Angelis, Tiziano ; Moriarty, John ; Ferrari, Giorgio . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:563. Full description at Econpapers || Download paper | |
2016 | Is It Sufficient to Assess Cost Behavior Merely by Volume of Production? Cost behavior research results from Czech Republic. (2016). Novak, Petr ; Vencalek, Ondrej . In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:12:y:2016:i:3:p:139-154. Full description at Econpapers || Download paper |
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2016 | A functional central limit theorem for Markov additive arrival processes and its applications to queueing systems. (2016). Lu, Hongyuan ; Mandjes, Michel ; Pang, Guodong . In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:84:y:2016:i:3:d:10.1007_s11134-016-9496-8. Full description at Econpapers || Download paper |
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2015 | A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems. (2015). Steinbuks, Jevgenijs ; Judd, Kenneth ; Cai, Yongyang. In: NBER Working Papers. RePEc:nbr:nberwo:21590. Full description at Econpapers || Download paper |
Year | Citing document | |
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2014 | Subgame-Perfect Equilibria in Stochastic Timing Games. (2014). Steg, Jan-Henrik ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:524. Full description at Econpapers || Download paper | |
2014 | Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers || Download paper |
Year | Citing document | |
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2013 | Introduction into the literature of cooperative game theory with special emphasis on dynamic games and the core. (2013). Szikora, Peter . In: Proceedings- 11th International Conference on Mangement, Enterprise and Benchmarking (MEB 2013). RePEc:pkk:meb013:273-280. Full description at Econpapers || Download paper | |
2013 | Resource Allocation Problems with Concave Reward Functions. (2013). Borm, Peter ; Borm, P. E. M., ; Grundel, S. ; Hamers, H. J. M., ; Hamers,H. J. M., . In: Discussion Paper. RePEc:tiu:tiucen:b72ed3dc-ecc8-49d4-86af-d4598cb9ddfd. Full description at Econpapers || Download paper | |
2013 | . Full description at Econpapers || Download paper |
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