[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.22 | 0.04 | 0 | 55 | 55 | 117 | 2 | 2 | 0 | 0 | 0 | 2 | 0.04 | 0.09 | |||
1998 | 0.05 | 0.26 | 0.03 | 0.05 | 55 | 110 | 91 | 3 | 5 | 55 | 3 | 55 | 3 | 2 | 66.7 | 0 | 0.12 | |
1999 | 0.02 | 0.28 | 0.03 | 0.02 | 59 | 169 | 149 | 5 | 10 | 110 | 2 | 110 | 2 | 0 | 2 | 0.03 | 0.14 | |
2000 | 0.07 | 0.33 | 0.05 | 0.05 | 55 | 224 | 253 | 12 | 22 | 114 | 8 | 169 | 9 | 0 | 2 | 0.04 | 0.15 | |
2001 | 0.04 | 0.36 | 0.05 | 0.04 | 60 | 284 | 120 | 13 | 35 | 114 | 4 | 224 | 9 | 0 | 2 | 0.03 | 0.15 | |
2002 | 0.03 | 0.39 | 0.04 | 0.03 | 48 | 332 | 92 | 13 | 48 | 115 | 3 | 284 | 9 | 0 | 0 | 0.21 | ||
2003 | 0.04 | 0.4 | 0.06 | 0.06 | 82 | 414 | 164 | 24 | 73 | 108 | 4 | 277 | 16 | 0 | 2 | 0.02 | 0.2 | |
2004 | 0.05 | 0.45 | 0.04 | 0.05 | 67 | 481 | 177 | 20 | 93 | 130 | 7 | 304 | 14 | 0 | 0 | 0.2 | ||
2005 | 0.05 | 0.46 | 0.05 | 0.06 | 65 | 546 | 116 | 30 | 123 | 149 | 7 | 312 | 18 | 3 | 10 | 1 | 0.02 | 0.22 |
2006 | 0.08 | 0.46 | 0.11 | 0.11 | 69 | 615 | 140 | 66 | 189 | 132 | 10 | 322 | 37 | 22 | 33.3 | 0 | 0.21 | |
2007 | 0.1 | 0.42 | 0.13 | 0.12 | 70 | 685 | 175 | 87 | 276 | 134 | 13 | 331 | 39 | 18 | 20.7 | 1 | 0.01 | 0.18 |
2008 | 0.08 | 0.44 | 0.14 | 0.12 | 54 | 739 | 122 | 98 | 377 | 139 | 11 | 353 | 43 | 8 | 8.2 | 3 | 0.06 | 0.21 |
2009 | 0.07 | 0.44 | 0.14 | 0.12 | 62 | 801 | 115 | 112 | 489 | 124 | 9 | 325 | 39 | 20 | 17.9 | 3 | 0.05 | 0.21 |
2010 | 0.09 | 0.43 | 0.14 | 0.14 | 44 | 845 | 112 | 117 | 606 | 116 | 11 | 320 | 46 | 19 | 16.2 | 3 | 0.07 | 0.18 |
2011 | 0.13 | 0.46 | 0.13 | 0.14 | 42 | 887 | 100 | 111 | 717 | 106 | 14 | 299 | 42 | 15 | 13.5 | 1 | 0.02 | 0.21 |
2012 | 0.13 | 0.47 | 0.12 | 0.12 | 34 | 921 | 52 | 115 | 832 | 86 | 11 | 272 | 32 | 7 | 6.1 | 0 | 0.19 | |
2013 | 0.16 | 0.53 | 0.14 | 0.15 | 46 | 967 | 74 | 135 | 968 | 76 | 12 | 236 | 35 | 17 | 12.6 | 4 | 0.09 | 0.22 |
2014 | 0.19 | 0.55 | 0.16 | 0.19 | 38 | 1005 | 60 | 156 | 1124 | 80 | 15 | 228 | 44 | 5 | 3.2 | 2 | 0.05 | 0.22 |
2015 | 0.2 | 0.56 | 0.23 | 0.31 | 26 | 1031 | 21 | 235 | 1360 | 84 | 17 | 204 | 63 | 16 | 6.8 | 1 | 0.04 | 0.21 |
2016 | 0.39 | 0.58 | 0.25 | 0.34 | 48 | 1079 | 33 | 270 | 1630 | 64 | 25 | 186 | 63 | 18 | 6.7 | 1 | 0.02 | 0.2 |
2017 | 0.23 | 0.6 | 0.24 | 0.26 | 48 | 1127 | 17 | 265 | 1895 | 74 | 17 | 192 | 50 | 21 | 7.9 | 3 | 0.06 | 0.22 |
2018 | 0.21 | 0.76 | 0.22 | 0.24 | 36 | 1163 | 2 | 254 | 2149 | 96 | 20 | 206 | 50 | 10 | 3.9 | 1 | 0.03 | 0.31 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | 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 | 61 |
2 | 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 | 43 |
3 | 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 | 38 |
4 | 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 | 26 |
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 | 25 |
6 | 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 | 24 |
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 | 23 |
8 | 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 | 23 |
9 | 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 | 21 |
10 | 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 | 21 |
11 | 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 | 21 |
12 | 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 | 19 |
13 | 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 | 19 |
14 | 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 | 18 |
15 | 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 | 17 |
16 | 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 | 17 |
17 | 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 | 17 |
18 | 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 | 17 |
19 | 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 | 17 |
20 | 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 | 16 |
21 | 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 | 16 |
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 | 15 |
23 | 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 | 15 |
24 | 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 | 14 |
25 | 2008 | Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:2:p:257-276. Full description at Econpapers || Download paper | 14 |
26 | 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 | 14 |
27 | 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 | 14 |
28 | 2000 | Generalized vector quasi-equilibrium problems. (2000). Fu, Jun-Yi . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:57-64. Full description at Econpapers || Download paper | 14 |
29 | 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 | 13 |
30 | 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 | 13 |
31 | 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 | 13 |
32 | 2003 | Second order necessary conditions in set constrained differentiable vector optimization. (2003). Jimenez, Bienvenido ; Novo, Vicente . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:2:p:299-317. Full description at Econpapers || Download paper | 13 |
33 | 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 | 13 |
34 | 1998 | Optimality conditions for set-valued optimization problems. (1998). Chen, Guang Ya ; Jahn, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:48:y:1998:i:2:p:187-200. Full description at Econpapers || Download paper | 12 |
35 | 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 | 12 |
36 | 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 | 12 |
37 | 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 | 12 |
38 | 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 | 12 |
39 | 1997 | Contingent epiderivatives and set-valued optimization. (1997). Jahn, Johannes ; Rauh, Rudiger . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211. Full description at Econpapers || Download paper | 12 |
40 | 1997 | A generalization of vectorial equilibria. (1997). Schlager, D. ; Oettli, W. ; Ansari, Q.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:147-152. Full description at Econpapers || Download paper | 12 |
41 | 2007 | Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407. Full description at Econpapers || Download paper | 11 |
42 | 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 | 11 |
43 | 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 | 11 |
44 | 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 | 11 |
45 | 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 | 11 |
46 | 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 | 11 |
47 | 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 | 11 |
48 | 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 | 11 |
49 | 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 | 11 |
50 | 2001 | Extended and strongly extended well-posedness of set-valued optimization problems. (2001). Huang, X. X.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:53:y:2001:i:1:p:101-116. Full description at Econpapers || Download paper | 11 |
# | 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 | 22 |
2 | 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 | 16 |
3 | 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 | 14 |
4 | 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 | 13 |
5 | 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 | 12 |
6 | 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 | 11 |
7 | 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 |
8 | 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 |
9 | 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 | 9 |
10 | 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 |
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 | 8 |
12 | 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 |
13 | 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 |
14 | 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 | 8 |
15 | 2016 | Systemic risk measures on general measurable spaces. (2016). Kromer, E ; Zilch, K ; Overbeck, L. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1. Full description at Econpapers || Download paper | 7 |
16 | 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 | 7 |
17 | 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 | 7 |
18 | 2008 | Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Shao, Lizhen ; Ehrgott, Matthias. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:2:p:257-276. Full description at Econpapers || Download paper | 7 |
19 | 2006 | Inferring Efficient Weights from Pairwise Comparison Matrices. (2006). Carrizosa, E. ; Blanquero, R. ; Conde, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:64:y:2006:i:2:p:271-284. Full description at Econpapers || Download paper | 7 |
20 | 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 | 7 |
21 | 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 |
22 | 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 | 6 |
23 | 2007 | Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Pfeuffer, Frank ; Klamroth, Kathrin ; Gorski, Jochen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407. Full description at Econpapers || Download paper | 6 |
24 | 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 | 6 |
25 | 2011 | Inverse p-median problems with variable edge lengths. (2011). Gassner, Elisabeth ; Burkard, Rainer ; Bonab, Fahimeh Baroughi . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:263-280. Full description at Econpapers || Download paper | 6 |
26 | 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 | 5 |
27 | 2007 | Owen coalitional value without additivity axiom. (2007). Khmelnitskaya, Anna ; Yanovskaya, Elena. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:255-261. Full description at Econpapers || Download paper | 5 |
28 | 2004 | The position value in communication structures. (2004). Algaba, E. ; Bilbao, J. M. ; Lopez, J. J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:465-477. Full description at Econpapers || Download paper | 5 |
29 | 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 |
30 | 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 | 5 |
31 | 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 | 5 |
32 | 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 |
33 | 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 | 5 |
34 | 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 | 5 |
35 | 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 | 4 |
36 | 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 |
37 | 1998 | Conservation of energy in value theory. (1998). Ortmann, K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:47:y:1998:i:3:p:423-449. Full description at Econpapers || Download paper | 4 |
38 | 2000 | Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:65-77. Full description at Econpapers || Download paper | 4 |
39 | 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 |
40 | 2007 | Risk-sensitive capacity control in revenue management. (2007). Barz, C. ; Waldmann, K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:3:p:565-579. Full description at Econpapers || Download paper | 4 |
41 | 2010 | Comparison and robustification of Bayes and Black-Litterman models. (2010). Schottle, Katrin ; Zagst, Rudi ; Werner, Ralf . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:3:p:453-475. Full description at Econpapers || Download paper | 4 |
42 | 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 | 4 |
43 | 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 |
44 | 2006 | Sequencing games without initial order. (2006). Klijn, Flip ; Sanchez, Estela . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:53-62. Full description at Econpapers || Download paper | 4 |
45 | 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 | 4 |
46 | 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 | 4 |
47 | 2017 | Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality. (2017). Aussel, Didier ; Sagratella, Simone. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:1:d:10.1007_s00186-016-0565-x. Full description at Econpapers || Download paper | 4 |
48 | 2015 | Complete markets do not allow free cash flow streams. (2015). Grether, Stefanie ; Bauerle, Nicole. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:2:p:137-146. Full description at Econpapers || Download paper | 4 |
49 | 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 | 3 |
50 | 2007 | Meanâvariance hedging under transaction costs. (2007). Beutner, Eric. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:3:p:539-557. Full description at Econpapers || Download paper | 3 |
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2018 | Capital allocation à la AumannâShapley for non-differentiable risk measures. (2018). Centrone, Francesca ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:667-675. Full description at Econpapers || Download paper | |
2018 | Multivariate Shortfall Risk Allocation and Systemic Risk. (2018). Papapantoleon, Antonis ; Drapeau, Samuel ; Crepey, Stephane ; Armenti, Yannick . In: Working Papers. RePEc:hal:wpaper:hal-01764398. Full description at Econpapers || Download paper | |
2018 | Financial asset bubbles in banking networks. (2018). Meyer-Brandis, Thilo ; Mazzon, Andrea ; Biagini, Francesca. In: Papers. RePEc:arx:papers:1806.01728. Full description at Econpapers || Download paper | |
2018 | Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372. Full description at Econpapers || Download paper | |
2018 | Stability of linear EDF networks with resource sharing. (2018). Kruk, Ukasz. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:88:y:2018:i:1:d:10.1007_s11134-017-9553-y. Full description at Econpapers || Download paper | |
2018 | The candidate experience: Is it damaging your employer brand?. (2018). Miles, Sandra Jeanquart ; McCamey, Randy. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:5:p:755-764. Full description at Econpapers || Download paper | |
2018 | Three-valued simple games. (2018). Musegaas, M ; Quant, M ; P. E. M. Borm, . In: Theory and Decision. RePEc:kap:theord:v:85:y:2018:i:2:d:10.1007_s11238-017-9630-z. Full description at Econpapers || Download paper | |
2018 | A social choice approach to ordinal group activity selection. (2018). Darmann, Andreas. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:93:y:2018:i:c:p:57-66. Full description at Econpapers || Download paper | |
2018 | Discounted Solidarity Values. (2018). Calvo, Emilio ; Gutierrez-Lopez, Esther. In: Discussion Papers in Economic Behaviour. RePEc:dbe:wpaper:0418. Full description at Econpapers || Download paper | |
2018 | A comparative study of the arcflow model and the one-cut model for one-dimensional cutting stock problems. (2018). Martinovic, J ; Valerio, J M ; Scheithauer, G. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:458-471. Full description at Econpapers || Download paper | |
2018 | Combinatorial investigations on the maximum gap for skiving stock instances of the divisible case. (2018). Martinovic, John ; Scheithauer, Guntram. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2762-x. Full description at Econpapers || Download paper | |
2018 | Functional limit theorems for a new class of non-stationary shot noise processes. (2018). Pang, Guodong ; Zhou, Yuhang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:2:p:505-544. Full description at Econpapers || Download paper | |
2018 | Stability Property in Bifunction-Set Optimization. (2018). Sach, Pham Huu. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:177:y:2018:i:2:d:10.1007_s10957-018-1280-y. Full description at Econpapers || Download paper | |
2018 | A performance-based subsidy allocation of ferry transportation: A data envelopment approach. (2018). Yu, Ming-Miin ; Hsiao, BO ; Chen, Li-Hsueh. In: Transport Policy. RePEc:eee:trapol:v:68:y:2018:i:c:p:13-19. Full description at Econpapers || Download paper | |
2018 | The noncooperative transportation problem and linear generalized Nash games. (2018). Stein, Oliver ; Sudermann-Merx, Nathan . In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:543-553. Full description at Econpapers || Download paper | |
2018 | How to Select a Solution in Generalized Nash Equilibrium Problems. (2018). Dreves, Axel. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:178:y:2018:i:3:d:10.1007_s10957-018-1327-0. Full description at Econpapers || Download paper | |
2018 | Dynamic derivative-based investment strategy for meanâvariance assetâliability management with stochastic volatility. (2018). Li, Danping ; Zeng, Yan ; Shen, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:72-86. Full description at Econpapers || Download paper | |
2018 | On the optimal investment-consumption and life insurance selection problem with an external stochastic factor. (2018). Guambe, Calisto ; Kufakunesu, Rodwell. In: Papers. RePEc:arx:papers:1808.04608. Full description at Econpapers || Download paper | |
2018 | Augmented Lagrangian and exact penalty methods for quasi-variational inequalities. (2018). Kanzow, Christian ; Steck, Daniel. In: Computational Optimization and Applications. RePEc:spr:coopap:v:69:y:2018:i:3:d:10.1007_s10589-017-9963-0. Full description at Econpapers || Download paper | |
2018 | Population-level intervention and information collection in dynamic healthcare policy. (2018). Weber, Thomas ; Cipriano, Lauren E. In: Health Care Management Science. RePEc:kap:hcarem:v:21:y:2018:i:4:d:10.1007_s10729-017-9415-5. Full description at Econpapers || Download paper |
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2018 | A unified Framework for Robust Modelling of Financial Markets in discrete time. (2018). Wiesel, Johannes ; Obloj, Jan. In: Papers. RePEc:arx:papers:1808.06430. Full description at Econpapers || Download paper |
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2017 | Generating the efficient frontier of a class of bicriteria generalized fractional programming. (2017). Cambini, Riccardo ; Martein, Laura ; Carosi, Laura. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0196-6. Full description at Econpapers || Download paper | |
2017 | A Bridge Between Bilevel Programs and Nash Games. (2017). Lampariello, Lorenzo ; Sagratella, Simone. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:174:y:2017:i:2:d:10.1007_s10957-017-1109-0. Full description at Econpapers || Download paper | |
2017 | Computing equilibria of Cournot oligopoly models with mixed-integer quantities. (2017). Sagratella, Simone. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:86:y:2017:i:3:d:10.1007_s00186-017-0599-8. 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 |