[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 | 0.09 | 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 | 0.09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1998 | 0 | 0.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1999 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | |||||
2000 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
2001 | 0 | 0.35 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
2002 | 0 | 0.37 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.19 | |||||
2003 | 0 | 0.4 | 0 | 0 | 5 | 5 | 15 | 1 | 0 | 0 | 0 | 0 | 0.19 | |||||
2004 | 0 | 0.44 | 0.12 | 0 | 12 | 17 | 46 | 1 | 3 | 5 | 5 | 0 | 1 | 0.08 | 0.2 | |||
2005 | 0.12 | 0.45 | 0.11 | 0.12 | 21 | 38 | 147 | 3 | 7 | 17 | 2 | 17 | 2 | 0 | 1 | 0.05 | 0.21 | |
2006 | 0.15 | 0.46 | 0.1 | 0.16 | 21 | 59 | 107 | 6 | 13 | 33 | 5 | 38 | 6 | 0 | 0 | 0.2 | ||
2007 | 0.21 | 0.42 | 0.18 | 0.22 | 18 | 77 | 76 | 13 | 27 | 42 | 9 | 59 | 13 | 0 | 0 | 0.18 | ||
2008 | 0.13 | 0.44 | 0.13 | 0.14 | 20 | 97 | 225 | 13 | 40 | 39 | 5 | 77 | 11 | 1 | 7.7 | 2 | 0.1 | 0.2 |
2009 | 0.18 | 0.43 | 0.17 | 0.21 | 29 | 126 | 94 | 20 | 61 | 38 | 7 | 92 | 19 | 0 | 0 | 0.21 | ||
2010 | 0.14 | 0.43 | 0.26 | 0.23 | 21 | 147 | 60 | 36 | 99 | 49 | 7 | 109 | 25 | 1 | 2.8 | 1 | 0.05 | 0.18 |
2011 | 0.1 | 0.45 | 0.31 | 0.27 | 21 | 168 | 156 | 51 | 151 | 50 | 5 | 109 | 29 | 10 | 19.6 | 0 | 0.2 | |
2012 | 0.29 | 0.45 | 0.41 | 0.4 | 28 | 196 | 108 | 81 | 232 | 42 | 12 | 109 | 44 | 4 | 4.9 | 3 | 0.11 | 0.19 |
2013 | 0.41 | 0.5 | 0.45 | 0.4 | 20 | 216 | 189 | 97 | 330 | 49 | 20 | 119 | 48 | 5 | 5.2 | 5 | 0.25 | 0.21 |
2014 | 0.67 | 0.51 | 0.57 | 0.49 | 28 | 244 | 70 | 140 | 470 | 48 | 32 | 119 | 58 | 5 | 3.6 | 3 | 0.11 | 0.2 |
2015 | 0.46 | 0.5 | 0.45 | 0.51 | 30 | 274 | 81 | 124 | 594 | 48 | 22 | 118 | 60 | 5 | 4 | 4 | 0.13 | 0.19 |
2016 | 0.14 | 0.5 | 0.56 | 0.51 | 31 | 305 | 85 | 170 | 764 | 58 | 8 | 127 | 65 | 14 | 8.2 | 4 | 0.13 | 0.18 |
2017 | 0.39 | 0.5 | 0.53 | 0.55 | 30 | 335 | 35 | 177 | 941 | 61 | 24 | 137 | 75 | 10 | 5.6 | 3 | 0.1 | 0.18 |
2018 | 0.31 | 0.54 | 0.51 | 0.49 | 27 | 362 | 42 | 184 | 1125 | 61 | 19 | 139 | 68 | 8 | 4.3 | 1 | 0.04 | 0.21 |
2019 | 0.37 | 0.58 | 0.52 | 0.43 | 32 | 394 | 26 | 203 | 1328 | 57 | 21 | 146 | 63 | 10 | 4.9 | 4 | 0.13 | 0.21 |
2020 | 0.46 | 0.75 | 0.48 | 0.42 | 29 | 423 | 4 | 201 | 1529 | 59 | 27 | 150 | 63 | 14 | 7 | 1 | 0.03 | 0.29 |
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 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 133 |
2 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66. Full description at Econpapers || Download paper | 117 |
3 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 92 |
4 | 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 70 |
5 | 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211. Full description at Econpapers || Download paper | 49 |
6 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 36 |
7 | 2009 | Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133. Full description at Econpapers || Download paper | 31 |
8 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 30 |
9 | 2006 | Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269. Full description at Econpapers || Download paper | 28 |
10 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 27 |
11 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 26 |
12 | 2008 | GEMINI-E3, a general equilibrium model of internationalââ¬ânational 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 | 26 |
13 | 2006 | Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27. Full description at Econpapers || Download paper | 25 |
14 | 2011 | Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179. Full description at Econpapers || Download paper | 24 |
15 | 2008 | Linking 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 | 24 |
16 | 2004 | Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208. Full description at Econpapers || Download paper | 22 |
17 | 2006 | Leader-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. Full description at Econpapers || Download paper | 21 |
18 | 2012 | An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Webster, Mort ; Parpas, Panos ; Santen, Nidhi . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362. Full description at Econpapers || Download paper | 19 |
19 | 2011 | Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218. Full description at Econpapers || Download paper | 18 |
20 | 2014 | Multi-horizon stochastic programming. (2014). Werner, Adrian ; Kaut, Michal ; Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193. Full description at Econpapers || Download paper | 17 |
21 | 2016 | Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z. Full description at Econpapers || Download paper | 17 |
22 | 2007 | Numerical 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 | 16 |
23 | 2007 | Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 16 |
24 | 2005 | Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212. Full description at Econpapers || Download paper | 15 |
25 | 2013 | Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; 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 | 15 |
26 | 2010 | An 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 | 15 |
27 | 2016 | Likelihood robust optimization for data-driven problems. (2016). Glynn, Peter W ; Wang, Zizhuo ; Ye, Yinyu . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0240-3. Full description at Econpapers || Download paper | 14 |
28 | 2008 | An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Haurie, Alain ; Viguier, Laurent ; Drouet, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140. Full description at Econpapers || Download paper | 14 |
29 | 2011 | Dynamic 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 | 14 |
30 | 2011 | On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 13 |
31 | 2005 | Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19. Full description at Econpapers || Download paper | 13 |
32 | 2016 | Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2. Full description at Econpapers || Download paper | 13 |
33 | 2015 | A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518. Full description at Econpapers || Download paper | 12 |
34 | 2003 | Pricing early exercise contracts in incomplete markets. (2003). Oberman, A. ; Zariphopoulou, T.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107. Full description at Econpapers || Download paper | 11 |
35 | 2011 | Day-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 | 11 |
36 | 2011 | Mean-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. Full description at Econpapers || Download paper | 11 |
37 | 2014 | Network 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. Full description at Econpapers || Download paper | 11 |
38 | 2013 | Simultaneous 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. Full description at Econpapers || Download paper | 10 |
39 | 2008 | The 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 | 10 |
40 | 2013 | Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155. Full description at Econpapers || Download paper | 10 |
41 | 2010 | Reformulations 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. Full description at Econpapers || Download paper | 10 |
42 | 2013 | Simple measure of similarity for the market graph construction. (2013). Koldanov, Alexander ; Kalyagin, Valery ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124. Full description at Econpapers || Download paper | 10 |
43 | 2010 | Formulation and analysis of horizontal mergers among oligopolistic firms with insights into the merger paradox: a supply chain network perspective. (2010). Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:4:p:377-406. Full description at Econpapers || Download paper | 10 |
44 | 2009 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375. Full description at Econpapers || Download paper | 10 |
45 | 2006 | An 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 | 10 |
46 | 2018 | The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6. Full description at Econpapers || Download paper | 9 |
47 | 2009 | Stochastic optimization models for a single-sink transportation problem. (2009). Maggioni, Francesca ; Kaut, Michal ; Bertazzi, Luca. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:251-267. Full description at Econpapers || Download paper | 9 |
48 | 2011 | Shape-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 | 9 |
49 | 2014 | A copula-based heuristic for scenario generation. (2014). Kaut, Michal . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:4:p:503-516. Full description at Econpapers || Download paper | 9 |
50 | 2009 | Risk aversion for an electricity retailer with second-order stochastic dominance constraints. (2009). Carrion, Miguel ; Gotzes, Uwe ; Schultz, Rudiger . In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:233-250. Full description at Econpapers || Download paper | 9 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Labriet, Maryse ; Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 40 |
2 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66. Full description at Econpapers || Download paper | 31 |
3 | 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 29 |
4 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Woodruff, David ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 21 |
5 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Pang, Jong-Shi ; Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 17 |
6 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Masoumi, Amir ; Yu, Min ; Nagurney, Anna. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 16 |
7 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Fastrich, B. ; Paterlini, S.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 14 |
8 | 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211. Full description at Econpapers || Download paper | 13 |
9 | 2014 | Multi-horizon stochastic programming. (2014). Werner, Adrian ; Kaut, Michal ; Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193. Full description at Econpapers || Download paper | 13 |
10 | 2016 | Likelihood robust optimization for data-driven problems. (2016). Glynn, Peter W ; Wang, Zizhuo ; Ye, Yinyu . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0240-3. Full description at Econpapers || Download paper | 12 |
11 | 2009 | Scenario tree reduction for multistage stochastic programs. (2009). Heitsch, Holger ; Romisch, Werner. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133. Full description at Econpapers || Download paper | 11 |
12 | 2016 | Reformulation versus cutting-planes for robust optimization. (2016). Bertsimas, Dimitris ; Lubin, Miles ; Dunning, Iain . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-015-0236-z. Full description at Econpapers || Download paper | 10 |
13 | 2016 | Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2. Full description at Econpapers || Download paper | 8 |
14 | 2018 | The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6. Full description at Econpapers || Download paper | 8 |
15 | 2011 | Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179. Full description at Econpapers || Download paper | 6 |
16 | 2015 | A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518. Full description at Econpapers || Download paper | 6 |
17 | 2017 | Optimal pension fund composition for an Italian private pension plan sponsor. (2017). Kopa, Milo ; Vitali, Sebastiano ; Moriggia, Vittorio. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0263-4. Full description at Econpapers || Download paper | 6 |
18 | 2014 | On distributionally robust multiperiod stochastic optimization. (2014). Analui, Bita ; Pflug, Georg. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:197-220. Full description at Econpapers || Download paper | 6 |
19 | 2008 | GEMINI-E3, a general equilibrium model of internationalââ¬ânational 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 | 6 |
20 | 2014 | A copula-based heuristic for scenario generation. (2014). Kaut, Michal . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:4:p:503-516. Full description at Econpapers || Download paper | 6 |
21 | 2013 | Simultaneous 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. Full description at Econpapers || Download paper | 6 |
22 | 2011 | Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218. Full description at Econpapers || Download paper | 5 |
23 | 2006 | Computational aspects of minimizing conditional value-at-risk. (2006). Kunzi-Bay, Alexandra ; Mayer, Janos. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27. Full description at Econpapers || Download paper | 5 |
24 | 2013 | Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Cisse, A. ; Gourguet, S. ; 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 | 5 |
25 | 2010 | An 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 | 5 |
26 | 2011 | Day-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 | 5 |
27 | 2018 | On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. (2018). Escudero, Laureano F ; Monge, Juan F. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0318-9. Full description at Econpapers || Download paper | 5 |
28 | 2011 | On the role of norm constraints in portfolio selection. (2011). Takeda, Akiko ; Gotoh, Jun-Ya. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 5 |
29 | 2015 | Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370. Full description at Econpapers || Download paper | 5 |
30 | 2017 | A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. (2017). Bertocchi, Marida ; Maggioni, Francesca ; Potra, Florian A. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0272-3. Full description at Econpapers || Download paper | 4 |
31 | 2010 | American option pricing under stochastic volatility: an empirical evaluation. (2010). Aitsahlia, Farid ; Guha, Suchandan ; Goswami, Manisha . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:2:p:189-206. Full description at Econpapers || Download paper | 4 |
32 | 2013 | Financial contagion: extending the exposures network of the Mexican financial system. (2013). Lopez-Gallo, Fabrizio ; Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155. Full description at Econpapers || Download paper | 4 |
33 | 2013 | Computational 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. Full description at Econpapers || Download paper | 4 |
34 | 2006 | Leader-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. Full description at Econpapers || Download paper | 4 |
35 | 2018 | Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3. Full description at Econpapers || Download paper | 4 |
36 | 2016 | Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Maggioni, Francesca ; Allevi, Elisabetta ; Bertocchi, Marida. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0254-5. Full description at Econpapers || Download paper | 4 |
37 | 2007 | Equity Models in Planar Location. (2007). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 4 |
38 | 2006 | Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Vlerk, Maarten ; Haneveld, Willem. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269. Full description at Econpapers || Download paper | 4 |
39 | 2010 | American option pricing under stochastic volatility: an efficient numerical approach. (2010). Aitsahlia, Farid ; Guha, Suchandan ; Goswami, Manisha . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:2:p:171-187. Full description at Econpapers || Download paper | 4 |
40 | 2019 | 4 | |
41 | 2017 | A joint model of probabilistic/robust constraints for gas transport management in stationary networks. (2017). Grandon, Gonzalez T ; Henrion, R ; Heitsch, H. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:3:d:10.1007_s10287-017-0284-7. Full description at Econpapers || Download paper | 4 |
42 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Siddiqui, Afzal ; Heydari, Somayeh ; Ovenden, Nick . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 4 |
43 | 2005 | Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19. Full description at Econpapers || Download paper | 4 |
44 | 2018 | Decision-dependent probabilities in stochastic programs with recourse. (2018). Hellemo, Lars ; Tomasgard, Asgeir ; Barton, Paul I. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0330-0. Full description at Econpapers || Download paper | 4 |
45 | 2008 | Linking 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 | 4 |
46 | 2005 | Global optimization of mixed-integer bilevel programming problems. (2005). Floudas, Christodoulos ; Gumu, Zeynep. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212. Full description at Econpapers || Download paper | 3 |
47 | 2017 | Log-robust portfolio management with parameter ambiguity. (2017). Kawas, Ban ; Thiele, Aurelie . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0275-8. Full description at Econpapers || Download paper | 3 |
48 | 2019 | Un-diversifying during crises: Is it a good idea?. (2019). Paterlini, Sandra ; Giuzio, Margherita. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0340-y. Full description at Econpapers || Download paper | 3 |
49 | 2016 | On the customer lifetime value: a mathematical perspective. (2016). Ferrentino, R ; Boniello, C ; Cuomo, M T. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:4:d:10.1007_s10287-016-0266-1. Full description at Econpapers || Download paper | 3 |
50 | 2004 | Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Tammy. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208. Full description at Econpapers || Download paper | 3 |
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2020 | Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts. (2020). Gooijer, Jan G. ; Dawit, Zerom ; Jan, De Gooijer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:4. Full description at Econpapers || Download paper | |
2020 | Market microstructure, banksââ¬â¢ behaviour and interbank spreads: evidence after the crisis. (2020). Gabbi, Giampaolo ; Germano, Guido ; Iori, Giulia ; Kapar, Burcu. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00248-3. Full description at Econpapers || Download paper | |
2020 | Market microstructure, banks behaviour and interbank spreads: evidence after the crisis. (2020). Germano, Guido ; Gabbi, Giampaolo ; Iori, Giulia ; Kapar, Burcu. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100467. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Statistical Inference for the Tangency Portfolio in High Dimension. (2020). Karlsson, Sune ; Muhinyuza, Stanislas ; Mazur, Stepan. In: Working Papers. RePEc:hhs:oruesi:2020_010. Full description at Econpapers || Download paper | |
2020 | Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management. (2020). Garin, Araceli M ; Escudero, Laureano F ; Unzueta, Aitziber ; Monge, Juan F. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:3:p:988-1001. Full description at Econpapers || Download paper | |
2020 | A survey of network interdiction models and algorithms. (2020). Song, Yongjia ; Smith, Cole J. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:797-811. Full description at Econpapers || Download paper | |
2020 | A distributionally robust optimization for blood supply network considering disasters. (2020). Chen, Shutong ; Wang, Changjun. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:134:y:2020:i:c:s1366554519303886. Full description at Econpapers || Download paper | |
2020 | Scenario tree construction driven by heuristic solutions of the optimization problem. (2020). Prochazka, Vit ; Wallace, Stein W. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00369-2. Full description at Econpapers || Download paper | |
2020 | On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty. (2020). Rodriguez-Chia, Antonio M ; Monge, Juan F ; Escudero, Laureano F. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:262-279. Full description at Econpapers || Download paper | |
2020 | A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002. Full description at Econpapers || Download paper | |
2020 | Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871. Full description at Econpapers || Download paper | |
2020 | Multivariate non-Gaussian models for financial applications. (2020). Tassinari, Gian Luca ; Hitaj, Asmerilda ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:2005.06390. Full description at Econpapers || Download paper | |
2020 | Data-driven covariance estimators for high-dimensional minimum-variance portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.13960. Full description at Econpapers || Download paper | |
2020 | Product assortment and space allocation strategies to attract loyal and non-loyal customers. (2020). Katsifou, Argyro ; Timonina-Farkas, Anna ; Seifert, Ralf W. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:3:p:1058-1076. Full description at Econpapers || Download paper | |
2020 | A new extreme value copula and new families of univariate distributions based on Freundâs exponential model. (2020). Ch, Pflug Georg ; Sandor, Guzmics. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:330-360:n:18. Full description at Econpapers || Download paper | |
2020 | A new extreme value copula and new families of univariate distributions based on Freundâs exponential model. (2020). Ch, Pflug Georg ; Sandor, Guzmics. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:330-360:n:7. Full description at Econpapers || Download paper | |
2020 | Robust optimization based energy management of a fuel cell/ultra-capacitor hybrid electric vehicle under uncertainty. (2020). Krichen, Lotfi ; Smaoui, Mariem ; Bacha, Seddik ; Koubaa, Rayhane . In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s036054422030637x. Full description at Econpapers || Download paper | |
2020 | Simulation and prediction of geologic hazards and the impacts on homestay buildings in scenery spots through BIM. (2020). Gui, Weimin ; Zou, Linfeng. In: PLOS ONE. RePEc:plo:pone00:0238864. Full description at Econpapers || Download paper | |
2020 | Assessment of wind power scenario creation methods for stochastic power systems operations. (2020). Woodruff, David L ; Watson, Jean-Paul ; Staid, Andrea ; Rachunok, Benjamin. In: Applied Energy. RePEc:eee:appene:v:268:y:2020:i:c:s0306261920304980. Full description at Econpapers || Download paper | |
2020 | A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty. (2020). Babonneau, Frederic ; Guevara, Esnil ; Moret, Stefano ; Homem-De, Tito. In: Applied Energy. RePEc:eee:appene:v:271:y:2020:i:c:s0306261920305171. Full description at Econpapers || Download paper | |
2020 | Modeling flexible generator operating regions via chance-constrained stochastic unit commitment. (2020). Singh, Bismark ; Watson, Jean-Paul ; Knueven, Bernard. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00368-3. Full description at Econpapers || Download paper | |
2020 | Heat and electricity market coordination: A scalable complementarity approach. (2020). Pinson, Pierre ; Kazempour, Jalal ; Mitridati, Lesia. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1107-1123. Full description at Econpapers || Download paper | |
2020 | Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty. (2020). van der Laan, Niels ; Romeijnders, Ward. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:4:p:1199-1217. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803. Full description at Econpapers || Download paper | |
2020 | Assessing Systemic Risk in the Insurance Sector via Network Theory. (2020). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:2011.11394. Full description at Econpapers || Download paper |
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2020 | Tropical optimization technique in bi-objective project scheduling under temporal constraints. (2020). Krivulin, Nikolai. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:3:d:10.1007_s10287-020-00374-5. Full description at Econpapers || Download paper |
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2019 | Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate. (2019). Zanette, Antonino ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:1903.00369. Full description at Econpapers || Download paper | |
2019 | A Self-Exciting Modelling Framework for Forward Prices in Power Markets. (2019). Sgarra, Carlo ; Mazzoran, Andrea ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1910.13286. Full description at Econpapers || Download paper | |
2019 | A generic framework for monetary performance attribution. (2019). Hagenbjork, Johan ; Blomvall, Jorgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:121-133. Full description at Econpapers || Download paper | |
2019 | Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-. (2019). Demertzidis, Anastasios. In: MAGKS Papers on Economics. RePEc:mar:magkse:201932. Full description at Econpapers || Download paper |
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2018 | Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:20-36. Full description at Econpapers || Download paper |
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2017 | A customer based supplier selection process that combines quality function deployment, the analytic network process and a Markov chain. (2017). Asadabadi, Mehdi Rajabi . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:3:p:1049-1062. Full description at Econpapers || Download paper | |
2017 | Assessment of Policy Changes to Means-Tested Age Pension Using the Expected Utility Model: Implication for Decisions in Retirement. (2017). Andreasson, Johan G ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:47-:d:111425. Full description at Econpapers || Download paper | |
2017 | Using tropical optimization to solve constrained minimax single-facility location problems with rectilinear distance. (2017). Krivulin, Nikolai. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0289-2. Full description at Econpapers || Download paper |