Computational Management Science / Springer
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
19
Impact Factor (IF)
0.26
5 Years IF
0.38
Data available in this
report
[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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2003 | 0 | 0.44 | 0 | 0 | 5 | 5 | 19 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2004 | 0 | 0.49 | 0.12 | 0 | 12 | 17 | 54 | 1 | 2 | 5 | 5 | 0 | 1 | 0.08 | 0.22 | |||
| 2005 | 0.12 | 0.5 | 0.11 | 0.12 | 21 | 38 | 164 | 3 | 6 | 17 | 2 | 17 | 2 | 0 | 1 | 0.05 | 0.23 | |
| 2006 | 0.21 | 0.5 | 0.14 | 0.21 | 21 | 59 | 125 | 8 | 14 | 33 | 7 | 38 | 8 | 0 | 0 | 0.23 | ||
| 2007 | 0.21 | 0.46 | 0.21 | 0.24 | 18 | 77 | 85 | 15 | 30 | 42 | 9 | 59 | 14 | 0 | 0 | 0.2 | ||
| 2008 | 0.18 | 0.49 | 0.2 | 0.19 | 20 | 97 | 252 | 19 | 49 | 39 | 7 | 77 | 15 | 1 | 5.3 | 2 | 0.1 | 0.23 |
| 2009 | 0.18 | 0.47 | 0.2 | 0.25 | 29 | 126 | 116 | 24 | 74 | 38 | 7 | 92 | 23 | 0 | 0 | 0.23 | ||
| 2010 | 0.18 | 0.48 | 0.27 | 0.24 | 21 | 147 | 65 | 38 | 114 | 49 | 9 | 109 | 26 | 1 | 2.6 | 1 | 0.05 | 0.21 |
| 2011 | 0.1 | 0.52 | 0.33 | 0.27 | 21 | 168 | 182 | 54 | 169 | 50 | 5 | 109 | 29 | 10 | 18.5 | 0 | 0.24 | |
| 2012 | 0.36 | 0.51 | 0.46 | 0.45 | 28 | 196 | 127 | 90 | 259 | 42 | 15 | 109 | 49 | 5 | 5.6 | 3 | 0.11 | 0.22 |
| 2013 | 0.43 | 0.56 | 0.5 | 0.43 | 20 | 216 | 220 | 108 | 368 | 49 | 21 | 119 | 51 | 8 | 7.4 | 6 | 0.3 | 0.24 |
| 2014 | 0.71 | 0.55 | 0.63 | 0.53 | 28 | 244 | 87 | 153 | 521 | 48 | 34 | 119 | 63 | 7 | 4.6 | 3 | 0.11 | 0.23 |
| 2015 | 0.48 | 0.55 | 0.47 | 0.53 | 30 | 274 | 97 | 130 | 651 | 48 | 23 | 118 | 63 | 5 | 3.8 | 4 | 0.13 | 0.23 |
| 2016 | 0.14 | 0.53 | 0.57 | 0.5 | 21 | 295 | 67 | 168 | 819 | 58 | 8 | 127 | 64 | 11 | 6.5 | 2 | 0.1 | 0.21 |
| 2017 | 0.45 | 0.55 | 0.56 | 0.61 | 30 | 325 | 50 | 183 | 1002 | 51 | 23 | 127 | 77 | 10 | 5.5 | 3 | 0.1 | 0.21 |
| 2018 | 0.27 | 0.57 | 0.53 | 0.51 | 27 | 352 | 58 | 186 | 1188 | 51 | 14 | 129 | 66 | 11 | 5.9 | 2 | 0.07 | 0.24 |
| 2019 | 0.39 | 0.6 | 0.54 | 0.42 | 32 | 384 | 49 | 207 | 1395 | 57 | 22 | 136 | 57 | 10 | 4.8 | 5 | 0.16 | 0.24 |
| 2020 | 0.46 | 0.73 | 0.52 | 0.45 | 29 | 413 | 16 | 215 | 1610 | 59 | 27 | 140 | 63 | 15 | 7 | 1 | 0.03 | 0.34 |
| 2021 | 0.26 | 1.02 | 0.52 | 0.38 | 24 | 437 | 4 | 229 | 1839 | 61 | 16 | 139 | 53 | 25 | 10.9 | 0 | 0.38 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Loulou, Richard ; Labriet, Maryse. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 160 |
| 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 | 129 |
| 3 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 102 |
| 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 | 83 |
| 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 | 55 |
| 6 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Watson, Jean-Paul ; Woodruff, David. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 45 |
| 7 | 2009 | Scenario tree reduction for multistage stochastic programs. (2009). Romisch, Werner ; Heitsch, Holger. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133. Full description at Econpapers || Download paper | 35 |
| 8 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Heydari, Somayeh ; Ovenden, Nick ; Siddiqui, Afzal . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 33 |
| 9 | 2006 | Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Haneveld, Willem ; Vlerk, Maarten . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269. Full description at Econpapers || Download paper | 32 |
| 10 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Yu, Min ; Nagurney, Anna ; Masoumi, Amir . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 31 |
| 11 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, S. ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 31 |
| 12 | 2006 | Computational aspects of minimizing conditional value-at-risk. (2006). Mayer, Janos ; Kunzi-Bay, Alexandra. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27. Full description at Econpapers || Download paper | 28 |
| 13 | 2008 | GEMINI-E3, a general equilibrium model of internationalânational 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 | 27 |
| 14 | 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 | 27 |
| 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 | 26 |
| 16 | 2014 | Multi-horizon stochastic programming. (2014). Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal ; Fodstad, Marte. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193. Full description at Econpapers || Download paper | 25 |
| 17 | 2004 | Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208. Full description at Econpapers || Download paper | 24 |
| 18 | 2008 | Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Kypreos, Socrates ; Bauer, Nico. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117. Full description at Econpapers || Download paper | 24 |
| 19 | 2009 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375. Full description at Econpapers || Download paper | 19 |
| 20 | 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 | 19 |
| 21 | 2011 | On the role of norm constraints in portfolio selection. (2011). Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 19 |
| 22 | 2012 | An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Parpas, Panos ; Santen, Nidhi ; Webster, Mort. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362. Full description at Econpapers || Download paper | 19 |
| 23 | 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 | 18 |
| 24 | 2010 | An exact solution framework for a broad class of vehicle routing problems. (2010). Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico ; Mingozzi, Aristide . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268. Full description at Econpapers || Download paper | 17 |
| 25 | 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 | 17 |
| 26 | 2013 | Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Jiguet, F. ; Blanchard, F. ; Bene, C. ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364. Full description at Econpapers || Download paper | 15 |
| 27 | 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Faria, Eduardo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101. Full description at Econpapers || Download paper | 15 |
| 28 | 2005 | Global optimization of mixed-integer bilevel programming problems. (2005). Gumu, Zeynep ; Floudas, Christodoulos . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212. Full description at Econpapers || Download paper | 15 |
| 29 | 2008 | An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Drouet, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco ; Haurie, Alain ; Viguier, Laurent . In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140. Full description at Econpapers || Download paper | 15 |
| 30 | 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 |
| 31 | 2015 | A scalable solution framework for stochastic transmission and generation planning problems. (2015). Munoz, Francisco ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518. Full description at Econpapers || Download paper | 14 |
| 32 | 2018 | The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Lillo, Fabrizio ; Barucca, Paolo. 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 | 14 |
| 33 | 2007 | Equity Models in Planar Location. (2007). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 14 |
| 34 | 2016 | Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Allevi, Elisabetta ; Bertocchi, Marida ; Maggioni, Francesca. 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 | 14 |
| 35 | 2013 | Simple measure of similarity for the market graph construction. (2013). Koldanov, Petr ; Pardalos, Panos ; Bautin, Grigory ; Kalyagin, Valery . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124. Full description at Econpapers || Download paper | 14 |
| 36 | 2003 | Pricing early exercise contracts in incomplete markets. (2003). Zariphopoulou, T. ; Oberman, A.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107. Full description at Econpapers || Download paper | 13 |
| 37 | 2004 | A hybrid genetic model for the prediction of corporate failure. (2004). Keenan, Peter ; Brabazon, Anthony. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:293-310. Full description at Econpapers || Download paper | 13 |
| 38 | 2014 | Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Koldanov, P. ; Vizgunov, A. ; Kalyagin, V. ; Pardalos, P.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55. Full description at Econpapers || Download paper | 13 |
| 39 | 2013 | Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49. Full description at Econpapers || Download paper | 12 |
| 40 | 2016 | Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Ayoub, Josette ; Poss, Michael. 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 | 12 |
| 41 | 2013 | Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg ; Pastukhov, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:81-103. Full description at Econpapers || Download paper | 12 |
| 42 | 2006 | An adaptive Monte Carlo algorithm for computing mixed logit estimators. (2006). Toint, Philippe ; Bastin, Fabian ; Cirillo, Cinzia. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:55-79. Full description at Econpapers || Download paper | 11 |
| 43 | 2006 | Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. (2006). Gavrishchaka, Valeriy ; Banerjee, Supriya. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:147-160. Full description at Econpapers || Download paper | 11 |
| 44 | 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 | 11 |
| 45 | 2016 | Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Norheim, Beate ; Bakke, Ida ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3. Full description at Econpapers || Download paper | 11 |
| 46 | 2013 | Financial contagion: extending the exposures network of the Mexican financial system. (2013). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan ; Lopez-Gallo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155. Full description at Econpapers || Download paper | 11 |
| 47 | 2010 | Reformulations and solution algorithms for the maximum leaf spanning tree problem. (2010). MacUlan, Nelson ; Simonetti, Luidi ; Lucena, Abilio. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:289-311. Full description at Econpapers || Download paper | 11 |
| 48 | 2011 | Mean-variance versus expected utility in dynamic investment analysis. (2011). Zhao, Yonggan ; Ziemba, William ; MacLean, Leonard. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:3-22. Full description at Econpapers || Download paper | 11 |
| 49 | 2013 | Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396. Full description at Econpapers || Download paper | 11 |
| 50 | 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 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Loulou, Richard ; Labriet, Maryse. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 37 |
| 2 | 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 |
| 3 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Watson, Jean-Paul ; Woodruff, David. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 25 |
| 4 | 2014 | Multi-horizon stochastic programming. (2014). Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal ; Fodstad, Marte. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193. Full description at Econpapers || Download paper | 21 |
| 5 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 20 |
| 6 | 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 | 20 |
| 7 | 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211. Full description at Econpapers || Download paper | 14 |
| 8 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, S. ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 13 |
| 9 | 2009 | Scenario tree reduction for multistage stochastic programs. (2009). Romisch, Werner ; Heitsch, Holger. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133. Full description at Econpapers || Download paper | 12 |
| 10 | 2018 | The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Lillo, Fabrizio ; Barucca, Paolo. 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 |
| 11 | 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 | 9 |
| 12 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Yu, Min ; Nagurney, Anna ; Masoumi, Amir . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 9 |
| 13 | 2018 | Decision-dependent probabilities in stochastic programs with recourse. (2018). Tomasgard, Asgeir ; Barton, Paul I ; Hellemo, Lars. 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 | 8 |
| 14 | 2015 | A scalable solution framework for stochastic transmission and generation planning problems. (2015). Munoz, Francisco ; Watson, Jean-Paul. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518. Full description at Econpapers || Download paper | 8 |
| 15 | 2016 | Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Norheim, Beate ; Bakke, Ida ; Stein- Erik Fleten, ; Hagfors, Lars Ivar ; Hagspiel, Verena ; Wogrin, Sonja. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3. Full description at Econpapers || Download paper | 7 |
| 16 | 2016 | Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Allevi, Elisabetta ; Bertocchi, Marida ; Maggioni, Francesca. 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 | 7 |
| 17 | 2011 | On the role of norm constraints in portfolio selection. (2011). Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 6 |
| 18 | 2008 | Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Kypreos, Socrates ; Bauer, Nico. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117. Full description at Econpapers || Download paper | 6 |
| 19 | 2013 | Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg ; Pastukhov, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:81-103. Full description at Econpapers || Download paper | 6 |
| 20 | 2011 | Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218. Full description at Econpapers || Download paper | 6 |
| 21 | 2019 | Sparse precision matrices for minimum variance portfolios. (2019). Paterlini, Sandra ; Giacometti, Rosella ; Torri, Gabriele. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-019-00344-6. Full description at Econpapers || Download paper | 6 |
| 22 | 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 |
| 23 | 2017 | Optimal pension fund composition for an Italian private pension plan sponsor. (2017). Vitali, Sebastiano ; Moriggia, Vittorio ; Kopa, Milo. 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 |
| 24 | 2006 | Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Haneveld, Willem ; Vlerk, Maarten . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269. Full description at Econpapers || Download paper | 6 |
| 25 | 2006 | Computational aspects of minimizing conditional value-at-risk. (2006). Mayer, Janos ; Kunzi-Bay, Alexandra. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27. Full description at Econpapers || Download paper | 5 |
| 26 | 2020 | Using tropical optimization techniques in bi-criteria decision problems. (2020). Krivulin, Nikolai. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:1:d:10.1007_s10287-018-0341-x. Full description at Econpapers || Download paper | 5 |
| 27 | 2017 | A joint model of probabilistic/robust constraints for gas transport management in stationary networks. (2017). Henrion, R ; Heitsch, H ; Grandon, Gonzalez T. 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 | 5 |
| 28 | 2008 | GEMINI-E3, a general equilibrium model of internationalânational 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 | 5 |
| 29 | 2018 | Determination and estimation of risk aversion coefficients. (2018). Zabolotskyy, Taras ; Vitlinskyy, Valdemar ; Okhrin, Yarema ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0317-x. Full description at Econpapers || Download paper | 5 |
| 30 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Heydari, Somayeh ; Ovenden, Nick ; Siddiqui, Afzal . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 5 |
| 31 | 2016 | Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Ayoub, Josette ; Poss, Michael. 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 | 5 |
| 32 | 2019 | Identifying systemically important financial institutions: a network approach. (2019). Spelta, Alessandro ; Kaltwasser, Pablo Rovira. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0327-8. Full description at Econpapers || Download paper | 5 |
| 33 | 2006 | Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. (2006). Gavrishchaka, Valeriy ; Banerjee, Supriya. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:147-160. Full description at Econpapers || Download paper | 5 |
| 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 | 5 |
| 35 | 2013 | Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49. Full description at Econpapers || Download paper | 5 |
| 36 | 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Faria, Eduardo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101. Full description at Econpapers || Download paper | 5 |
| 37 | 2018 | On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. (2018). Monge, Juan F ; Escudero, Laureano 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 | 4 |
| 38 | 2013 | Simple measure of similarity for the market graph construction. (2013). Koldanov, Petr ; Pardalos, Panos ; Bautin, Grigory ; Kalyagin, Valery . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124. Full description at Econpapers || Download paper | 4 |
| 39 | 2017 | A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches. (2017). Maggioni, Francesca ; Potra, Florian A ; Bertocchi, Marida. 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 |
| 40 | 2019 | The decision rule approach to optimization under uncertainty: methodology and applications. (2019). Wiesemann, Wolfram ; Kuhn, Daniel ; Georghiou, Angelos. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-018-0338-5. Full description at Econpapers || Download paper | 4 |
| 41 | 2013 | Financial contagion: extending the exposures network of the Mexican financial system. (2013). Martinez-Jaramillo, Serafin ; Solorzano-Margain, Juan ; Lopez-Gallo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:125-155. Full description at Econpapers || Download paper | 4 |
| 42 | 2009 | Exploiting structure in parallel implementation of interior point methods for optimization. (2009). Gondzio, Jacek ; Grothey, Andreas. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:135-160. Full description at Econpapers || Download paper | 4 |
| 43 | 2019 | Optimal strategies with option compensation under mean reverting returns or volatilities. (2019). nicolosi, marco ; Herzel, Stefano. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-017-0296-3. Full description at Econpapers || Download paper | 4 |
| 44 | 2014 | Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Koldanov, P. ; Vizgunov, A. ; Kalyagin, V. ; Pardalos, P.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55. Full description at Econpapers || Download paper | 4 |
| 45 | 2012 | Robust international portfolio management. (2012). Fonseca, Raquel ; Wiesemann, Wolfram ; Rustem, Ber. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:31-62. Full description at Econpapers || Download paper | 4 |
| 46 | 2010 | An exact solution framework for a broad class of vehicle routing problems. (2010). Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico ; Mingozzi, Aristide . In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268. Full description at Econpapers || Download paper | 4 |
| 47 | 2013 | Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; Jiguet, F. ; Blanchard, F. ; Bene, C. ; Cisse, A. ; Gourguet, S. ; P.-Y. Hardy, ; Thebaud, O. ; J.-C. Pereau, . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364. Full description at Econpapers || Download paper | 4 |
| 48 | 2019 | Un-diversifying during crises: Is it a good idea?. (2019). Giuzio, Margherita ; Paterlini, Sandra. 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 | 4 |
| 49 | 2018 | A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs. (2018). Sen, Suvrajeet ; Atakan, Semih. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0311-3. Full description at Econpapers || Download paper | 4 |
| 50 | 2018 | Distributionally robust SDDP. (2018). Kapelevich, L ; Matos, V L ; Philpott, A B. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0314-0. Full description at Econpapers || Download paper | 4 |
Citing documents used to
compute impact factor: 16
| Year | Title | |
|---|---|---|
| 2021 | Empirical analysis of term structure shifts. (2021). Barber, Joel R. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09521-9. Full description at Econpapers || Download paper | |
| 2021 | Efficiency Evaluation and Selection Strategies for Green Portfolios under Different Risk Appetites. (2021). Ding, Lili ; Liu, Shaobo ; Yu, Wencheng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1933-:d:497548. Full description at Econpapers || Download paper | |
| 2021 | A Network Analysis of the JGB Repo Market. (2021). Yasufumi, Gemma ; Yujiro, Matsui ; Takumi, Horikawa. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e14. Full description at Econpapers || Download paper | |
| 2021 | Cross-validated covariance estimators for high-dimensional minimum-variance portfolios. (2021). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-020-00376-y. Full description at Econpapers || Download paper | |
| 2021 | Interval-based stochastic dominance: theoretical framework and application to portfolio choices. (2021). Consigli, Giorgio ; Chen, Zhiping ; Liu, Jia. In: Annals of Operations Research. RePEc:spr:annopr:v:307:y:2021:i:1:d:10.1007_s10479-021-04231-9. Full description at Econpapers || Download paper | |
| 2021 | Dynamic Large Financial Networks via Conditional Expected Shortfalls. (2021). Caporin, Massimiliano ; Maillet, Bertrand ; Bonaccolto, Giovanni. In: Post-Print. RePEc:hal:journl:hal-03287947. Full description at Econpapers || Download paper | |
| 2021 | Quantileâ based portfolios: postâ modelâ selection estimation with alternative specifications. (2021). Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00396-7. Full description at Econpapers || Download paper | |
| 2021 | Optimal portfolio selections via $$\ell _{1, 2}$$ ? 1 , 2 -norm regularization. (2021). Qi, Hou-Duo ; Kong, Lingchen ; Zhao, Hongxin. In: Computational Optimization and Applications. RePEc:spr:coopap:v:80:y:2021:i:3:d:10.1007_s10589-021-00312-4. Full description at Econpapers || Download paper | |
| 2021 | Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness. (2021). Madadi, Mohsen ; Abdi, Meraj ; Jamalizadeh, Ahad ; Balakrishnan, Narayanaswamy. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302608. Full description at Econpapers || Download paper | |
| 2021 | A diversified AHP-tree approach for multiple-criteria supplier selection. (2021). Chen, Toly. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:4:d:10.1007_s10287-021-00397-6. Full description at Econpapers || Download paper | |
| 2021 | Out-of-sample performance of the Black-Litterman model. (2021). Meyer-Bullerdiek, Frieder. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:10:y:2021:i:2:f:10_2_2. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552. Full description at Econpapers || Download paper | |
| 2021 | The value of knowing the market price of risk. (2021). nicolosi, marco ; Herzel, Stefano ; Colaneri, Katia. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03596-7. Full description at Econpapers || Download paper | |
| 2021 | Implicit incentives for fund managers with partial information. (2021). nicolosi, marco ; Herzel, Stefano ; Colaneri, Katia ; Angelini, Flavio. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:4:d:10.1007_s10287-021-00404-w. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document |
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Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 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 |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 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 | Big Data Analytics Capabilities and Eco-Innovation: A Study of Energy Companies. (2019). Johl, Satirenjit Kaur ; Munodawafa, Russell Tatenda. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4254-:d:255298. 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 |
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | Structural changes in the interbank market across the financial crisis from multiple core-periphery analysis. (2018). Kojaku, Sadamori ; Masuda, Naoki ; Caldarelli, Guido ; Cimini, Giulio. In: Papers. RePEc:arx:papers:1802.05139. Full description at Econpapers || Download paper | |
| 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 |
10 most frequent citing series