Computational Management Science / Springer
Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
20
Impact Factor (IF)
0.29
5 Years IF
0.33
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
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trace new citations] [Missing
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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 | 24 | 1 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2004 | 0 | 0.5 | 0.12 | 0 | 12 | 17 | 62 | 1 | 3 | 5 | 5 | 0 | 1 | 0.08 | 0.22 | |||
| 2005 | 0.12 | 0.51 | 0.08 | 0.12 | 21 | 38 | 175 | 3 | 6 | 17 | 2 | 17 | 2 | 0 | 1 | 0.05 | 0.24 | |
| 2006 | 0.21 | 0.51 | 0.14 | 0.21 | 21 | 59 | 137 | 8 | 14 | 33 | 7 | 38 | 8 | 0 | 0 | 0.23 | ||
| 2007 | 0.21 | 0.47 | 0.21 | 0.24 | 18 | 77 | 97 | 15 | 30 | 42 | 9 | 59 | 14 | 0 | 0 | 0.2 | ||
| 2008 | 0.18 | 0.49 | 0.2 | 0.19 | 20 | 97 | 293 | 19 | 49 | 39 | 7 | 77 | 15 | 1 | 5.3 | 2 | 0.1 | 0.23 |
| 2009 | 0.18 | 0.48 | 0.2 | 0.25 | 29 | 126 | 127 | 24 | 74 | 38 | 7 | 92 | 23 | 0 | 0 | 0.24 | ||
| 2010 | 0.18 | 0.49 | 0.28 | 0.25 | 21 | 147 | 73 | 39 | 115 | 49 | 9 | 109 | 27 | 1 | 2.6 | 1 | 0.05 | 0.21 |
| 2011 | 0.1 | 0.52 | 0.34 | 0.28 | 21 | 168 | 208 | 56 | 172 | 50 | 5 | 109 | 31 | 10 | 17.9 | 0 | 0.24 | |
| 2012 | 0.36 | 0.52 | 0.46 | 0.46 | 28 | 196 | 141 | 91 | 263 | 42 | 15 | 109 | 50 | 5 | 5.5 | 3 | 0.11 | 0.22 |
| 2013 | 0.43 | 0.56 | 0.5 | 0.43 | 20 | 216 | 247 | 108 | 372 | 49 | 21 | 119 | 51 | 8 | 7.4 | 6 | 0.3 | 0.24 |
| 2014 | 0.73 | 0.55 | 0.63 | 0.53 | 28 | 244 | 99 | 153 | 525 | 48 | 35 | 119 | 63 | 7 | 4.6 | 3 | 0.11 | 0.23 |
| 2015 | 0.5 | 0.55 | 0.49 | 0.54 | 30 | 274 | 115 | 134 | 659 | 48 | 24 | 118 | 64 | 5 | 3.7 | 4 | 0.13 | 0.23 |
| 2016 | 0.14 | 0.53 | 0.57 | 0.5 | 21 | 295 | 91 | 169 | 828 | 58 | 8 | 127 | 64 | 11 | 6.5 | 2 | 0.1 | 0.21 |
| 2017 | 0.43 | 0.54 | 0.57 | 0.6 | 30 | 325 | 69 | 185 | 1013 | 51 | 22 | 127 | 76 | 10 | 5.4 | 3 | 0.1 | 0.22 |
| 2018 | 0.27 | 0.55 | 0.53 | 0.52 | 27 | 352 | 81 | 188 | 1201 | 51 | 14 | 129 | 67 | 11 | 5.9 | 2 | 0.07 | 0.23 |
| 2019 | 0.39 | 0.57 | 0.53 | 0.41 | 32 | 384 | 77 | 205 | 1406 | 57 | 22 | 136 | 56 | 10 | 4.9 | 5 | 0.16 | 0.23 |
| 2020 | 0.47 | 0.68 | 0.53 | 0.45 | 29 | 413 | 25 | 217 | 1623 | 59 | 28 | 140 | 63 | 16 | 7.4 | 1 | 0.03 | 0.32 |
| 2021 | 0.26 | 0.8 | 0.54 | 0.39 | 24 | 437 | 21 | 236 | 1859 | 61 | 16 | 139 | 54 | 26 | 11 | 0 | 0.29 | |
| 2022 | 0.3 | 0.84 | 0.47 | 0.44 | 27 | 464 | 13 | 218 | 2077 | 53 | 16 | 142 | 62 | 12 | 5.5 | 2 | 0.07 | 0.25 |
| 2023 | 0.29 | 0.86 | 0.36 | 0.33 | 45 | 509 | 22 | 184 | 2261 | 51 | 15 | 139 | 46 | 24 | 13 | 5 | 0.11 | 0.25 |
| 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 | 190 |
| 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 | 140 |
| 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 | 108 |
| 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 | 95 |
| 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 | 61 |
| 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 | 51 |
| 7 | 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 | 37 |
| 8 | 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 | 37 |
| 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 | 36 |
| 10 | 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 | 35 |
| 11 | 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 | 34 |
| 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 | 34 |
| 13 | 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 | 31 |
| 14 | 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 | 30 |
| 15 | 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 | 30 |
| 16 | 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 | 29 |
| 17 | 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 | 28 |
| 18 | 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 | 26 |
| 19 | 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 |
| 20 | 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 | 21 |
| 21 | 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 | 20 |
| 22 | 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 |
| 23 | 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 |
| 24 | 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 | 19 |
| 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 | 18 |
| 26 | 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 | 18 |
| 27 | 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 | 18 |
| 28 | 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 | 17 |
| 29 | 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 | 16 |
| 30 | 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 | 16 |
| 31 | 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 | 16 |
| 32 | 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 | 16 |
| 33 | 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 | 16 |
| 34 | 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 |
| 35 | 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 |
| 36 | 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 | 14 |
| 37 | 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 | 14 |
| 38 | 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 |
| 39 | 2007 | Developments in differential game theory and numerical methods: economic and management applications. (2007). Zaccour, Georges ; Jorgensen, Steffen. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:159-181. Full description at Econpapers || Download paper | 14 |
| 40 | 2015 | Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Tardella, Fabio ; Scozzari, Andrea ; Cesarone, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370. Full description at Econpapers || Download paper | 14 |
| 41 | 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 | 14 |
| 42 | 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 | 14 |
| 43 | 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 | 13 |
| 44 | 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 | 13 |
| 45 | 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 | 13 |
| 46 | 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 | 13 |
| 47 | 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 | 12 |
| 48 | 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 | 12 |
| 49 | 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 | 12 |
| 50 | 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 | 11 |
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 | 39 |
| 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 | 20 |
| 3 | 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 | 17 |
| 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 | 13 |
| 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 | 11 |
| 6 | 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 | 9 |
| 7 | 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 | 9 |
| 8 | 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 | 7 |
| 9 | 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 | 7 |
| 10 | 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 | 7 |
| 11 | 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 | 7 |
| 12 | 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 | 6 |
| 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 | 6 |
| 14 | 2021 | Scenario generation by selection from historical data. (2021). Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00399-4. Full description at Econpapers || Download paper | 6 |
| 15 | 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 |
| 16 | 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 | 6 |
| 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 | 5 |
| 18 | 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 | 5 |
| 19 | 2022 | American options and stochastic interest rates. (2022). Rotondi, Francesco ; Battauz, Anna. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:4:d:10.1007_s10287-022-00427-x. Full description at Econpapers || Download paper | 5 |
| 20 | 2019 | The value of the right distribution in stochastic programming with application to a Newsvendor problem. (2019). Bertazzi, Luca ; Cagnolari, Matteo ; Maggioni, Francesca. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-019-00356-2. Full description at Econpapers || Download paper | 5 |
| 21 | 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 |
| 22 | 2015 | Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Tardella, Fabio ; Scozzari, Andrea ; Cesarone, Francesco. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370. Full description at Econpapers || Download paper | 5 |
| 23 | 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 | 5 |
| 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 | 4 |
| 25 | 2016 | Solution sensitivity-based scenario reduction for stochastic unit commitment. (2016). Ryan, Sarah ; Feng, Yonghan . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:1:p:29-62. Full description at Econpapers || Download paper | 4 |
| 26 | 2014 | On distributionally robust multiperiod stochastic optimization. (2014). Pflug, Georg ; Analui, Bita . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:197-220. Full description at Econpapers || Download paper | 4 |
| 27 | 2021 | Catastrophic risks and the pricing of catastrophe equity put options. (2021). Tassinari, Gian Luca ; Quaranta, Anna Grazia ; Bianchi, Michele Leonardo ; ARNONE, MASSIMO . In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:2:d:10.1007_s10287-021-00391-y. Full description at Econpapers || Download paper | 4 |
| 28 | 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 | 4 |
| 29 | 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 | 4 |
| 30 | 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 | 4 |
| 31 | 2020 | Scenario tree construction driven by heuristic solutions of the optimization problem. (2020). Wallace, Stein ; Prochazka, Vit. 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 | 4 |
| 32 | 2017 | Novel approaches for portfolio construction using second order stochastic dominance. (2017). Mitra, Gautam ; Roman, Diana ; Valle, Cristiano Arbex. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0274-9. Full description at Econpapers || Download paper | 4 |
| 33 | 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 |
| 34 | 2019 | Calibration of one-factor and two-factor HullâWhite models using swaptions. (2019). Torri, Gabriele ; Russo, Vincenzo. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0323-z. Full description at Econpapers || Download paper | 4 |
| 35 | 2022 | ESG score prediction through random forest algorithm. (2022). Levantesi, Susanna ; Decclesia, Rita ; Damato, Valeria. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:2:d:10.1007_s10287-021-00419-3. Full description at Econpapers || Download paper | 4 |
| 36 | 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 | 4 |
| 37 | 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 |
| 38 | 2019 | Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. (2019). Mastrogiacomo, Elisa ; Hitaj, Asmerilda ; Consigli, Giorgio. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0333-x. Full description at Econpapers || Download paper | 4 |
| 39 | 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 | 4 |
| 40 | 2007 | Developments in differential game theory and numerical methods: economic and management applications. (2007). Zaccour, Georges ; Jorgensen, Steffen. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:159-181. Full description at Econpapers || Download paper | 4 |
| 41 | 2019 | Pricing and hedging GMWB in the Heston and in the BlackâScholes with stochastic interest rate models. (2019). Zanette, Antonino ; Molent, Andrea ; Goudenege, Ludovic. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0304-2. Full description at Econpapers || Download paper | 4 |
| 42 | 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 | 3 |
| 43 | 2017 | Implied volatility and state price density estimation: arbitrage analysis. (2017). Hendrych, Radek ; Tich, Toma ; Vitali, Sebastiano ; Kopa, Milo. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0283-8. Full description at Econpapers || Download paper | 3 |
| 44 | 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 | 3 |
| 45 | 2023 | A bilevel approach to ESG multi-portfolio selection. (2023). Ricci, Jacopo Maria ; Merolla, Davide ; Lampariello, Lorenzo ; Cesarone, Francesco ; Sasso, Valerio Giuseppe ; Sagratella, Simone. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00458-y. Full description at Econpapers || Download paper | 3 |
| 46 | 2011 | Multiobjective evolutionary algorithms for complex portfolio optimization problems. (2011). Anagnostopoulos, Konstantinos ; Mamanis, Georgios. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:259-279. Full description at Econpapers || Download paper | 3 |
| 47 | 2020 | Evaluation of scenario reduction algorithms with nested distance. (2020). Moriggia, Vittorio ; Kopa, Milo ; Vitali, Sebastiano ; Horejova, Marketa. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00375-4. Full description at Econpapers || Download paper | 3 |
| 48 | 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 | 3 |
| 49 | 2021 | Quantile-based optimal portfolio selection. (2021). Tyrcha, Joanna ; Thorsen, Erik ; Lindholm, Mathias ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00395-8. Full description at Econpapers || Download paper | 3 |
| 50 | 2019 | Volatility versus downside risk: performance protection in dynamic portfolio strategies. (2019). Canestrelli, Elio ; Consigli, Giorgio ; Barro, Diana. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:3:d:10.1007_s10287-018-0310-4. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 15
| Year | Title | |
|---|---|---|
| 2023 | Duality and sensitivity analysis of multistage linear stochastic programs. (2023). Cheng, YI ; Shapiro, Alexander ; Guigues, Vincent. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:752-767. Full description at Econpapers || Download paper | |
| 2023 | Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7. Full description at Econpapers || Download paper | |
| 2023 | A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment. (2022). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CARF F-Series. RePEc:cfi:fseres:cf551. Full description at Econpapers || Download paper | |
| 2023 | Prima para la cobertura por exceso de contagios de COVID-19. (2023). Juarez, Guillermo Sierra. In: Remef - Revista Mexicana de EconomÃa y Finanzas Nueva Ãpoca REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:2:p:7. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6. Full description at Econpapers || Download paper | |
| 2023 | Electrification of the agricultural sector in Norway in an effort to phase out fossil fuel consumption. (2023). Kvalbein, Lisa ; Rosenberg, Eva ; Lind, Arne ; Olkkonen, Ville. In: Energy. RePEc:eee:energy:v:276:y:2023:i:c:s0360544223009374. Full description at Econpapers || Download paper | |
| 2023 | Long-Term Hydropower Planning for Ethiopia: A Rolling Horizon Stochastic Programming Approach with Uncertain Inflow. (2023). Amelin, Mikael ; Dires, Firehiwot Girma ; Bekele, Getachew. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:21:p:7399-:d:1272808. Full description at Econpapers || Download paper | |
| 2023 | Evaluation of network expansion decisions for resilient interdependent critical infrastructures with different topologies. (2023). Vergara, Hector A ; Tiong, Achara. In: International Journal of Critical Infrastructure Protection. RePEc:eee:ijocip:v:42:y:2023:i:c:s1874548223000367. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Fitted Value Iteration Methods for Bicausal Optimal Transport. (2023). Bayraktar, Erhan ; Han, Bingyan. In: Papers. RePEc:arx:papers:2306.12658. Full description at Econpapers || Download paper | |
| 2023 | Impact of corporate governance and related controversies on the market value of banks. (2023). Sayilir, Ozlem ; Doan, Murat ; Chelery, Muhammed Aslam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001113. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | Valuation of general GMWB annuities in a low interest rate environment. (2022). Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2208.10183. Full description at Econpapers || Download paper | |
| 2023 | Valuation of general GMWB annuities in a low interest rate environment. (2023). Rotondi, Francesco ; Fontana, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:142-167. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Cesarone, Francesco ; Tardella, Fabio ; Martino, Manuel Luis. In: Papers. RePEc:arx:papers:2312.09707. Full description at Econpapers || Download paper | |
| 2023 | Does renewable energy affect fossil fuel price? A timeâfrequency analysis for the Europe. (2023). de Giuli, Maria Elena ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006532. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | ESG Strategy and Financial Aspects Using the Example of an Oil and Gas Midstream Company: The UNIMOT Group. (2023). Sikorski, Adam ; Nowodziski, Pawe ; Szczepaczyk, Marta. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13396-:d:1234724. Full description at Econpapers || Download paper | |
| 2023 | Complementarity formulation of games with random payoffs. (2023). Lisser, Abdel ; Allevi, Elisabetta ; Oggioni, Giorgia ; Riccardi, Rossana. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00467-x. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Predicting Companies ESG Ratings from News Articles Using Multivariate Timeseries Analysis. (2022). Farber, Michael ; Jatowt, Adam ; Aue, Tanja. In: Papers. RePEc:arx:papers:2212.11765. Full description at Econpapers || Download paper | |
| 2022 | On the exercise of American quanto options. (2022). Sbuelz, Alessandro ; de Donno, Marzia ; Battauz, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000870. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document |
|---|
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 |
10 most frequent citing series
| # | Series | H | Cites | |
|---|---|---|---|---|
| 1 | European Journal of Operational Research / Elsevier | 132 | 115 | |
| 2 | Computational Management Science / Springer | 20 | 109 | |
| 3 | Papers / arXiv.org | 90 | 104 | |
| 4 | Applied Energy / Elsevier | 120 | 71 | |
| 5 | Annals of Operations Research / Springer | 49 | 53 | |
| 6 | Energy / Elsevier | 110 | 42 | |
| 7 | 34 | |||
| 8 | INFORMS Journal on Computing / INFORMS | 39 | 31 | |
| 9 | Energy Policy / Elsevier | 165 | 27 | |
| 10 | Energies / MDPI | 55 | 27 | |
| 11 | Sustainability / MDPI | 66 | 27 |