[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 | |
1997 | 0 | 0.25 | 0.04 | 0 | 55 | 55 | 220 | 2 | 2 | 0 | 0 | 0 | 2 | 0.04 | 0.11 | |||
1998 | 0.07 | 0.28 | 0.05 | 0.07 | 55 | 110 | 150 | 6 | 8 | 55 | 4 | 55 | 4 | 2 | 33.3 | 2 | 0.04 | 0.13 |
1999 | 0.04 | 0.31 | 0.06 | 0.04 | 59 | 169 | 289 | 9 | 18 | 110 | 4 | 110 | 4 | 0 | 4 | 0.07 | 0.15 | |
2000 | 0.15 | 0.36 | 0.09 | 0.1 | 55 | 224 | 489 | 21 | 39 | 114 | 17 | 169 | 17 | 0 | 2 | 0.04 | 0.16 | |
2001 | 0.08 | 0.39 | 0.09 | 0.07 | 60 | 284 | 244 | 25 | 64 | 114 | 9 | 224 | 16 | 0 | 4 | 0.07 | 0.17 | |
2002 | 0.05 | 0.41 | 0.08 | 0.07 | 48 | 332 | 229 | 26 | 90 | 115 | 6 | 284 | 21 | 0 | 0 | 0.21 | ||
2003 | 0.12 | 0.44 | 0.12 | 0.12 | 82 | 414 | 299 | 45 | 138 | 108 | 13 | 277 | 33 | 0 | 3 | 0.04 | 0.22 | |
2004 | 0.09 | 0.5 | 0.11 | 0.12 | 67 | 481 | 313 | 55 | 193 | 130 | 12 | 304 | 36 | 0 | 1 | 0.01 | 0.22 | |
2005 | 0.1 | 0.51 | 0.11 | 0.11 | 65 | 546 | 189 | 58 | 251 | 149 | 15 | 312 | 35 | 5 | 8.6 | 2 | 0.03 | 0.24 |
2006 | 0.12 | 0.51 | 0.18 | 0.19 | 69 | 615 | 264 | 113 | 364 | 132 | 16 | 322 | 61 | 30 | 26.5 | 0 | 0.23 | |
2007 | 0.15 | 0.46 | 0.2 | 0.18 | 70 | 685 | 356 | 137 | 501 | 134 | 20 | 331 | 59 | 24 | 17.5 | 1 | 0.01 | 0.2 |
2008 | 0.16 | 0.49 | 0.21 | 0.17 | 54 | 739 | 212 | 150 | 654 | 139 | 22 | 353 | 61 | 11 | 7.3 | 3 | 0.06 | 0.23 |
2009 | 0.1 | 0.48 | 0.2 | 0.15 | 62 | 801 | 241 | 161 | 815 | 124 | 13 | 325 | 50 | 24 | 14.9 | 6 | 0.1 | 0.24 |
2010 | 0.22 | 0.49 | 0.21 | 0.24 | 44 | 845 | 243 | 179 | 994 | 116 | 26 | 320 | 76 | 19 | 10.6 | 3 | 0.07 | 0.21 |
2011 | 0.23 | 0.52 | 0.22 | 0.23 | 42 | 887 | 225 | 191 | 1185 | 106 | 24 | 299 | 68 | 17 | 8.9 | 2 | 0.05 | 0.24 |
2012 | 0.28 | 0.52 | 0.23 | 0.26 | 34 | 921 | 101 | 215 | 1400 | 86 | 24 | 272 | 71 | 9 | 4.2 | 1 | 0.03 | 0.22 |
2013 | 0.32 | 0.56 | 0.26 | 0.29 | 46 | 967 | 167 | 247 | 1648 | 76 | 24 | 236 | 68 | 18 | 7.3 | 6 | 0.13 | 0.24 |
2014 | 0.25 | 0.55 | 0.27 | 0.34 | 38 | 1005 | 126 | 273 | 1921 | 80 | 20 | 228 | 78 | 12 | 4.4 | 5 | 0.13 | 0.23 |
2015 | 0.21 | 0.55 | 0.26 | 0.35 | 27 | 1032 | 58 | 270 | 2192 | 84 | 18 | 204 | 72 | 19 | 7 | 1 | 0.04 | 0.23 |
2016 | 0.38 | 0.53 | 0.27 | 0.33 | 47 | 1079 | 132 | 291 | 2483 | 65 | 25 | 187 | 62 | 19 | 6.5 | 1 | 0.02 | 0.21 |
2017 | 0.27 | 0.54 | 0.28 | 0.31 | 50 | 1129 | 107 | 315 | 2798 | 74 | 20 | 192 | 60 | 21 | 6.7 | 6 | 0.12 | 0.22 |
2018 | 0.25 | 0.55 | 0.27 | 0.28 | 36 | 1165 | 79 | 310 | 3108 | 97 | 24 | 208 | 59 | 10 | 3.2 | 0 | 0.24 | |
2019 | 0.26 | 0.57 | 0.29 | 0.28 | 35 | 1200 | 68 | 353 | 3461 | 86 | 22 | 198 | 55 | 10 | 2.8 | 2 | 0.06 | 0.23 |
2020 | 0.37 | 0.68 | 0.29 | 0.38 | 46 | 1246 | 50 | 363 | 3824 | 71 | 26 | 195 | 74 | 18 | 5 | 5 | 0.11 | 0.32 |
2021 | 0.46 | 0.81 | 0.27 | 0.43 | 38 | 1284 | 36 | 353 | 4177 | 81 | 37 | 214 | 91 | 19 | 5.4 | 1 | 0.03 | 0.3 |
2022 | 0.29 | 0.86 | 0.27 | 0.35 | 39 | 1323 | 10 | 354 | 4531 | 84 | 24 | 205 | 71 | 19 | 5.4 | 1 | 0.03 | 0.26 |
2023 | 0.26 | 0.92 | 0.21 | 0.25 | 25 | 1348 | 6 | 287 | 4818 | 77 | 20 | 194 | 49 | 9 | 3.1 | 0 | 0.27 |
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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Wildeman, Ralph ; Schouten, Frank Duyn . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 108 |
2 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 69 |
3 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 66 |
4 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Fliege, Jorg ; Svaiter, Benar Fux . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 63 |
5 | 2013 | A note on generalized inverses. (2013). Embrechts, Paul ; Hofert, Marius. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 55 |
6 | 2010 | Optimal investment under partial information. (2010). Bjork, Tomas ; Davis, Mark ; Landen, Camilla . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 55 |
7 | 2009 | Heavy-tails and regime-switching in electricity prices. (2009). Weron, RafaÅ. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:457-473. Full description at Econpapers || Download paper | 52 |
8 | 2002 | Tail dependence for elliptically contoured distributions. (2002). Schmidt, Rafael. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:2:p:301-327. Full description at Econpapers || Download paper | 52 |
9 | 2000 | Optimal risk and dividend distribution control models for an insurance company. (2000). Taksar, Michael I.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:1:p:1-42. Full description at Econpapers || Download paper | 48 |
10 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan ; Wyatt, Tami . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 48 |
11 | 2007 | Games on lattices, multichoice games and the shapley value: a new approach. (2007). Grabisch, Michel ; Lange, Fabien. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:1:p:153-167. Full description at Econpapers || Download paper | 46 |
12 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Bai, Lihua ; Zhang, Huayue. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 42 |
13 | 2004 | A non-cooperative approach to the cost spanning tree problem. (2004). Bergantiños, Gustavo ; Lorenzo, Leticia ; Bergantios, Gustavo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:393-403. Full description at Econpapers || Download paper | 40 |
14 | 2006 | Time Consistent Dynamic Risk Measures. (2006). Boda, Kang ; Filar, Jerzy . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:63:y:2006:i:1:p:169-186. Full description at Econpapers || Download paper | 39 |
15 | 2001 | Reward functionals, salvage values, and optimal stopping. (2001). Alvarez, Luis ; Luis H. R. Alvarez, . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:2:p:315-337. Full description at Econpapers || Download paper | 37 |
16 | 2002 | Tree-connected peer group situations and peer group games. (2002). Fragnelli, Vito ; Tijs, Stef ; Branzei, Rodica. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:55:y:2002:i:1:p:93-106. Full description at Econpapers || Download paper | 36 |
17 | 2007 | Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Klamroth, Kathrin ; Gorski, Jochen ; Pfeuffer, Frank . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407. Full description at Econpapers || Download paper | 34 |
18 | 2009 | On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495. Full description at Econpapers || Download paper | 34 |
19 | 2016 | Systemic risk measures on general measurable spaces. (2016). Zilch, K ; Overbeck, L ; Kromer, E. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1. Full description at Econpapers || Download paper | 31 |
20 | 1999 | Some applications of impulse control in mathematical finance. (1999). Korn, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:3:p:493-518. Full description at Econpapers || Download paper | 31 |
21 | 2000 | On quadratic hedging in continuous time. (2000). Pham, Huyen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:315-339. Full description at Econpapers || Download paper | 30 |
22 | 2000 | The proportional value for positive cooperative games. (2000). Ortmann, Michael K.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:235-248. Full description at Econpapers || Download paper | 28 |
23 | 2014 | Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Ide, Jonas ; Kobis, Elisabeth. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127. Full description at Econpapers || Download paper | 28 |
24 | 2007 | On stochastic games in economics. (2007). Nowak, Andrzej. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:513-530. Full description at Econpapers || Download paper | 28 |
25 | 2004 | Do we detect and exploit mixed strategy play by opponents?. (2004). Swarthout, J. ; Shachat, Jason. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:3:p:359-373. Full description at Econpapers || Download paper | 27 |
26 | 2003 | Axiomatizations of the Shapley value for cooperative games on antimatroids. (2003). van den Brink, Rene ; Bilbao, J. M. ; Algaba, E. ; Jimenez-Losada, A.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:49-65. Full description at Econpapers || Download paper | 27 |
27 | 2008 | Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:21-42. Full description at Econpapers || Download paper | 27 |
28 | 2007 | Owen coalitional value without additivity axiom. (2007). Yanovskaya, Elena ; Khmelnitskaya, Anna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:255-261. Full description at Econpapers || Download paper | 27 |
29 | 2009 | Cooperation under interval uncertainty. (2009). Tijs, Stef ; Miquel, Silvia ; Alparslan-Gok, S.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109. Full description at Econpapers || Download paper | 26 |
30 | 2007 | A new approach to the core and Weber set of multichoice games. (2007). Grabisch, Michel ; Xie, Lijue . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:491-512. Full description at Econpapers || Download paper | 25 |
31 | 1997 | Contingent epiderivatives and set-valued optimization. (1997). Rauh, Rudiger ; Jahn, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211. Full description at Econpapers || Download paper | 25 |
32 | 2000 | Optimal portfolios for exponential Lévy processes. (2000). Kallsen, Jan. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:357-374. Full description at Econpapers || Download paper | 25 |
33 | 2010 | Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369. Full description at Econpapers || Download paper | 25 |
34 | 2003 | Cooperation and competition in inventory games. (2003). Borm, Peter ; Garcia-Jurado, Ignacio ; Meca, Ana. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:3:p:481-493. Full description at Econpapers || Download paper | 25 |
35 | 2005 | Managing the reputation of an award to motivate performance. (2005). Feichtinger, Gustav ; Caulkins, J. P. ; Tragler, G. ; Gavrila, C. ; Hartl, R. F.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:61:y:2005:i:1:p:1-22. Full description at Econpapers || Download paper | 22 |
36 | 1999 | Optimal investment and consumption models with non-linear stock dynamics. (1999). Zariphopoulou, Thaleia. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:271-296. Full description at Econpapers || Download paper | 22 |
37 | 1999 | On value preserving and growth optimal portfolios. (1999). Korn, Ralf ; Schal, Manfred . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:50:y:1999:i:2:p:189-218. Full description at Econpapers || Download paper | 22 |
38 | 2018 | On solving mutual liability problems. (2018). Borm, Peter ; Reijnierse, Hans ; Schaarsberg, Mirjam Groote. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:3:d:10.1007_s00186-017-0621-1. Full description at Econpapers || Download paper | 22 |
39 | 2004 | A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems. (2004). Fekete, Sandor P. ; Schepers, Jorg . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:60:y:2004:i:2:p:311-329. Full description at Econpapers || Download paper | 21 |
40 | 2008 | Approximately solving multiobjective linear programmes in objective space and an application in radiotherapy treatment planning. (2008). Ehrgott, Matthias ; Shao, Lizhen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:2:p:257-276. Full description at Econpapers || Download paper | 21 |
41 | 2007 | The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function. (2007). Wu, Hsien-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:203-224. Full description at Econpapers || Download paper | 20 |
42 | 2007 | Mean-variance portfolio selection for a non-life insurance company. (2007). Delong, Ukasz ; Gerrard, Russell. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:339-367. Full description at Econpapers || Download paper | 20 |
43 | 2000 | The efficient frontier for bounded assets. (2000). Hlouskova, Jaroslava ; Best, Michael J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:195-212. Full description at Econpapers || Download paper | 20 |
44 | 1998 | Optimality conditions for set-valued optimization problems. (1998). Jahn, Johannes ; Chen, Guangya. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:48:y:1998:i:2:p:187-200. Full description at Econpapers || Download paper | 20 |
45 | 2009 | Panjer recursion versus FFT for compound distributions. (2009). Embrechts, Paul ; Frei, Marco . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:497-508. Full description at Econpapers || Download paper | 20 |
46 | 2000 | Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:65-77. Full description at Econpapers || Download paper | 19 |
47 | 2000 | Generalized vector quasi-equilibrium problems. (2000). Fu, Jun-Yi . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:57-64. Full description at Econpapers || Download paper | 19 |
48 | 2011 | The restricted core of games on distributive lattices: how to share benefits in a hierarchy. (2011). Grabisch, Michel ; Xie, Lijue . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:73:y:2011:i:2:p:189-208. Full description at Econpapers || Download paper | 19 |
49 | 2010 | An extended covering model for flexible discrete and equity location problems. (2010). Nickel, Stefan ; Velten, Sebastian ; Marin, Alfredo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:1:p:125-163. Full description at Econpapers || Download paper | 19 |
50 | 2007 | Risk-sensitive capacity control in revenue management. (2007). Waldmann, K. ; Barz, C.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:3:p:565-579. Full description at Econpapers || Download paper | 18 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | A note on generalized inverses. (2013). Embrechts, Paul ; Hofert, Marius. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:423-432. Full description at Econpapers || Download paper | 20 |
2 | 2000 | Steepest descent methods for multicriteria optimization. (2000). Fliege, Jorg ; Svaiter, Benar Fux . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:3:p:479-494. Full description at Econpapers || Download paper | 15 |
3 | 1997 | A review of multi-component maintenance models with economic dependence. (1997). Dekker, Rommert ; Wildeman, Ralph ; Schouten, Frank Duyn . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:45:y:1997:i:3:p:411-435. Full description at Econpapers || Download paper | 14 |
4 | 2007 | The Karush-Kuhn-Tucker optimality conditions for the optimization problem with fuzzy-valued objective function. (2007). Wu, Hsien-Chung. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:203-224. Full description at Econpapers || Download paper | 13 |
5 | 2011 | Covering models and optimization techniques for emergency response facility location and planning: a review. (2011). Zhao, Zhaoxia ; Li, Xueping ; Zhu, Xiaoyan ; Wyatt, Tami . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:281-310. Full description at Econpapers || Download paper | 10 |
6 | 2007 | Owen coalitional value without additivity axiom. (2007). Yanovskaya, Elena ; Khmelnitskaya, Anna. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:2:p:255-261. Full description at Econpapers || Download paper | 10 |
7 | 2018 | On solving mutual liability problems. (2018). Borm, Peter ; Reijnierse, Hans ; Schaarsberg, Mirjam Groote. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:87:y:2018:i:3:d:10.1007_s00186-017-0621-1. Full description at Econpapers || Download paper | 10 |
8 | 2009 | On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495. Full description at Econpapers || Download paper | 10 |
9 | 2010 | Optimal investment for a pension fund under inflation risk. (2010). Ewald, Christian-Oliver ; Zhang, Aihua. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:353-369. Full description at Econpapers || Download paper | 9 |
10 | 2016 | Systemic risk measures on general measurable spaces. (2016). Zilch, K ; Overbeck, L ; Kromer, E. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0545-1. Full description at Econpapers || Download paper | 9 |
11 | 2019 | A multilevel model of the European entry-exit gas market. (2019). Zottl, Gregor ; Schmidt, Martin ; Schewe, Lars ; Grimm, Veronika. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:89:y:2019:i:2:d:10.1007_s00186-018-0647-z. Full description at Econpapers || Download paper | 8 |
12 | 2004 | A fast algorithm for near cost optimal line plans. (2004). Lindner, Thomas ; Bussieck, Michael R. ; Lubbecke, Marco E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:2:p:205-220. Full description at Econpapers || Download paper | 8 |
13 | 2008 | Optimizing venture capital investments in a jump diffusion model. (2008). Bayraktar, Erhan ; Egami, Masahiko. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:21-42. Full description at Econpapers || Download paper | 8 |
14 | 2009 | Cooperation under interval uncertainty. (2009). Tijs, Stef ; Miquel, Silvia ; Alparslan-Gok, S.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:69:y:2009:i:1:p:99-109. Full description at Econpapers || Download paper | 7 |
15 | 2000 | On quadratic hedging in continuous time. (2000). Pham, Huyen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:51:y:2000:i:2:p:315-339. Full description at Econpapers || Download paper | 7 |
16 | 2016 | Optimal meanâvariance reinsurance and investment in a jump-diffusion financial market with common shock dependence. (2016). Zhang, Caibin ; Yuen, Kam Chuen ; Bi, Junna ; Liang, Zhibin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:1:d:10.1007_s00186-016-0538-0. Full description at Econpapers || Download paper | 7 |
17 | 2003 | Whittles index policy for a multi-class queueing system with convex holding costs. (2003). Ansell, P. S. ; O'Keeffe, M. ; Glazebrook, K. D. ; Nio-Mora, J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:57:y:2003:i:1:p:21-39. Full description at Econpapers || Download paper | 7 |
18 | 2017 | Optimal meanâvariance asset-liability management with stochastic interest rates and inflation risks. (2017). Xiao, Qingxian ; Pan, Jian. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:3:d:10.1007_s00186-017-0580-6. Full description at Econpapers || Download paper | 7 |
19 | 2007 | A composite run-to-the-bank rule for multi-issue allocation situations. (2007). Borm, Peter ; Hendrickx, Ruud ; Gonzalez-Alcon, Carlos . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:65:y:2007:i:2:p:339-352. Full description at Econpapers || Download paper | 7 |
20 | 2011 | Markov Decision Processes with Average-Value-at-Risk criteria. (2011). Bauerle, Nicole ; Ott, Jonathan . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:74:y:2011:i:3:p:361-379. Full description at Econpapers || Download paper | 6 |
21 | 2000 | The position value for union stable systems. (2000). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:221-236. Full description at Econpapers || Download paper | 6 |
22 | 2020 | Decentralization and mutual liability rules. (2020). Quant, Marieke ; Borm, Peter ; Ketelaars, Martijn. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:92:y:2020:i:3:d:10.1007_s00186-020-00725-7. Full description at Econpapers || Download paper | 6 |
23 | 2018 | Optimal meanâvariance investment and reinsurance problem for an insurer with stochastic volatility. (2018). Guo, Junyi ; Sun, Zhongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:88:y:2018:i:1:d:10.1007_s00186-017-0628-7. Full description at Econpapers || Download paper | 6 |
24 | 2001 | Reward functionals, salvage values, and optimal stopping. (2001). Alvarez, Luis ; Luis H. R. Alvarez, . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:2:p:315-337. Full description at Econpapers || Download paper | 6 |
25 | 2008 | Dynamic mean-variance problem with constrained risk control for the insurers. (2008). Bai, Lihua ; Zhang, Huayue. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:68:y:2008:i:1:p:181-205. Full description at Econpapers || Download paper | 6 |
26 | 2006 | Queueing systems with inventory management with random lead times and with backordering. (2006). Schwarz, Maike ; Daduna, Hans. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:64:y:2006:i:3:p:383-414. Full description at Econpapers || Download paper | 6 |
27 | 2010 | Optimal investment under partial information. (2010). Bjork, Tomas ; Davis, Mark ; Landen, Camilla . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:2:p:371-399. Full description at Econpapers || Download paper | 6 |
28 | 2017 | Robust optimal investment and reinsurance problem for a general insurance company under Heston model. (2017). Zhou, Jieming ; Yang, Xiangqun ; Huang, YA. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:85:y:2017:i:2:d:10.1007_s00186-017-0570-8. Full description at Econpapers || Download paper | 6 |
29 | 2007 | Biconvex sets and optimization with biconvex functions: a survey and extensions. (2007). Klamroth, Kathrin ; Gorski, Jochen ; Pfeuffer, Frank . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:373-407. Full description at Econpapers || Download paper | 6 |
30 | 2001 | The Myerson value for union stable structures. (2001). Borm, Peter ; Bilbao, J. M. ; Lopez, J. J. ; Algaba, E.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:54:y:2001:i:3:p:359-371. Full description at Econpapers || Download paper | 6 |
31 | 2014 | SG&A cost stickiness and equity-based executive compensation: does empire building matter?. (2014). Zehnder, Jens ; Bruggen, Alexander. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:25:y:2014:i:3:p:169-192. Full description at Econpapers || Download paper | 5 |
32 | 2021 | New axiomatizations of the Owen value. (2021). Hu, Xun-Feng. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:93:y:2021:i:3:d:10.1007_s00186-021-00743-z. Full description at Econpapers || Download paper | 5 |
33 | 2000 | Ideal equilibria in noncooperative multicriteria games. (2000). Voorneveld, Mark ; Grahn, Sofia ; Dufwenberg, Martin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:1:p:65-77. Full description at Econpapers || Download paper | 5 |
34 | 2010 | Comparison and robustification of Bayes and Black-Litterman models. (2010). Zagst, Rudi ; Werner, Ralf ; Schottle, Katrin. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:3:p:453-475. Full description at Econpapers || Download paper | 5 |
35 | 2007 | A new approach to the core and Weber set of multichoice games. (2007). Grabisch, Michel ; Xie, Lijue . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:66:y:2007:i:3:p:491-512. Full description at Econpapers || Download paper | 5 |
36 | 2010 | An extended covering model for flexible discrete and equity location problems. (2010). Nickel, Stefan ; Velten, Sebastian ; Marin, Alfredo. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:71:y:2010:i:1:p:125-163. Full description at Econpapers || Download paper | 5 |
37 | 2014 | Concepts of efficiency for uncertain multi-objective optimization problems based on set order relations. (2014). Ide, Jonas ; Kobis, Elisabeth. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:80:y:2014:i:1:p:99-127. Full description at Econpapers || Download paper | 5 |
38 | 2012 | Efficient solution of interval optimization problem. (2012). Panda, G. ; Bhurjee, A.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:76:y:2012:i:3:p:273-288. Full description at Econpapers || Download paper | 5 |
39 | 2016 | Computing tight bounds via piecewise linear functions through the example of circle cutting problems. (2016). Rebennack, Steffen. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:1:d:10.1007_s00186-016-0546-0. Full description at Econpapers || Download paper | 5 |
40 | 2003 | Unbiased approximation in multicriteria optimization. (2003). Wiecek, Margaret M. ; Klamroth, Kathrin ; Tind, Jorgen . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:56:y:2003:i:3:p:413-437. Full description at Econpapers || Download paper | 5 |
41 | 2015 | Complete markets do not allow free cash flow streams. (2015). Bauerle, Nicole ; Grether, Stefanie . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:2:p:137-146. Full description at Econpapers || Download paper | 4 |
42 | 2003 | Robust facility location. (2003). Nickel, Stefan ; Carrizosa, Emilio. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:58:y:2003:i:2:p:331-349. Full description at Econpapers || Download paper | 4 |
43 | 2008 | Robust optimal control for a consumption-investment problem. (2008). Schied, Alexander. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:67:y:2008:i:1:p:1-20. Full description at Econpapers || Download paper | 4 |
44 | 2013 | Portfolio-optimization models for small investors. (2013). Baumann, Philipp ; Trautmann, Norbert. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:77:y:2013:i:3:p:345-356. Full description at Econpapers || Download paper | 4 |
45 | 2000 | The efficient frontier for bounded assets. (2000). Hlouskova, Jaroslava ; Best, Michael J.. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:52:y:2000:i:2:p:195-212. Full description at Econpapers || Download paper | 4 |
46 | 2016 | On the quantification of nomination feasibility in stationary gas networks with random load. (2016). Schultz, Rudiger ; Henrion, Rene ; Heitsch, Holger ; Gotzes, Claudia . In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:84:y:2016:i:2:d:10.1007_s00186-016-0564-y. Full description at Econpapers || Download paper | 4 |
47 | 1997 | Contingent epiderivatives and set-valued optimization. (1997). Rauh, Rudiger ; Jahn, Johannes. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:46:y:1997:i:2:p:193-211. Full description at Econpapers || Download paper | 4 |
48 | 2010 | Continuous review inventory models for perishable items ordered in batches. (2010). Baron, Opher ; Berman, Oded ; Perry, David. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:72:y:2010:i:2:p:217-247. Full description at Econpapers || Download paper | 4 |
49 | 2019 | Nonconcave robust optimization with discrete strategies under Knightian uncertainty. (2019). Iki, Mario ; Neufeld, Ariel. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:90:y:2019:i:2:d:10.1007_s00186-019-00669-7. Full description at Econpapers || Download paper | 4 |
50 | 2004 | A conditional gradient method with linear rate of convergence for solving convex linear systems. (2004). Teboulle, Marc ; Beck, Amir. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:59:y:2004:i:2:p:235-247. Full description at Econpapers || Download paper | 4 |
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2023 | Sparse conic reformulation of structured QCQPs based on copositive optimization with applications in stochastic optimization. (2023). Gabl, Markus. In: Journal of Global Optimization. RePEc:spr:jglopt:v:87:y:2023:i:1:d:10.1007_s10898-023-01283-y. Full description at Econpapers || Download paper | |
2023 | Optimization under uncertainty and risk: Quadratic and copositive approaches. (2023). Gabl, Markus ; Bomze, Immanuel M. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:449-476. Full description at Econpapers || Download paper | |
2023 | Testing indexability and computing Whittle and Gittins index in subcubic time. (2023). Khun, Kimang ; Gaujal, Bruno ; Gast, Nicolas. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:97:y:2023:i:3:d:10.1007_s00186-023-00821-4. Full description at Econpapers || Download paper | |
2023 | Optimal consumption and life insurance under shortfall aversion and a drawdown constraint. (2023). Zhang, Qinyi ; Yu, Xiang ; Li, Xun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:25-45. Full description at Econpapers || Download paper | |
2023 | Dynamic spending and portfolio decisions with a soft social norm. (2023). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000738. Full description at Econpapers || Download paper | |
2023 | Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation. (2023). Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:961-978. Full description at Econpapers || Download paper | |
2023 | Second-order productivity, second-order payoffs, and the Owen value. (2023). Takeng, Rodrigue Tido ; Casajus, Andre. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:1:d:10.1007_s10479-022-04974-z. Full description at Econpapers || Download paper | |
2023 | The potential and consistency of the Owen value for fuzzy cooperative games with a coalition structure. (2023). Meng, Fanyong ; Li, Zijun. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:22:y:2023:i:3:d:10.1007_s10700-022-09397-w. 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 | |
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2023 | Optimal Pairs Trading Strategies: A Stochastic MeanâVariance Approach. (2023). Gu, Jia-Wen ; Wu, Chufang ; Ching, Wai-Ki ; Yu, Fenghui. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:196:y:2023:i:1:d:10.1007_s10957-022-02131-x. Full description at Econpapers || Download paper | |
2023 | Benders-type branch-and-cut algorithms for capacitated facility location with single-sourcing. (2023). Wolsey, Laurence A ; Weninger, Dieter. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:84-99. Full description at Econpapers || Download paper | |
2023 | Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer. (2022). Havrylenko, Yevhen ; Zagst, Rudi ; Hinken, Maria. In: Papers. RePEc:arx:papers:2203.04053. Full description at Econpapers || Download paper | |
2023 | Tree solutions and standardness for cycle-free graph games. (2023). Shan, Erfang ; Li, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004293. Full description at Econpapers || Download paper | |
2023 | The two-step average tree value for graph and hypergraph games. (2023). Talman, Adolphus ; Zhang, Guang ; Shan, Erfang ; Khmelnitskaya, Anna ; Kang, Liying. In: Annals of Operations Research. RePEc:spr:annopr:v:323:y:2023:i:1:d:10.1007_s10479-022-04966-z. Full description at Econpapers || Download paper | |
2023 | The two-step average tree value for graph and hypergraph games. (2023). Zhang, Guang ; Talman, Dolf ; Shan, Erfang ; Khmelnitskaya, Anna ; Kang, Liying. In: Other publications TiSEM. RePEc:tiu:tiutis:8a5590f3-8b70-4202-95d9-2462301fcb85. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
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2023 | Artificial Intelligence and Mathematical Models of Power Grids Driven by Renewable Energy Sources: A Survey. (2023). Lind, Pedro G ; Andreadakis, Zacharias E ; Kumarasamy, Suresh ; Srinivasan, Sabarathinam. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:14:p:5383-:d:1194276. Full description at Econpapers || Download paper | |
2023 | Approximate variational inequalities and equilibria. (2023). Lampariello, Lorenzo ; Bigi, Giancarlo ; Sasso, Valerio Giuseppe ; Sagratella, Simone. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00476-w. Full description at Econpapers || Download paper |
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2022 | Growth-collapse effects applied to cash management and queues. (2022). Perry, D ; Stadje, W. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:100:y:2022:i:3:d:10.1007_s11134-022-09820-4. Full description at Econpapers || Download paper |
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2021 | Axiomatizations of Dutta-Rayâs egalitarian solution on the domain of convex games. (2021). Sudhölter, Peter ; Sudholter, Peter ; Llerena, Francesc ; Calleja, Pedro. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s030440682100015x. Full description at Econpapers || Download paper |
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2020 | Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108. Full description at Econpapers || Download paper | |
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2020 | A framework for modelling cash flow lags. (2020). Song, Han-Suck ; Armerin, Fredrik. In: Working Paper Series. RePEc:hhs:kthrec:2020_017. Full description at Econpapers || Download paper | |
2020 | The CoMirror algorithm with random constraint sampling for convex semi-infinite programming. (2020). Zhao, Sixiang ; Haskell, William B ; Wei, BO. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:2:d:10.1007_s10479-020-03766-7. Full description at Econpapers || Download paper |