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Computational Management Science / Springer

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
19
Impact Factor (IF)
0.3
5 Years IF
0.44
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] [Incorrect content? Let us know]

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 21 0 0 0 0 0 0.22
2004 0 0.49 0.12 0 12 17 58 1 2 5 5 0 1 0.08 0.22
2005 0.12 0.5 0.11 0.12 21 38 173 3 6 17 2 17 2 0 1 0.05 0.23
2006 0.21 0.5 0.14 0.21 21 59 132 8 14 33 7 38 8 0 0 0.22
2007 0.21 0.46 0.21 0.24 18 77 93 15 30 42 9 59 14 0 0 0.2
2008 0.18 0.49 0.2 0.19 20 97 277 19 49 39 7 77 15 1 5.3 2 0.1 0.23
2009 0.18 0.47 0.2 0.25 29 126 122 24 74 38 7 92 23 0 0 0.24
2010 0.18 0.48 0.28 0.25 21 147 71 39 115 49 9 109 27 1 2.6 1 0.05 0.21
2011 0.1 0.52 0.34 0.28 21 168 200 56 172 50 5 109 31 10 17.9 0 0.24
2012 0.36 0.52 0.46 0.46 28 196 136 91 263 42 15 109 50 5 5.5 3 0.11 0.22
2013 0.43 0.56 0.5 0.43 20 216 234 108 372 49 21 119 51 8 7.4 6 0.3 0.24
2014 0.73 0.55 0.63 0.53 28 244 92 153 525 48 35 119 63 7 4.6 3 0.11 0.23
2015 0.5 0.55 0.49 0.54 30 274 99 133 658 48 24 118 64 5 3.8 4 0.13 0.23
2016 0.14 0.53 0.57 0.5 21 295 83 169 827 58 8 127 64 11 6.5 2 0.1 0.21
2017 0.45 0.54 0.57 0.61 30 325 60 184 1011 51 23 127 77 10 5.4 3 0.1 0.22
2018 0.27 0.56 0.53 0.51 27 352 67 188 1199 51 14 129 66 11 5.9 2 0.07 0.24
2019 0.39 0.58 0.53 0.41 32 384 67 205 1404 57 22 136 56 10 4.9 5 0.16 0.23
2020 0.47 0.7 0.53 0.45 29 413 23 217 1621 59 28 140 63 16 7.4 1 0.03 0.33
2021 0.28 0.87 0.54 0.4 24 437 13 237 1858 61 17 139 55 26 11 0 0.32
2022 0.3 1 0.47 0.44 27 464 6 218 2076 53 16 142 62 12 5.5 2 0.07 0.31
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
#YearTitleCited
12008ETSAP-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

176
22008ETSAP-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

136
32005Quasi-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

107
42013Assessing 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

89
52013Network 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.

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58
62011Progressive 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
72008GEMINI-E3, a general equilibrium model of international–national 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.

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37
82012Real 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.

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35
92009Scenario 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.

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35
102006Integrated 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.

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34
112012Supply 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.

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34
122015Constructing 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.

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31
132006Leader-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.

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29
142006Computational 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.

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29
152011Multiobjective 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.

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27
162014Multi-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.

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27
172004Finding 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.

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26
182008Linking 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.

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24
192011On 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.

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23
202009Quasi-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
212005Partitioning 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.

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19
222012An 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.

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19
232011Restricted 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.

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19
242007Numerical 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.

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18
252016Decomposition 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.

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18
262010An 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.

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18
272011Dynamic 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.

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17
282008An 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.

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16
292013Ecological-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.

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16
302011Day-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.

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15
312005Global 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.

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15
322018The 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.

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15
332015A 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.

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15
342004A 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.

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14
352007Equity Models in Planar Location. (2007). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16.

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14
362007Developments 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.

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14
372016Monotonic 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.

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14
382003Pricing 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.

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14
392013Computation 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.

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13
402013Simple 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.

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13
412006Support 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.

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13
422013Simultaneous 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.

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13
432011Shape-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.

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12
442014Network 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.

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12
452010Reformulations 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.

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12
462016Investment 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.

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12
472013Computational 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.

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11
482013Financial 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.

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11
492006An 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.

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11
502011Mean-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.

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11
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12008ETSAP-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

43
22013Assessing 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

26
32008ETSAP-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
42011Progressive 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

18
52014Multi-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

17
62005Quasi-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

13
72013Network 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

12
82015Constructing 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

10
92008GEMINI-E3, a general equilibrium model of international–national 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

9
102018The 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

8
112016Investment 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

8
122005Partitioning 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

8
132018Decision-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.

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8
142006Integrated 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

7
152016Decomposition 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

7
162018Determination 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.

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6
172009Scenario 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

6
182019Sparse 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.

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6
192006Computational 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

6
202011On 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
212012Supply 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

6
222019The 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.

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6
232006Support 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
242006Leader-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
252012Real 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
262015A 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.

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5
272013Simultaneous 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.

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282011Restricted 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.

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292018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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302007Numerical 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.

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312020Using 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.

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322019Volatility 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.

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332013Ecological-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.

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342009Exploiting 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.

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352019Identifying 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.

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362017A 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.

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372019Pricing and hedging GMWB in the Heston and in the Black–Scholes 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.

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382014On 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.

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392007Developments 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.

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402013Computational 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.

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412018Distributionally 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.

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422016Solution 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.

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432011Dynamic 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.

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442017On the impact of conditional expectation estimators in portfolio theory. (2017). Tich, Toma ; Kouaissah, Noureddine ; Ortobelli, Sergio. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0282-9.

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452017Optimal 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.

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462019Un-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.

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472019The 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.

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482017Robust shift generation in workforce planning. (2017). Nuijten, Wim ; Hertog, Dick ; Hulst, Dori . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0265-2.

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492017Log-robust portfolio management with parameter ambiguity. (2017). Thiele, Aurelie ; Kawas, Ban . In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0275-8.

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502016Monotonic 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.

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