Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
21
Impact Factor (IF)
0.29
5 Years IF
0.28
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 0.43 0 0 5 5 24 1 0 0 0 0 0.21
2004 0 0.47 0.12 0 12 17 64 1 3 5 5 0 1 0.08 0.21
2005 0.12 0.51 0.11 0.12 21 38 188 3 7 17 2 17 2 0 1 0.05 0.23
2006 0.21 0.49 0.14 0.21 21 59 141 8 15 33 7 38 8 0 0 0.22
2007 0.21 0.44 0.21 0.24 18 77 102 15 31 42 9 59 14 0 0 0.2
2008 0.18 0.47 0.2 0.19 20 97 300 19 50 39 7 77 15 1 5.3 2 0.1 0.22
2009 0.21 0.46 0.21 0.26 29 126 132 25 76 38 8 92 24 0 0 0.23
2010 0.16 0.46 0.27 0.24 21 147 73 38 116 49 8 109 26 1 2.6 1 0.05 0.2
2011 0.1 0.51 0.34 0.28 21 168 216 56 173 50 5 109 31 10 17.9 0 0.23
2012 0.36 0.5 0.46 0.46 28 196 150 91 264 42 15 109 50 5 5.5 3 0.11 0.21
2013 0.43 0.54 0.51 0.44 20 216 258 109 374 49 21 119 52 8 7.3 6 0.3 0.24
2014 0.73 0.53 0.63 0.54 28 244 108 154 528 48 35 119 64 7 4.5 3 0.11 0.22
2015 0.5 0.52 0.49 0.54 30 274 132 134 662 48 24 118 64 5 3.7 4 0.13 0.22
2016 0.14 0.5 0.57 0.5 21 295 98 169 831 58 8 127 64 11 6.5 2 0.1 0.2
2017 0.45 0.52 0.57 0.61 30 325 75 186 1017 51 23 127 77 10 5.4 3 0.1 0.21
2018 0.27 0.53 0.54 0.52 27 352 97 189 1206 51 14 129 67 11 5.8 2 0.07 0.22
2019 0.39 0.54 0.53 0.41 32 384 81 205 1411 57 22 136 56 10 4.9 5 0.16 0.21
2020 0.47 0.64 0.53 0.46 29 413 34 219 1630 59 28 140 64 16 7.3 1 0.03 0.3
2021 0.26 0.74 0.54 0.39 24 437 25 237 1867 61 16 139 54 26 11 0 0.27
2022 0.3 0.73 0.47 0.44 27 464 31 219 2086 53 16 142 62 12 5.5 3 0.11 0.22
2023 0.27 0.69 0.36 0.32 48 512 48 186 2272 51 14 139 44 24 12.9 5 0.1 0.2
2024 0.41 0.81 0.32 0.31 45 557 9 176 2448 75 31 160 50 22 12.5 6 0.13 0.23
2025 0.29 0.25 0.28 18 575 0 141 2589 93 27 173 48 11 7.8 1 0.06
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

193
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

142
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

118
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

98
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.

Full description at Econpapers || Download paper

64
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

54
72015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, Sandra ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

Full description at Econpapers || Download paper

41
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.

Full description at Econpapers || Download paper

38
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.

Full description at Econpapers || Download paper

38
102008GEMINI-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

37
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.

Full description at Econpapers || Download paper

37
122014Multi-horizon stochastic programming. (2014). Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193.

Full description at Econpapers || Download paper

35
132006Integrated 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
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.

Full description at Econpapers || Download paper

31
152006Leader-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
162004Finding 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

30
172011Multiobjective 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
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.

Full description at Econpapers || Download paper

26
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.

Full description at Econpapers || Download paper

26
202016Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2.

Full description at Econpapers || Download paper

22
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.

Full description at Econpapers || Download paper

21
222011Restricted 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
232009Quasi-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
242012An 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
252015A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518.

Full description at Econpapers || Download paper

19
262007Numerical 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

19
272010An 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
282011Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101.

Full description at Econpapers || Download paper

18
292013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Gourguet, S. ; Bene, C. ; Cisse, A. ; P.-Y. Hardy, ; Thebaud, O.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

Full description at Econpapers || Download paper

18
302015Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370.

Full description at Econpapers || Download paper

18
312011Dynamic 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
322018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

Full description at Econpapers || Download paper

18
332006Support 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

17
342016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Wogrin, Sonja ; Hagfors, Lars Ivar ; Bakke, Ida ; Norheim, Beate ; Hagspiel, Verena. 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

17
352013Computational 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

17
362008An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Drouet, Laurent ; Viguier, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco ; Haurie, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140.

Full description at Econpapers || Download paper

16
372003Pricing 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
382005Global 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

16
392018Decision-dependent probabilities in stochastic programs with recourse. (2018). Barton, Paul I ; Hellemo, Lars ; Tomasgard, Asgeir. 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

16
402016Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Bertocchi, Marida ; Maggioni, Francesca ; Allevi, Elisabetta. 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

15
412004A 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

15
422007Developments 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

15
432007Equity 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
442013Simultaneous 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

14
452011Shape-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

13
462013Computation 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
472013Simple measure of similarity for the market graph construction. (2013). Kalyagin, Valery ; Koldanov, Petr ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124.

Full description at Econpapers || Download paper

13
482022ESG score prediction through random forest algorithm. (2022). Damato, Valeria ; Levantesi, Susanna ; Decclesia, Rita. 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

13
492010Reformulations 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
502014Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Pardalos, P. ; Koldanov, P. ; Vizgunov, A. ; Kalyagin, V.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55.

Full description at Econpapers || Download paper

12
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

11
22022ESG score prediction through random forest algorithm. (2022). Damato, Valeria ; Levantesi, Susanna ; Decclesia, Rita. 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

10
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

10
42015Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, Sandra ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

Full description at Econpapers || Download paper

9
52018Decision-dependent probabilities in stochastic programs with recourse. (2018). Barton, Paul I ; Hellemo, Lars ; Tomasgard, Asgeir. 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

7
62015Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370.

Full description at Econpapers || Download paper

6
72013Assessing 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

6
82023Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches. (2023). Kleinert, Thomas ; Schmidt, Martin. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00435-5.

Full description at Econpapers || Download paper

6
92014Multi-horizon stochastic programming. (2014). Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193.

Full description at Econpapers || Download paper

6
102008ETSAP-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

5
112013Computational 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

5
122017Novel 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

5
132016Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2.

Full description at Econpapers || Download paper

4
142018On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. (2018). Escudero, Laureano F ; Monge, Juan F. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0318-9.

Full description at Econpapers || Download paper

4
152016Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Wogrin, Sonja ; Hagfors, Lars Ivar ; Bakke, Ida ; Norheim, Beate ; Hagspiel, Verena. 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

4
162018Asset allocation strategies based on penalized quantile regression. (2018). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

Full description at Econpapers || Download paper

4
172023Problem-driven scenario clustering in stochastic optimization. (2023). Rei, Walter ; Keutchayan, Julien ; Ortmann, Janosch. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00446-2.

Full description at Econpapers || Download paper

3
182012Supply 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

3
192009Scenario 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

3
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

3
212015A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518.

Full description at Econpapers || Download paper

3
222023Norm constrained minimum variance portfolios with short selling. (2023). Dhingra, Vrinda ; Gupta, Shiv Kumar ; Sharma, Amita. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00438-2.

Full description at Econpapers || Download paper

3
232022Predictive stochastic programming. (2022). Deng, Yunxiao ; Sen, Suvrajeet. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00400-0.

Full description at Econpapers || Download paper

3
242023A fast Monte Carlo scheme for additive processes and option pricing. (2023). Baviera, Roberto ; Azzone, Michele. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00463-1.

Full description at Econpapers || Download paper

3
252021Scenario 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

3
262018The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6.

Full description at Econpapers || Download paper

3
272004Finding 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

3
282012Real 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

3
292013Network 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

3
302007Algorithms for computing Nash equilibria in deterministic LQ games. (2007). Engwerda, Jacob. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:113-140.

Full description at Econpapers || Download paper

3
312018Determination and estimation of risk aversion coefficients. (2018). Okhrin, Yarema ; Vitlinskyy, Valdemar ; Zabolotskyy, Taras ; 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

3
322022American 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

3
332023Robust selective maintenance optimization of series–parallel mission-critical systems subject to maintenance quality uncertainty. (2023). Al-Jabouri, Hamzea ; Diallo, Claver ; Saif, Ahmed. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00464-0.

Full description at Econpapers || Download paper

3
342023Projected solutions for finite-dimensional quasiequilibrium problems. (2023). Latini, Sara ; Giuli, Massimiliano ; Castellani, Marco. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00444-4.

Full description at Econpapers || Download paper

2
352015Multi-period forecasting and scenario generation with limited data. (2015). Wets, Roger ; Rios, Ignacio ; Woodruff, David. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:2:p:267-295.

Full description at Econpapers || Download paper

2
362022The nested Sinkhorn divergence to learn the nested distance. (2022). Weinhardt, Michael ; Pichler, Alois. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:2:d:10.1007_s10287-021-00415-7.

Full description at Econpapers || Download paper

2
372013Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Gourguet, S. ; Bene, C. ; Cisse, A. ; P.-Y. Hardy, ; Thebaud, O.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364.

Full description at Econpapers || Download paper

2
382023A bilevel approach to ESG multi-portfolio selection. (2023). Sagratella, Simone ; Lampariello, Lorenzo ; Ricci, Jacopo Maria ; Cesarone, Francesco ; Merolla, Davide ; Sasso, Valerio Giuseppe. 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

2
392014A copula-based heuristic for scenario generation. (2014). Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:4:p:503-516.

Full description at Econpapers || Download paper

2
402011Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101.

Full description at Econpapers || Download paper

2
412005Partitioning 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

2
422017On the impact of conditional expectation estimators in portfolio theory. (2017). Tich, Toma ; Ortobelli, Sergio ; Kouaissah, Noureddine. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0282-9.

Full description at Econpapers || Download paper

2
432011Multiobjective 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

2
442023Renewable electricity capacity planning with uncertainty at multiple scales. (2023). Ferris, Michael C ; Philpott, Andy. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00472-0.

Full description at Econpapers || Download paper

2
452023Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets. (2023). Dominguez, Ruth ; Giuli, Maria Elena ; Oggioni, Giorgia ; Allevi, Elisabetta. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00437-3.

Full description at Econpapers || Download paper

2
462013Simultaneous 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

2
472019Sparse 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

2
482015Game Theory Explorer: software for the applied game theorist. (2015). von Stengel, Bernhard ; Savani, Rahul. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:1:p:5-33.

Full description at Econpapers || Download paper

2
492021Catastrophic risks and the pricing of catastrophe equity put options. (2021). Arnone, Massimo ; Bianchi, Michele Leonardo ; Tassinari, Gian Luca ; Quaranta, Anna Grazia. 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

2
502009Risk aversion for an electricity retailer with second-order stochastic dominance constraints. (2009). Gotzes, Uwe ; Schultz, Rudiger ; Carrion, Miguel. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:233-250.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 27
YearTitle
2025Reformulations for Projected Solutions of Generalized Games. (2025). Castellani, Marco ; Caldern, Carlos ; Giuli, Massimiliano ; Cotrina, John. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:204:y:2025:i:1:d:10.1007_s10957-024-02591-3.

Full description at Econpapers || Download paper

2025An extragradient algorithm for a lifted reformulation of projected solutions for quasiequilibria. (2025). Latini, Sara ; Bigi, Giancarlo ; Castellani, Marco. In: Journal of Global Optimization. RePEc:spr:jglopt:v:92:y:2025:i:4:d:10.1007_s10898-025-01508-2.

Full description at Econpapers || Download paper

2025An enhanced micro-PSO method to deal with asymmetric electricity markets competition within hydropower cascade. (2025). Cheng, Chuntian ; Hu, Xue ; Gong, Shun ; Li, Yapeng ; Wang, Xiangzhen. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s0306261924016180.

Full description at Econpapers || Download paper

2025Functional risk modeling and selective maintenance optimization approach for multi-stage manufacturing system considering operational robustness. (2025). Yu, Shuang ; Dai, Wei ; Li, Jiayang ; Shi, Rui ; He, Yihai ; Feng, Tianyu. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:256:y:2025:i:c:s0951832024008469.

Full description at Econpapers || Download paper

2025Joint selective maintenance and mission abort decisions for mission-critical systems. (2025). Oneil, Ryan ; Khatab, Abdelhakim ; Diallo, Claver ; Saif, Ahmed. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:264:y:2025:i:pb:s0951832025005599.

Full description at Econpapers || Download paper

2025Group detection in energy commodity markets through manifold-informed Wasserstein barycenter. (2025). Laureti, Tiziana ; Mari, Carlo ; Baldassari, Cristiano. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:3:d:10.1007_s11135-025-02147-1.

Full description at Econpapers || Download paper

2025Predictive and prescriptive analytics for robust airport gate assignment planning in airside operations under uncertainty. (2025). Zhang, Chenliang ; Jin, Zhongyi ; Tang, Tie-Qiao ; Liu, Wei. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:195:y:2025:i:c:s1366554525000043.

Full description at Econpapers || Download paper

2025Learning prosumer behavior in energy communities: Integrating bilevel programming and online learning. (2025). Crowley, Bennevis ; Mitridati, Lesia ; Kazempour, Jalal ; Alizadeh, Mahnoosh. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006622.

Full description at Econpapers || Download paper

2025How can energy communities provide grid services? A dynamic pricing mechanism with budget balance, individual rationality, and fair allocation. (2025). Kazempour, Jalal ; Crowley, Bennevis ; Mitridati, Lesia. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261924025388.

Full description at Econpapers || Download paper

2025Cardinality Constraints in Single-Leader-Multi-Follower Games. (2025). Aussel, Didier ; Lasluisa, Daniel ; Salas, David. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:206:y:2025:i:1:d:10.1007_s10957-025-02685-6.

Full description at Econpapers || Download paper

2025Wasserstein barycenter regression: application to the joint dynamics of regional GDP and life expectancy in Italy. (2025). Levantesi, Susanna ; Nigri, Andrea ; Pagnottoni, Paolo ; Spelta, Alessandro. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:2:d:10.1007_s10182-024-00506-1.

Full description at Econpapers || Download paper

2025Multivariate additive subordination with applications in finance. (2025). Ballotta, Laura ; Amici, Giovanni ; Semeraro, Patrizia. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:1004-1020.

Full description at Econpapers || Download paper

2025The Additive Bachelier model with an application to the oil option market in the Covid period. (2025). Baviera, Roberto ; Massaria, Michele Domenico. In: Papers. RePEc:arx:papers:2506.09760.

Full description at Econpapers || Download paper

2025Optimal Portfolio Analysis Using Power and Natural Logarithm Utility Functions with E-Commerce Data. (2025). Herdiana, Ratna ; Hariyanto, Susilo ; Ansori, Moch Fandi ; Diyanti, Apni. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:127-:d:1694624.

Full description at Econpapers || Download paper

2025Optimal portfolio choice in jump-diffusion markets with longevity risk. (2025). Feleppa, Davide ; Oliva, Immacolata. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00539-0.

Full description at Econpapers || Download paper

2025Flexible enhanced indexation models through stochastic dominance and ordered weighted average optimization. (2025). Puerto, Justo ; Cesarone, Francesco. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:657-670.

Full description at Econpapers || Download paper

2025An Empirical Study of Robust Mean-Variance Portfolios with Short Selling. (2025). Dhingra, Vrinda ; Gupta, S K. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10783-2.

Full description at Econpapers || Download paper

2025Generalized Pair-Wise Logit Dynamic and Its Connection to a Mean Field Game: Theoretical and Computational Investigations Focusing on Resource Management. (2025). Yoshioka, Hidekazu ; Tsujimura, Motoh. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:15:y:2025:i:3:d:10.1007_s13235-024-00569-4.

Full description at Econpapers || Download paper

2025Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models. (2025). Makumbe, Zororo S ; El-Khatib, Youssef ; Vives, Josep. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:231:y:2025:i:c:p:276-293.

Full description at Econpapers || Download paper

2025Qualitative Properties of Robust Benson Efficient Solutions of Uncertain Vector Optimization Problems. (2025). Mong, Vo Thi ; Anh, Lam Quoc ; Zhao, Xiaopeng. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:205:y:2025:i:1:d:10.1007_s10957-025-02638-z.

Full description at Econpapers || Download paper

2025Multi-facility location models incorporating multipurpose shopping trips. (2025). Kalczynski, Pawel ; Drezner, Zvi ; Okelly, Morton. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:47:y:2025:i:2:d:10.1007_s00291-024-00792-w.

Full description at Econpapers || Download paper

2025Changing dynamics of renewable energy investments ecosystem: A scientometrics analysis. (2025). Ozturk, Ilhan ; Mohnot, Rajesh ; Rafiuddin, Aqila ; Sisodia, Gyanendra Singh ; Singh, Vivek Kumar. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:4:s2949753125000761.

Full description at Econpapers || Download paper

2025Recent advances in coordination and optimization of power-transportation systems: An overview. (2025). Chen, Laijun ; Huang, Shihan ; Yang, Meng. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:220:y:2025:i:c:s1364032125004599.

Full description at Econpapers || Download paper

2025Norms Based on Generalized Expected-Shortfalls and Applications. (2025). Zou, Zhenfeng ; Hu, Taizhong ; Gong, Shuyu. In: Papers. RePEc:arx:papers:2507.09444.

Full description at Econpapers || Download paper

2025Two simplex-based approximate stochastic dynamic programming schemes for a real hydropower management problem. (2025). Latraverse, Marco ; Demeester, Kenjy ; Lamond, Bernard F ; Zephyr, Luckny. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:1:d:10.1007_s10479-025-06561-4.

Full description at Econpapers || Download paper

2025Dynamic Portfolio Optimization with Diversification Analysis and Asset Selection Amidst High Correlation Using Cryptocurrencies and Bank Equities. (2025). Muteba, John Weirstrass ; Ntare, Hamdan Bukenya ; Adekambi, Franck. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:6:p:113-:d:1680148.

Full description at Econpapers || Download paper

2025American options with liquidation penalties. (2025). Sbuelz, Alessandro ; Donno, Marzia ; Battauz, Anna. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:1:d:10.1007_s10287-025-00533-6.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2024

YearCiting document
2024Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions. (2024). Liu, Kunpeng ; Zhang, Jinghan ; Xie, Henry. In: Papers. RePEc:arx:papers:2411.02558.

Full description at Econpapers || Download paper

2024Developing hydrogen energy hubs: The role of H2 prices, wind power and infrastructure investments in Northern Norway. (2024). del Granado, Pedro Crespo ; Straus, Julian ; Svendsmark, Erik. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pa:s0306261924015137.

Full description at Econpapers || Download paper

2024Extensions to Competitive Facility Location with Multi-purpose Trips. (2024). Miklas-Kalczynska, Malgorzata. In: Networks and Spatial Economics. RePEc:kap:netspa:v:24:y:2024:i:3:d:10.1007_s11067-024-09625-3.

Full description at Econpapers || Download paper

2024Editorial. (2024). Kalyagin, Valery ; Pardalos, Panos ; Guarracino, Mario R. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00518-x.

Full description at Econpapers || Download paper

Recent citations received in 2023

YearCiting document
2023A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Martino, Manuel Luis ; Cesarone, Francesco ; Tardella, Fabio. In: Papers. RePEc:arx:papers:2312.09707.

Full description at Econpapers || Download paper

2023Does renewable energy affect fossil fuel price? A time–frequency 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

2023Generalized Equilibrium Problems. (2023). Balaj, Mircea ; Serac, Dan Florin. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:2146-:d:1138725.

Full description at Econpapers || Download paper

2023ESG Strategy and Financial Aspects Using the Example of an Oil and Gas Midstream Company: The UNIMOT Group. (2023). Nowodziski, Pawe ; Szczepaczyk, Marta ; Sikorski, Adam. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13396-:d:1234724.

Full description at Econpapers || Download paper

2023Complementarity formulation of games with random payoffs. (2023). Riccardi, Rossana ; Oggioni, Giorgia ; Allevi, Elisabetta ; Lisser, Abdel. 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

YearCiting document
2022Predicting Companies ESG Ratings from News Articles Using Multivariate Timeseries Analysis. (2022). Aue, Tanja ; Farber, Michael ; Jatowt, Adam. In: Papers. RePEc:arx:papers:2212.11765.

Full description at Econpapers || Download paper

2022The American put with finite‐time maturity and stochastic interest rate. (2022). de Angelis, Tiziano ; Palczewski, Jan ; Cai, Cheng. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:4:p:1170-1213.

Full description at Econpapers || Download paper

2022On the exercise of American quanto options. (2022). De Donno, Marzia ; Battauz, Anna ; Sbuelz, Alessandro. 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