Stop the war!Остановите войну!
for scientists:
default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDSearch dblp for Publications
export results for "toc:db/journals/cms/cms18.bht:"
download as .bib file
@article{DBLP:journals/cms/AngeliniCHN21,
author = {Flavio Angelini and
Katia Colaneri and
Stefano Herzel and
Marco Nicolosi},
title = {Implicit incentives for fund managers with partial information},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {4},
pages = {539--561},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00404-w},
doi = {10.1007/S10287-021-00404-W},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/AngeliniCHN21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Antczak21,
author = {Tadeusz Antczak},
title = {A new approximation approach to optimality and duality for a class
of nonconvex differentiable vector optimization problems},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {1},
pages = {49--71},
year = {2021},
url = {https://doi.org/10.1007/s10287-020-00379-0},
doi = {10.1007/S10287-020-00379-0},
timestamp = {Tue, 23 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/Antczak21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/ArnoneBQT21,
author = {Massimo Arnone and
Michele Leonardo Bianchi and
Anna Grazia Quaranta and
Gian Luca Tassinari},
title = {Catastrophic risks and the pricing of catastrophe equity put options},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {2},
pages = {213--237},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00391-y},
doi = {10.1007/S10287-021-00391-Y},
timestamp = {Tue, 13 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/ArnoneBQT21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Ballestra21,
author = {Luca Vincenzo Ballestra},
title = {Enhancing finite difference approximations for double barrier options:
mesh optimization and repeated Richardson extrapolation},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {2},
pages = {239--263},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00394-9},
doi = {10.1007/S10287-021-00394-9},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Ballestra21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BandarraG21,
author = {Michelle Bandarra and
Vincent Guigues},
title = {Single cut and multicut stochastic dual dynamic programming with cut
selection for multistage stochastic linear programs: convergence proof
and numerical experiments},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {2},
pages = {125--148},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00387-8},
doi = {10.1007/S10287-021-00387-8},
timestamp = {Tue, 13 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BandarraG21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BazarganKZ21,
author = {Amirhossein Bazargan and
Salma Karray and
Saeed Zolfaghari},
title = {Can restrictions on redemption timing boost profitability of loyalty
programs in competitive environments?},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {1},
pages = {99--124},
year = {2021},
url = {https://doi.org/10.1007/s10287-020-00383-4},
doi = {10.1007/S10287-020-00383-4},
timestamp = {Mon, 26 Jun 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BazarganKZ21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BodnarLTT21,
author = {Taras Bodnar and
Mathias Lindholm and
Erik Thors{\'{e}}n and
Joanna Tyrcha},
title = {Quantile-based optimal portfolio selection},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {3},
pages = {299--324},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00395-8},
doi = {10.1007/S10287-021-00395-8},
timestamp = {Thu, 12 Aug 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BodnarLTT21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Bonaccolto21,
author = {Giovanni Bonaccolto},
title = {Quantile- based portfolios: post- model- selection estimation with
alternative specifications},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {3},
pages = {355--383},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00396-7},
doi = {10.1007/S10287-021-00396-7},
timestamp = {Thu, 12 Aug 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Bonaccolto21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BuaM21,
author = {Gaetano La Bua and
Daniele Marazzina},
title = {On the application of Wishart process to the pricing of equity derivatives:
the multi-asset case},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {2},
pages = {149--176},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00388-7},
doi = {10.1007/S10287-021-00388-7},
timestamp = {Tue, 13 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/BuaM21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/ChaiyakanT21,
author = {Songkomkrit Chaiyakan and
Phantipa Thipwiwatpotjana},
title = {Bounds on mean absolute deviation portfolios under interval-valued
expected future asset returns},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {2},
pages = {195--212},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00392-x},
doi = {10.1007/S10287-021-00392-X},
timestamp = {Tue, 13 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/ChaiyakanT21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Chen21,
author = {Toly Chen},
title = {A diversified AHP-tree approach for multiple-criteria supplier selection},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {4},
pages = {431--453},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00397-6},
doi = {10.1007/S10287-021-00397-6},
timestamp = {Wed, 03 Nov 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/Chen21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/DreznerDK21,
author = {Tammy Drezner and
Zvi Drezner and
Pawel Jan Kalczynski},
title = {Directional approach to gradual cover: the continuous case},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {1},
pages = {25--47},
year = {2021},
url = {https://doi.org/10.1007/s10287-020-00378-1},
doi = {10.1007/S10287-020-00378-1},
timestamp = {Thu, 11 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/DreznerDK21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/FletenS21,
author = {Stein{-}Erik Fleten and
R{\"{u}}diger Schultz},
title = {Recent advances in applied optimization under uncertainty},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {3},
pages = {265},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00410-y},
doi = {10.1007/S10287-021-00410-Y},
timestamp = {Fri, 30 Jul 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/FletenS21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/GartnerKK21,
author = {Timon G{\"{a}}rtner and
Serguei Kaniovski and
Yuriy Kaniovski},
title = {Numerical estimates of risk factors contingent on credit ratings},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {4},
pages = {563--589},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00405-9},
doi = {10.1007/S10287-021-00405-9},
timestamp = {Fri, 15 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/GartnerKK21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/GloverQZ21,
author = {Joseph Ryan Glover and
Vinh Quan and
Saeed Zolfaghari},
title = {Some new perspectives for solving 0-1 integer programming problems
using Balas method},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {2},
pages = {177--193},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00389-6},
doi = {10.1007/S10287-021-00389-6},
timestamp = {Fri, 18 Jun 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/GloverQZ21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Juneja21,
author = {Januj Amar Juneja},
title = {How do invariant transformations affect the calibration and optimization
of the Kalman filtering algorithm used in the estimation of continuous-time
affine term structure models?},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {1},
pages = {73--97},
year = {2021},
url = {https://doi.org/10.1007/s10287-020-00380-7},
doi = {10.1007/S10287-020-00380-7},
timestamp = {Tue, 23 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/Juneja21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Kaut21,
author = {Michal Kaut},
title = {Scenario generation by selection from historical data},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {3},
pages = {411--429},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00399-4},
doi = {10.1007/S10287-021-00399-4},
timestamp = {Thu, 12 Aug 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Kaut21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/KedzoS21,
author = {Margareta Gardijan Kedzo and
Bosko Sego},
title = {The relative efficiency of option hedging strategies using the third-order
stochastic dominance},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {4},
pages = {477--504},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00401-z},
doi = {10.1007/S10287-021-00401-Z},
timestamp = {Wed, 03 Nov 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/KedzoS21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/MbeutchaGE21,
author = {Yves Mbeutcha and
Michel Gendreau and
Gr{\'{e}}gory Emiel},
title = {A hybrid dynamic programming - Tabu Search approach for the long-term
hydropower scheduling problem},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {3},
pages = {385--410},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00402-y},
doi = {10.1007/S10287-021-00402-Y},
timestamp = {Thu, 12 Aug 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/MbeutchaGE21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Messner21,
author = {Wolfgang Messner},
title = {Empirically assessing noisy necessary conditions with activation functions},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {1},
pages = {1--23},
year = {2021},
url = {https://doi.org/10.1007/s10287-020-00377-2},
doi = {10.1007/S10287-020-00377-2},
timestamp = {Tue, 23 Mar 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/Messner21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/Pantuso21,
author = {Giovanni Pantuso},
title = {A node formulation for multistage stochastic programs with endogenous
uncertainty},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {3},
pages = {325--354},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00390-z},
doi = {10.1007/S10287-021-00390-Z},
timestamp = {Thu, 12 Aug 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/Pantuso21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/RoohnavazfarMTP21,
author = {Mina Roohnavazfar and
Daniele Manerba and
Lohic Fotio Tiotsop and
Seyed Hamid Reza Pasandideh and
Roberto Tadei},
title = {Stochastic single machine scheduling problem as a multi-stage dynamic
random decision process},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {3},
pages = {267--297},
year = {2021},
url = {https://doi.org/10.1007/s10287-020-00386-1},
doi = {10.1007/S10287-020-00386-1},
timestamp = {Sat, 30 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cms/RoohnavazfarMTP21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/SchweleOPK21,
author = {Anna Schwele and
Christos Ordoudis and
Pierre Pinson and
Jalal Kazempour},
title = {Coordination of power and natural gas markets via financial instruments},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {4},
pages = {505--538},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00403-x},
doi = {10.1007/S10287-021-00403-X},
timestamp = {Wed, 03 Nov 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/SchweleOPK21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/ZewdeK21,
author = {Addis Belete Zewde and
Semu Mitiku Kassa},
title = {Multilevel multi-leader multiple-follower games with nonseparable
objectives and shared constraints},
journal = {Comput. Manag. Sci.},
volume = {18},
number = {4},
pages = {455--475},
year = {2021},
url = {https://doi.org/10.1007/s10287-021-00398-5},
doi = {10.1007/S10287-021-00398-5},
timestamp = {Mon, 03 Jan 2022 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/cms/ZewdeK21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
a service of 
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
retrieved on 2024-04-25 17:05 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
