Journal: Comput. Manag. Science

Volume 18, Issue 4

431 -- 453Toly Chen. A diversified AHP-tree approach for multiple-criteria supplier selection
455 -- 475Addis Belete Zewde, Semu Mitiku Kassa. Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints
477 -- 504Margareta Gardijan Kedzo, Bosko Sego. The relative efficiency of option hedging strategies using the third-order stochastic dominance
505 -- 538Anna Schwele, Christos Ordoudis, Pierre Pinson, Jalal Kazempour. Coordination of power and natural gas markets via financial instruments
539 -- 561Flavio Angelini, Katia Colaneri, Stefano Herzel, Marco Nicolosi. Implicit incentives for fund managers with partial information
563 -- 589Timon Gärtner, Serguei Kaniovski, Yuriy Kaniovski. Numerical estimates of risk factors contingent on credit ratings

Volume 18, Issue 3

265 -- 0Stein-Erik Fleten, Rüdiger Schultz. Recent advances in applied optimization under uncertainty
267 -- 297Mina Roohnavazfar, Daniele Manerba, Lohic Fotio Tiotsop, Seyed Hamid Reza Pasandideh, Roberto Tadei. Stochastic single machine scheduling problem as a multi-stage dynamic random decision process
299 -- 324Taras Bodnar, Mathias Lindholm, Erik Thorsén, Joanna Tyrcha. Quantile-based optimal portfolio selection
325 -- 354Giovanni Pantuso. A node formulation for multistage stochastic programs with endogenous uncertainty
355 -- 383Giovanni Bonaccolto. Quantile- based portfolios: post- model- selection estimation with alternative specifications
385 -- 410Yves Mbeutcha, Michel Gendreau, Grégory Emiel. A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem
411 -- 429Michal Kaut. Scenario generation by selection from historical data

Volume 18, Issue 2

125 -- 148Michelle Bandarra, Vincent Guigues. Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments
149 -- 176Gaetano La Bua, Daniele Marazzina. On the application of Wishart process to the pricing of equity derivatives: the multi-asset case
177 -- 193Joseph Ryan Glover, Vinh Quan, Saeed Zolfaghari. Some new perspectives for solving 0-1 integer programming problems using Balas method
195 -- 212Songkomkrit Chaiyakan, Phantipa Thipwiwatpotjana. Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
213 -- 237Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari. Catastrophic risks and the pricing of catastrophe equity put options
239 -- 263Luca Vincenzo Ballestra. Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation

Volume 18, Issue 1

1 -- 23Wolfgang Messner. Empirically assessing noisy necessary conditions with activation functions
25 -- 47Tammy Drezner, Zvi Drezner, Pawel Jan Kalczynski. Directional approach to gradual cover: the continuous case
49 -- 71Tadeusz Antczak. A new approximation approach to optimality and duality for a class of nonconvex differentiable vector optimization problems
73 -- 97Januj Amar Juneja. 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?
99 -- 124Amirhossein Bazargan, Salma Karray, Saeed Zolfaghari. Can restrictions on redemption timing boost profitability of loyalty programs in competitive environments?