Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; Schmid, Wolfgang Multi-period power utility optimization under stock return predictability. (English) Zbl 07778008 Comput. Manag. Sci. 20, Paper No. 4, 27 p. (2023). MSC: 90Bxx PDFBibTeX XMLCite \textit{T. Bodnar} et al., Comput. Manag. Sci. 20, Paper No. 4, 27 p. (2023; Zbl 07778008) Full Text: DOI
Battauz, Anna; Rotondi, Francesco American options and stochastic interest rates. (English) Zbl 07634980 Comput. Manag. Sci. 19, No. 4, 567-604 (2022). MSC: 90Bxx PDFBibTeX XMLCite \textit{A. Battauz} and \textit{F. Rotondi}, Comput. Manag. Sci. 19, No. 4, 567--604 (2022; Zbl 07634980) Full Text: DOI
Giuzio, Margherita; Paterlini, Sandra Un-diversifying during crises: is it a good idea? (English) Zbl 07097399 Comput. Manag. Sci. 16, No. 3, 401-432 (2019). MSC: 90Bxx 91G10 91G70 91-08 PDFBibTeX XMLCite \textit{M. Giuzio} and \textit{S. Paterlini}, Comput. Manag. Sci. 16, No. 3, 401--432 (2019; Zbl 07097399) Full Text: DOI Link
Erlwein-Sayer, Christina (ed.); Hochreiter, Ronald (ed.) Editorial: Twenty-five years of applied mathematical programming and modelling. (English) Zbl 1401.00038 Comput. Manag. Sci. 15, No. 2, 135-137 (2018). MSC: 00B25 90-06 91-06 PDFBibTeX XMLCite \textit{C. Erlwein-Sayer} (ed.) and \textit{R. Hochreiter} (ed.), Comput. Manag. Sci. 15, No. 2, 135--137 (2018; Zbl 1401.00038) Full Text: DOI
Bezerra, Pedro Correia S.; Albuquerque, Pedro Henrique M. Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels. (English) Zbl 1416.91411 Comput. Manag. Sci. 14, No. 2, 179-196 (2017). MSC: 91G99 62P05 62M10 68T05 PDFBibTeX XMLCite \textit{P. C. S. Bezerra} and \textit{P. H. M. Albuquerque}, Comput. Manag. Sci. 14, No. 2, 179--196 (2017; Zbl 1416.91411) Full Text: DOI
Zaccour, Georges (ed.) Special issue on computational techniques and applications. (English) Zbl 1317.00021 Comput. Manag. Sci. 12, No. 1, 1-3 (2015). MSC: 00B25 90-06 91-06 PDFBibTeX XMLCite \textit{G. Zaccour} (ed.), Comput. Manag. Sci. 12, No. 1, 1--3 (2015; Zbl 1317.00021) Full Text: DOI
Savani, Rahul; von Stengel, Bernhard Game Theory Explorer: software for the applied game theorist. (English) Zbl 1349.91002 Comput. Manag. Sci. 12, No. 1, 5-33 (2015). MSC: 91-04 91A10 91A05 PDFBibTeX XMLCite \textit{R. Savani} and \textit{B. von Stengel}, Comput. Manag. Sci. 12, No. 1, 5--33 (2015; Zbl 1349.91002) Full Text: DOI arXiv Link
Lee, Jinwook; Prékopa, András Decision-making from a risk assessment perspective for corporate mergers and acquisitions. (English) Zbl 1356.91095 Comput. Manag. Sci. 12, No. 2, 243-266 (2015). MSC: 91G50 90C15 PDFBibTeX XMLCite \textit{J. Lee} and \textit{A. Prékopa}, Comput. Manag. Sci. 12, No. 2, 243--266 (2015; Zbl 1356.91095) Full Text: DOI
Breton, Michèle (ed.); Zaccour, Georges (ed.) Preface. (English) Zbl 1298.00104 Comput. Manag. Sci. 10, No. 4, 277-279 (2013). MSC: 00B15 91-06 91B76 PDFBibTeX XMLCite \textit{M. Breton} (ed.) and \textit{G. Zaccour} (ed.), Comput. Manag. Sci. 10, No. 4, 277--279 (2013; Zbl 1298.00104) Full Text: DOI
Liu, Zugang The co-evolution of integrated corporate financial networks and supply chain networks with insolvency risk. (English) Zbl 1282.91369 Comput. Manag. Sci. 10, No. 2-3, 253-275 (2013). MSC: 91G50 90B06 90B10 90C90 PDFBibTeX XMLCite \textit{Z. Liu}, Comput. Manag. Sci. 10, No. 2--3, 253--275 (2013; Zbl 1282.91369) Full Text: DOI
Qiang, Qiang; Ke, Ke; Hu, Yihong Financial networks with socially responsible investing. (English) Zbl 1282.91400 Comput. Manag. Sci. 10, No. 2-3, 231-252 (2013). MSC: 91G99 90B50 90C90 91B52 PDFBibTeX XMLCite \textit{Q. Qiang} et al., Comput. Manag. Sci. 10, No. 2--3, 231--252 (2013; Zbl 1282.91400) Full Text: DOI
Fique, Jose; Page, Frank Rollover risk and endogenous network dynamics. (English) Zbl 1282.91398 Comput. Manag. Sci. 10, No. 2-3, 213-230 (2013). MSC: 91G99 91A43 91A10 91A20 PDFBibTeX XMLCite \textit{J. Fique} and \textit{F. Page}, Comput. Manag. Sci. 10, No. 2--3, 213--230 (2013; Zbl 1282.91398) Full Text: DOI
Finger, Karl; Fricke, Daniel; Lux, Thomas Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (English) Zbl 1282.91397 Comput. Manag. Sci. 10, No. 2-3, 187-211 (2013). MSC: 91G99 90B10 PDFBibTeX XMLCite \textit{K. Finger} et al., Comput. Manag. Sci. 10, No. 2--3, 187--211 (2013; Zbl 1282.91397) Full Text: DOI Link
Hałaj, Grzegorz; Kok, Christoffer Assessing interbank contagion using simulated networks. (English) Zbl 1282.91399 Comput. Manag. Sci. 10, No. 2-3, 157-186 (2013). MSC: 91G99 90B15 PDFBibTeX XMLCite \textit{G. Hałaj} and \textit{C. Kok}, Comput. Manag. Sci. 10, No. 2--3, 157--186 (2013; Zbl 1282.91399) Full Text: DOI Link
Solorzano-Margain, Juan Pablo; Martinez-Jaramillo, Serafin; Lopez-Gallo, Fabrizio Financial contagion: extending the exposures network of the Mexican financial system. (English) Zbl 1282.91401 Comput. Manag. Sci. 10, No. 2-3, 125-155 (2013). MSC: 91G99 90B10 91B64 91G70 PDFBibTeX XMLCite \textit{J. P. Solorzano-Margain} et al., Comput. Manag. Sci. 10, No. 2--3, 125--155 (2013; Zbl 1282.91401) Full Text: DOI
Nagurney, Anna (ed.) Financial networks. (English) Zbl 1298.00170 Comput. Manag. Sci. 10, No. 2-3, 77-80 (2013). MSC: 00B15 91-06 91Gxx PDFBibTeX XMLCite \textit{A. Nagurney} (ed.), Comput. Manag. Sci. 10, No. 2--3, 77--80 (2013; Zbl 1298.00170) Full Text: DOI
Fu, Jianping; Wang, Xingchun; Wang, Yongjin Credit spreads, endogenous bankruptcy and liquidity risk. (English) Zbl 1280.91181 Comput. Manag. Sci. 9, No. 4, 515-530 (2012). MSC: 91G40 60H30 91G50 PDFBibTeX XMLCite \textit{J. Fu} et al., Comput. Manag. Sci. 9, No. 4, 515--530 (2012; Zbl 1280.91181) Full Text: DOI
Heydari, Somayeh; Ovenden, Nick; Siddiqui, Afzal Real options analysis of investment in carbon capture and sequestration technology. (English) Zbl 1273.91349 Comput. Manag. Sci. 9, No. 1, 109-138 (2012). MSC: 91B76 91G50 93E20 PDFBibTeX XMLCite \textit{S. Heydari} et al., Comput. Manag. Sci. 9, No. 1, 109--138 (2012; Zbl 1273.91349) Full Text: DOI
Hochreiter, Ronald (ed.); Kuhn, Daniel (ed.) Optimal decision making under uncertainty. (English) Zbl 1273.00044 Comput. Manag. Sci. 9, No. 1, 1-2 (2012). MSC: 00B25 91-06 90-06 90C15 PDFBibTeX XMLCite \textit{R. Hochreiter} (ed.) and \textit{D. Kuhn} (ed.), Comput. Manag. Sci. 9, No. 1, 1--2 (2012; Zbl 1273.00044) Full Text: DOI
Corsaro, S.; De Angelis, P. L.; Marino, Z.; Perla, F. Participating life insurance policies: an accurate and efficient parallel software for COTS clusters. (English) Zbl 1253.91188 Comput. Manag. Sci. 8, No. 3, 219-236 (2011). MSC: 91G60 68W15 60H35 65C05 68W10 91-08 PDFBibTeX XMLCite \textit{S. Corsaro} et al., Comput. Manag. Sci. 8, No. 3, 219--236 (2011; Zbl 1253.91188) Full Text: DOI
Haneveld, Willem K. Klein; Streutker, Matthijs H.; Van Der Vlerk, Maarten H. Collective adjustment of pension rights in ALM models. (English) Zbl 1214.91128 Comput. Manag. Sci. 8, No. 1-2, 137-156 (2011). MSC: 91G50 91B30 PDFBibTeX XMLCite \textit{W. K. K. Haneveld} et al., Comput. Manag. Sci. 8, No. 1--2, 137--156 (2011; Zbl 1214.91128) Full Text: DOI
Faria, Eduardo; Fleten, Stein-Erik Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (English) Zbl 1214.91151 Comput. Manag. Sci. 8, No. 1-2, 75-101 (2011). MSC: 91G99 91B26 91G70 90C90 PDFBibTeX XMLCite \textit{E. Faria} and \textit{S.-E. Fleten}, Comput. Manag. Sci. 8, No. 1--2, 75--101 (2011; Zbl 1214.91151) Full Text: DOI Link
Kuhn, Daniel (ed.) Special issue: Computational finance. Selected papers based on the presentations at the 5th international conference on computational management science, London, UK, March 2008 and the 11th conference on stochastic programming, Vienna, Austria, August 27–31, 2007. (English) Zbl 1221.91003 Comput. Manag. Sci. 8, No. 1-2, 199 p. (2011). MSC: 91-06 00B25 91G60 91-08 PDFBibTeX XML
Oliveira, Fernando S. Bottom-up design of strategic options as finite automata. (English) Zbl 1197.90261 Comput. Manag. Sci. 7, No. 4, 355-375 (2010). MSC: 90B50 91G50 PDFBibTeX XMLCite \textit{F. S. Oliveira}, Comput. Manag. Sci. 7, No. 4, 355--375 (2010; Zbl 1197.90261) Full Text: DOI
Costa, Anabela; Paixão, José M. P. An approximate solution approach for a scenario-based capital budgeting model. (English) Zbl 1194.90048 Comput. Manag. Sci. 7, No. 3, 337-353 (2010). MSC: 90B50 91G50 90C59 PDFBibTeX XMLCite \textit{A. Costa} and \textit{J. M. P. Paixão}, Comput. Manag. Sci. 7, No. 3, 337--353 (2010; Zbl 1194.90048) Full Text: DOI
Baldacci, R.; Boschetti, M. A.; Christofides, N.; Christofides, S. Exact methods for large-scale multi-period financial planning problems. (English) Zbl 1170.90437 Comput. Manag. Sci. 6, No. 3, 281-306 (2009). MSC: 90C05 90C06 91B28 PDFBibTeX XMLCite \textit{R. Baldacci} et al., Comput. Manag. Sci. 6, No. 3, 281--306 (2009; Zbl 1170.90437) Full Text: DOI
Krawczyk, Jacek Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (English) Zbl 1134.91303 Comput. Manag. Sci. 4, No. 2, 183-204 (2007). MSC: 91-08 91A10 91B50 90C47 PDFBibTeX XMLCite \textit{J. Krawczyk}, Comput. Manag. Sci. 4, No. 2, 183--204 (2007; Zbl 1134.91303) Full Text: DOI
Jørgensen, Steffen; Zaccour, Georges Developments in differential game theory and numerical methods: Economic and management applications. (English) Zbl 1134.91334 Comput. Manag. Sci. 4, No. 2, 159-181 (2007). MSC: 91A23 91-08 PDFBibTeX XMLCite \textit{S. Jørgensen} and \textit{G. Zaccour}, Comput. Manag. Sci. 4, No. 2, 159--181 (2007; Zbl 1134.91334) Full Text: DOI
Genc, Talat S. A dynamic Cournot-Nash game: a representation of a finitely repeated feedback game. (English) Zbl 1134.91338 Comput. Manag. Sci. 4, No. 2, 141-157 (2007). MSC: 91A25 91-08 PDFBibTeX XMLCite \textit{T. S. Genc}, Comput. Manag. Sci. 4, No. 2, 141--157 (2007; Zbl 1134.91338) Full Text: DOI
Zaccour, Georges (ed.) Preface: Special issue on dynamic games. (English) Zbl 1134.91302 Comput. Manag. Sci. 4, No. 2, 87-88 (2007). MSC: 91-06 91A25 00B15 PDFBibTeX XMLCite \textit{G. Zaccour} (ed.), Comput. Manag. Sci. 4, No. 2, 87--88 (2007; Zbl 1134.91302) Full Text: DOI
Liu, Zugang; Nagurney, Anna Financial networks with intermediation and transportation network equilibria: A supernetwork equivalence and reinterpretation of the equilibrium conditions with computations. (English) Zbl 1142.91541 Comput. Manag. Sci. 4, No. 3, 243-281 (2007). MSC: 91B28 65K10 90B06 91B02 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{A. Nagurney}, Comput. Manag. Sci. 4, No. 3, 243--281 (2007; Zbl 1142.91541) Full Text: DOI
Baccarin, Stefano; Sanfelici, Simona Optimal impulse control on an unbounded domain with nonlinear cost functions. (English) Zbl 1145.49021 Comput. Manag. Sci. 3, No. 1, 81-100 (2006). MSC: 49N25 49K45 93E20 49J40 91B28 PDFBibTeX XMLCite \textit{S. Baccarin} and \textit{S. Sanfelici}, Comput. Manag. Sci. 3, No. 1, 81--100 (2006; Zbl 1145.49021) Full Text: DOI
Künzi-Bay, Alexandra; Mayer, János Computational aspects of minimizing conditional value-at-risk. (English) Zbl 1203.90117 Comput. Manag. Sci. 3, No. 1, 3-27 (2006). MSC: 90C15 91G10 91G40 PDFBibTeX XMLCite \textit{A. Künzi-Bay} and \textit{J. Mayer}, Comput. Manag. Sci. 3, No. 1, 3--27 (2006; Zbl 1203.90117) Full Text: DOI Link
Ince, Huseyin Non-parametric regression methods. (English) Zbl 1127.62036 Comput. Manag. Sci. 3, No. 2, 161-174 (2006). MSC: 62G08 62P05 62M45 62M10 91B28 PDFBibTeX XMLCite \textit{H. Ince}, Comput. Manag. Sci. 3, No. 2, 161--174 (2006; Zbl 1127.62036) Full Text: DOI
Kontoghiorghes, Erricos John Special issue: Computational finance and optimization. Five selected papers based on the presentations at the international workshop on computational management science, economics, finance and engineering, Limassol, Cyprus, March 28–30, 2003. (English) Zbl 1143.91307 Comput. Manag. Sci. 2, No. 2, 85-155 (2005). MSC: 91-06 00B25 PDFBibTeX XML
Charalambous, Chris; Martzoukos, Spiros H. Hybrid artificial neural networks for efficient valuation of real options and financial derivatives. (English) Zbl 1133.91409 Comput. Manag. Sci. 2, No. 2, 155-161 (2005). MSC: 91B28 68T05 PDFBibTeX XMLCite \textit{C. Charalambous} and \textit{S. H. Martzoukos}, Comput. Manag. Sci. 2, No. 2, 155--161 (2005; Zbl 1133.91409) Full Text: DOI
Kosmidou, K.; Pasiouras, F.; Doumpos, M.; Zopounidis, C. Foreign versus domestic banks’ performance in the UK: a multicriteria approach. (English) Zbl 1115.91313 Comput. Manag. Sci. 1, No. 3-4, 329-343 (2004). MSC: 91B06 91B28 PDFBibTeX XMLCite \textit{K. Kosmidou} et al., Comput. Manag. Sci. 1, No. 3--4, 329--343 (2004; Zbl 1115.91313) Full Text: DOI
Velikova, Marina; Daniels, Hennie Decision trees for monotone price models. (English) Zbl 1115.91314 Comput. Manag. Sci. 1, No. 3-4, 231-244 (2004). MSC: 91B06 91B30 91-08 PDFBibTeX XMLCite \textit{M. Velikova} and \textit{H. Daniels}, Comput. Manag. Sci. 1, No. 3--4, 231--244 (2004; Zbl 1115.91314) Full Text: DOI
Nagurney, Anna; Cruz, Jose International financial networks with intermediation: modeling, analysis, and computations. (English) Zbl 1113.90339 Comput. Manag. Sci. 1, No. 1, 31-58 (2004). MSC: 90B50 91B06 91B28 90B10 49J40 PDFBibTeX XMLCite \textit{A. Nagurney} and \textit{J. Cruz}, Comput. Manag. Sci. 1, No. 1, 31--58 (2004; Zbl 1113.90339) Full Text: DOI