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IMA Journal of Management Mathematics

Short Title: IMA J. Manag. Math.
Publisher: Oxford University Press, Oxford; Institute of Mathematics and its Applications, Southend on Sea, Essex
ISSN: 1471-678X; 1471-6798/e
Online: https://academic.oup.com/imaman/issue
Predecessor: IMA Journal of Mathematics Applied in Business and Industry
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 560 Publications (since 2001)
all top 5

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Authors

10 Baker, Rose D.
7 de Almeida, Adiel Teixeira
7 Drezner, Zvi
7 Percy, David F.
7 Syntetos, Aris A.
7 Wang, Wenbin
6 Beraldi, Patrizia
6 Mitra, Gautam
6 Mladenović, Nenad
6 Scarf, Philip A.
6 Siu, Tak Kuen
5 Amin, Gholam R.
5 Farahani, Reza Zanjirani
5 Scarf, Phil
5 Zhu, Songping
4 Cavalcante, Cristiano Alexandre VirgĂ­nio
4 Cerqueti, Roy
4 Ching, Wai-Ki
4 Date, Paresh M.
4 Dokuchaev, Nikolai G.
4 Emrouznejad, Ali
4 Gallivan, Steve
4 Hand, David J.
4 Kobbacy, Khairy A. H.
4 Ng, Michael Kwok-Po
4 Ntzoufras, Ioannis
4 Pires Ferreira, Rodrigo José
4 Wang, Jinting
3 Allevi, Elisabetta
3 Alotaibi, Naif Mohammed
3 Amirteimoori, Alireza
3 Boylan, John Edward
3 Brimberg, Jack
3 Bruni, Maria Elena
3 ButkoviÄŤ, Peter
3 Cha, Ji Hwan
3 Chaussalet, Thierry J.
3 Chen, Zhiping
3 Consigli, Giorgio
3 Duck, Peter W.
3 Finkelstein, Maxim
3 Ghiyasi, Mojtaba
3 Hansen, Pierre
3 He, Xinjiang
3 Hirotsu, Nobuyoshi
3 Innorta, Mario
3 Johnson, Paul V.
3 Karlis, Dimitris
3 Levitin, Gregory
3 Li, Bo
3 Makis, Viliam
3 Mansini, Renata
3 Marquez, Adolfo Crespo
3 Messina, Enza
3 Moriggia, Vittorio
3 Nikolopoulos, Konstantinos
3 Pagel, Christina
3 Sciomachen, Anna
3 Skouri, Konstantina
3 Thomas, Lyn Carey
3 Utley, Martin
3 Vespucci, Maria Teresa
3 Violi, Antonio
3 Wong, Hoi Ying
3 Zhang, Jianxiong
2 Aminu, Abdulhadi
2 Archibald, Thomas Welsh
2 Asimit, Alexandru V.
2 Atkinson, Colin
2 Babai, Mohamed Zied
2 Banjevic, Dragan M.
2 Benkherouf, Lakdere
2 Benth, Fred Espen
2 BĂ©renguer, Christophe
2 Bertocchi, Marida
2 Brint, Andrew T.
2 Broll, Udo
2 Buckmire, Ron
2 Bustreo, Roberto
2 Caramellino, Lucia
2 Caramia, Massimiliano
2 Chaudhuri, Kripa Sindhu
2 Christer, Anthony H.
2 Coolen-Schrijner, Pauline
2 Coolen, Frank P. A.
2 Coppier, Raffaella
2 Costabile, Massimo
2 Csenki, Attila
2 Cui, Lirong
2 D’Amico, Guglielmo
2 Date, Prasanna
2 de Simone, Francesco
2 Dewart, Neil
2 Disney, Stephen M.
2 Dohi, Tadashi
2 Drezner, Tammy
2 Edwards, David Alan
2 Egozcue, Martin
2 Fernández, J. F. Gómez
2 Fernández, Pascual
...and 992 more Authors

Publications by Year

Citations contained in zbMATH Open

319 Publications have been cited 1,279 times in 1,129 Documents Cited by Year
LP solvable models for portfolio optimization: a classification and computational comparison. Zbl 1115.91336
Mansini, Renata; Ogryczak, WĹ‚odzimierz
33
2003
Bayesian modelling of football outcomes: using the Skellam’s distribution for the goal difference. Zbl 1169.91420
Karlis, Dimitris; Ntzoufras, Ioannis
32
2009
New upper bounds for the two-dimensional orthogonal non-guillotine cutting stock problem. Zbl 1097.90546
Boschetti, Marco A.; Mingozzi, Aristide; Hadjiconstantinou, Eleni
27
2002
Parameterizing correlations: a geometric interpretation. Zbl 1123.62041
Rapisarda, Francesco; Brigo, Damiano; Mercurio, Fabio
25
2007
A multivariate Markov chain model for categorical data sequences and its applications in demand predictions. Zbl 1040.62108
Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.
21
2002
Production inventory with service time and vacation to the server. Zbl 1204.90005
Krishnamoorthy, A.; Narayanan, Viswanath C.
20
2011
A survey of effective heuristics and their application to a variety of knapsack problems. Zbl 1163.90721
Wilbaut, Christophe; Hanafi, Said
20
2008
Optimal combination of quota-share and stop-loss reinsurance treaties under the joint survival probability. Zbl 1284.91230
Fang, Ying; Qu, Zhongfeng
20
2014
Solving parallel machines scheduling problems with sequence-dependent setup times using variable neighbourhood search. Zbl 1177.90151
De Paula, Mateus Rocha; Ravetti, MartĂ­n GĂłmez; Mateus, Geraldo Robson; Pardalos, Panos M.
19
2007
Parallel variable neighbourhood search strategies for the cutwidth minimization problem. Zbl 1433.90132
Duarte, Abraham; Pantrigo, Juan J.; Pardo, Eduardo G.; Sánchez-Oro, Jesús
18
2016
Introduction to max-linear programming. Zbl 1169.90396
Butkovic, P.; Aminu, A.
16
2009
A ranking for the Olympic Games with unitary input DEA models. Zbl 1169.90495
Soares de Mello, JoĂŁo Carlos C. B.; Angulo-Meza, Lidia; Branco da Silva, Brenda P.
15
2009
Capacitated dynamic location problems with opening, closure and reopening of facilities. Zbl 1126.90044
Dias, Joana; Captivo, M. Eugénia; Clímaco, João
14
2006
Derived attractiveness of shopping malls. Zbl 1126.90379
Drezner, Tammy
14
2006
A new inverse DEA method for merging banks. Zbl 1282.90086
Gattoufi, Said; Amin, Gholam R.; Emrouznejad, Ali
14
2014
Multivariate classification trees based on minimum features discrete support vector machines. Zbl 1115.90406
Orsenigo, Carlotta; Vercellis, Carlo
12
2003
Decomposition strategies for large-scale continuous location-allocation problems. Zbl 1126.90043
Brimberg, Jack; Hansen, Pierre; Mladenovic, Nenad
12
2006
Robust stochastic programming with uncertain probabilities. Zbl 1163.90687
Thiele, Aurélie
12
2008
A combined optimization-simulation approach to the master surgical scheduling problem. Zbl 1263.90135
Banditori, Carlo; Cappanera, Paola; Visintin, Filippo
12
2013
Monopoly pricing in a retrial queue with delayed vacations for local area network applications. Zbl 1433.90051
Wang, Jinting; Zhang, Feng
12
2016
Cooperative advertising in a dual-channel supply chain with a fairness concern of the manufacturer. Zbl 1473.90015
Li, Bo; Hou, Peng-Wen; Li, Qing-Hua
12
2017
Economic and economic-statistical design of a multivariate Bayesian control chart for condition-based maintenance. Zbl 1206.62181
Yin, Zhijian; Makis, Viliam
11
2011
Patient mix optimization in tactical cardiothoracic surgery planning: a case study. Zbl 1117.91328
Vissers, J. M. H.; Adan, I. J. B. F.; Bekkers, J. A.
11
2005
Calculation of reliability function and remaining useful life for a Markov failure time process. Zbl 1137.90438
Banjevic, D.; Jardine, A. K. S.
11
2006
A novel repair model for imperfect maintenance. Zbl 1126.90016
Wu, Shaomin; Clements-Croome, Derek
11
2006
Solving the continuous space \(p\)-centre problem: planning application issues. Zbl 1126.90047
Wei, Hu; Murray, Alan T.; Xiao, Ningchuan
11
2006
An inventory model for stock with advertising sensitive demand. Zbl 1190.90021
Sana, Shib Sankar; Chaudhuri, K. S.
10
2008
Parallel variable neighbourhood search algorithms for job shop scheduling problems. Zbl 1177.90182
Sevkli, Mehmet; Aydin, M. Emin
10
2007
Advertising in a segmented market: comparison of media choices. Zbl 1142.90433
Grosset, Luca; Viscolani, Bruno
10
2008
Retirement planning in individual asset-liability management. Zbl 1250.91056
Consigli, Giorgio; Iaquinta, Gaetano; Moriggia, Vittorio; di Tria, Massimo; Musitelli, Davide
10
2012
On the effect of non-optimal forecasting methods on supply chain downstream demand. Zbl 1248.90016
Ali, Mohammad M.; Boylan, John E.
9
2012
Retail facility location under changing market conditions. Zbl 1030.90050
Drezner, Tammy; Drezner, Zvi
9
2002
The master bay plan problem: a solution method based on its connection to the three-dimensional bin packing problem. Zbl 1115.90367
Sciomachen, Anna; Tanfani, Elena
9
2003
Four-point Fermat location problems revisited. New proofs and extensions of old results. Zbl 1126.90046
Plastria, Frank
9
2006
Arbitrary-norm hyperplane separation by variable neighbourhood search. Zbl 1177.90376
Karam, Alejandro; Caporossi, Gilles; Hansen, Pierre
9
2007
Linear and non-linear filtering in mathematical finance: a review. Zbl 1217.91205
Date, P.; Ponomareva, K.
8
2011
A modified structural model for credit risk. Zbl 1245.91098
Liang, Gechun; Jiang, Lishang
8
2012
Non-linear programs with max-linear constraints: a heuristic approach. Zbl 1248.90075
Aminu, A.; ButkoviÄŤ, P.
8
2012
A multistage formulation for generation companies in a multi-auction electricity market. Zbl 1202.91120
Musmanno, Roberto; Scordino, Nadia; Triki, Chefi; Violi, Antonio
8
2010
The multifacility maximin planar location problem with facility interaction. Zbl 1126.90048
Welch, S. B.; Salhi, S.; Drezner, Z.
8
2006
A model to predict the residual life of rolling element bearings given monitored condition information to date. Zbl 1022.91016
Wang, Wenbin
8
2002
Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching. Zbl 07495790
He, Xin-Jiang; Chen, Wenting
8
2022
An economic production lot size model for defective items with stochastic demand, backlogging and rework. Zbl 1286.90050
Roy, Monami Das; Sana, Shib Sankar; Chaudhuri, Kripasindhu
8
2014
The semi-geometric process and some properties. Zbl 07110044
Wu, Shaomin; Wang, Guanjun
8
2018
Supply chain management 1982–2015: a review. Zbl 1433.90003
Asgari, Nasrin; Nikbakhsh, Ehsan; Hill, Alex; Farahani, Reza Zanjirani
8
2016
Performance assessment using mixed effects models: a case study on coronary patient care. Zbl 1245.90049
Grieco, Niccolò; Ieva, Francesca; Paganoni, Anna Maria
7
2012
Theory of optimal consumption and portfolio selection under a capital-at-risk (CaR) and a value-at-risk (VaR) constraint. Zbl 1181.91289
Atkinson, Colin; Papakokkinou, Maria
7
2005
Signed graphs for portfolio analysis in risk management. Zbl 1065.91025
Harary, Frank; Lim, Meng-Hiot; Wunsch, Donald C.
7
2002
Pricing vulnerable European options with stochastic default barriers. Zbl 1153.91514
Hui, C. H.; Lo, C. F.; Ku, K. C.
7
2007
Optimal hedging and parameter uncertainty. Zbl 1152.91539
Monoyios, Michael
7
2007
Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference. Zbl 07371179
Chang, Hao; Wang, Chunfeng; Fang, Zhenming; Ma, Dan
7
2020
On the constant elasticity of variance model for the utility maximization problem with multiple risky assets. Zbl 1473.91019
Zhao, Hui; Rong, Ximin
7
2017
A stochastic programming approach for operating theatre scheduling under uncertainty. Zbl 1433.90090
Bruni, M. E.; Beraldi, P.; Conforti, D.
7
2015
A progressive hedging method for the multi-path travelling salesman problem with stochastic travel times. Zbl 1433.90143
Perboli, Guido; Gobbato, Luca; Maggioni, Francesca
7
2017
Stochastic scenario decomposition for multistage stochastic programs. Zbl 1181.90205
Higle, Julia L.; Rayco, Brenda; Sen, Suvrajeet
6
2010
Equipment replacement under continuous and discontinuous technological change. Zbl 1121.91375
Robers, Jennifer L.; Hartman, Joseph C.
6
2005
The central warehouse location problem revisisted. Zbl 1093.90021
Drezner, Zvi; Scott, Carlton; Song, Jing-Sheng
6
2003
Designing fair 8- and 16-team knockout tournaments. Zbl 1273.90129
Prince, Mike; Smith, J. Cole; Geunes, Joseph
6
2013
Optimal pricing and ordering policy for perishable items with limited storage capacity and partial trade credit. Zbl 1259.90004
Liao, Jui-Jung; Huang, Kuo-Nan; Chung, Kun-Jen
6
2013
A hybrid approach for the implementation of the Heston model. Zbl 07613718
Briani, Maya; Caramellino, Lucia; Zanette, Antonino
6
2017
Combining player statistics to predict outcomes of tennis matches. Zbl 1078.91516
Barnett, Tristan; Clarke, Stephen R.
5
2005
Perturbation solution of optimal portfolio theory with transaction costs for any utility function. Zbl 1086.91032
Mokkhavesa, S.; Atkinson, C.
5
2002
Modelling repairable system reliability with explanatory variables and repair maintenance actions. Zbl 1063.90018
Lugtigheid, Diederik; Banjevic, Dragan; Jardine, Andrew K. S.
5
2004
A food distribution network problem: a case study. Zbl 1126.90061
Ambrosino, Daniela; Sciomachen, Anna
5
2007
A hybrid VNS-path relinking for the \(p\)-hub median problem. Zbl 1177.90252
PĂ©rez, MelquĂ­ades PĂ©rez; RodrĂ­guez, Francisco Almeida; Moreno-Vega, J. Marcos
5
2007
Use of VNS and TS in classification: variable selection and determination of the linear discrimination function coefficients. Zbl 1177.90421
Pacheco, Joaquín; Casado, Silvia; Nuñez, Laura
5
2007
Within-brand and cross-brand word-of-mouth for sequential multi-innovation diffusions. Zbl 1291.62262
Guseo, Renato; Mortarino, Cinzia
5
2014
On the selection of \(k\) routes in multiobjective hazmat route planning. Zbl 1198.90082
Caramia, Massimiliano; Giordani, Stefano; Iovanella, Antonio
5
2010
A Mellin transform approach to barrier option pricing. Zbl 07254127
Guardasoni, Chiara; Rodrigo, Marianito R.; Sanfelici, Simona
5
2020
Coordination of advertising in supply chain management with cooperating manufacturer and retailers. Zbl 1258.90048
Ghadimi, Saeed; Szidarovszky, Ferenc; Farahani, Reza Zanjirani; Khiabani, Alireza Yousefzadeh
5
2013
Metaheuristics for dynamic combinatorial optimization problems. Zbl 1288.90135
Yang, Shengxiang; Jiang, Yong; Nguyen, Trung Thanh
5
2013
Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
5
2018
A non-convex meta-frontier Malmquist index for measuring productivity over time. Zbl 07110051
Afsharian, Mohsen; Ahn, Heinz; Harms, Sören Guntram
5
2018
Portfolio management in a stochastic factor model under the existence of private information. Zbl 07110056
Baltas, Ioannis; Yannacopoulos, Athanasios N.
5
2019
The fortified Weiszfeld algorithm for solving the Weber problem. Zbl 1433.90079
Drezner, Zvi
5
2015
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model. Zbl 1433.91167
Appolloni, Elisa; Caramellino, Lucia; Zanette, Antonino
5
2015
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137
Li, Danping; Rong, Ximin; Zhao, Hui
5
2016
Supply chain aperiodicity, bullwhip and stability analysis with Jury’s inners. Zbl 1137.91517
Disney, Stephen M.
4
2008
Investigation of rolling horizon flexibility contracts in a supply chain under highly variable stochastic demand. Zbl 1137.91510
Walsh, Patrick M.; Williams, Peter A.; Heavey, Cathal
4
2008
Demand forecasting adjustments for service-level achievement. Zbl 1146.90397
Syntetos, Aris A.; Boylan, John E.
4
2008
Markovian regime-switching market completion using additional Markov jump assets. Zbl 1280.91078
Zhang, Xin; Elliott, Robert J.; Siu, Tak Kuen; Guo, Junyi
4
2012
Word-of-mouth and dynamical inhomogeneous markets: an efficiency measure and optimal sampling policies for the pre-launch stage. Zbl 1178.91147
Agliari, Elena; Burioni, Raffaella; Cassi, Davide; Neri, Franco Maria
4
2010
Scheduling fixtures for New Zealand cricket. Zbl 1078.90538
Wright, M. B.
4
2005
A two-time-scale model for hospital patient flow. Zbl 1125.90318
Ramakrishnan, M.; Sier, D.; Taylor, P. G.
4
2005
Time will tell: Behavioural scoring and the dynamics of consumer credit assessment. Zbl 0990.91032
Thomas, L. C.; Ho, J.; Scherer, W. T.
4
2001
Modelling consumer credit risk. Zbl 1001.91061
Hand, David J.
4
2001
A random point process model for the score in sport matches. Zbl 1169.90421
Volf, Petr
4
2009
A dynamic programming approach for the airport capacity allocation problem. Zbl 1115.90387
Dell’Olmo, Paolo; Lulli, Guglielmo
4
2003
Bicriterion shortest hyperpaths in random time-dependent networks. Zbl 1115.90321
Nielsen, Lars Relund; Andersen, Kim Allan
4
2003
Generalized proportional intensities models for repairable systems. Zbl 1137.90456
Percy, David F.; Alkali, Babakalli M.
4
2006
Optimal scheduling of non-perfect inspections. Zbl 1137.90463
Zequeira, R. I.; BĂ©renguer, C.
4
2006
Scenario generation for stochastic programming and simulation: a modelling perspective. Zbl 1154.90554
Di Domenica, Nico; Lucas, Cormac; Mitra, Gautam; Valente, Patrick
4
2009
Predicting overflow in an emergency department. Zbl 1154.90344
Au, L.; Byrnes, G. B.; Bain, C. A.; Fackrell, M.; Brand, C.; Campbell, D. A.; Taylor, P. G.
4
2009
A semi-Markov maintenance model with credit rating application. Zbl 1154.91498
D’Amico, Guglielmo
4
2009
Modelling the probability assessment of system state prognosis using available condition monitoring information. Zbl 1126.90015
Wang, Wenbin
4
2006
Optimization of financial and energy structure of productive capital. Zbl 1280.91116
Hritonenko, N.; Yatsenko, Y.
4
2006
Locating a service facility with some unserviced demand. Zbl 1126.90045
Drezner, Zvi; Scott, Carlton
4
2006
Single facility location on a network under mill and delivered pricing. Zbl 1126.90040
Pelegrín, Blas; Fernández, Pascual; Suárez, Rafael; García, María Dolores
4
2006
Interactive hidden Markov models and their applications. Zbl 1123.62087
Ching, W. K.; Fung, E.; Ng, M.; Siu, T. K.; Li, W. K.
4
2007
Multi-criteria decision model for selecting repair contracts by applying utility theory and variable interdependent parameters. Zbl 1202.90168
de Melo Brito, Anderson Jorge; de Almeida Filho, Adiel Teixeira; de Almeida, Adiel Teixeira
4
2010
Robust portfolio choice under the 4/2 stochastic volatility model. Zbl 07653424
Cheng, Yuyang; Escobar-Anel, Marcos
4
2023
Pricing energy quanto options in the framework of Markov-modulated additive processes. Zbl 07653423
Benth, Fred E.; Deelstra, Griselda; Kozpınar, And Sinem
3
2023
Inverse DEA-R models for merger analysis with negative data. Zbl 07712083
Soltanifar, Mehdi; Ghiyasi, Mojtaba; Sharafi, Hamid
1
2023
Strategic joining rules in unobservable queues with dynamic service rate. Zbl 07809146
Ma, Shuangfeng; Guo, Wei
1
2023
Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching. Zbl 07495790
He, Xin-Jiang; Chen, Wenting
8
2022
Forty years of score-based soccer match outcome prediction: an experimental review. Zbl 07427784
Hubáček, Ondřej; Šourek, Gustav; železný, Filip
2
2022
On skill and chance in sport. Zbl 07427786
Scarf, Phil; Khare, Akshay; Alotaibi, Naif
2
2022
Competitive balance measures and the uncertainty of outcome hypothesis in European football. Zbl 07427785
Manasis, V.; Ntzoufras, I.; Reade, J. J.
1
2022
Optimizing preventive maintenance over a finite planning horizon in a semi-Markov framework. Zbl 07427787
Herguedas, Antonio Sánchez; Marquez, Adolfo Crespo; Muñoz, Francisco Rodrigo
1
2022
Procurement modes for emergency supplies in the presence of disaster and commercial demands. Zbl 07427791
Sun, Xiaochen; Zhang, Jinghui; Hu, Wei
1
2022
Modelling and solving the bi-objective production-transportation problem with time windows and social sustainability. Zbl 07578503
Shahrabi, Fatemeh; Tavakkoli-Moghaddam, Reza; Triki, Chefi; Pahlevani, Mahsa; Rahimi, Yaser
1
2022
Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion. Zbl 07495787
Schlosser, Rainer
1
2022
Pricing formulas for perpetual American options with general payoffs. Zbl 07495788
Rodrigo, Marianito R.
1
2022
Optimal inspection policy for a second-hand product with a two-dimensional warranty. Zbl 07564435
Heydari, Majeed
1
2022
A new solution method for a class of large dimension rank-two nonconvex programs. Zbl 07371189
Cambini, Riccardo; Venturi, Irene
3
2021
An extended regularized adjusted plus-minus analysis for lineup management in basketball using play-by-play data. Zbl 07427775
Grassetti, Luca; Bellio, Ruggero; Di Gaspero, Luca; Fonseca, Giovanni; Vidoni, Paolo
2
2021
Modelling team performance in soccer using tactical features derived from position tracking data. Zbl 07427781
Goes, F. R.; Kempe, M.; van Norel, J.; Lemmink, K. A. P. M.
2
2021
Predicting play calls in the national football league using hidden Markov models. Zbl 07427782
Ă–tting, Marius
2
2021
Analysis of a two-dimensional stair-case warranty policy with preventive maintenance. Zbl 07613725
Wang, Jinting; Zhu, Sheng; Du, Simiao
2
2021
Modifying Bradley-Terry and other ranking models to allow ties. Zbl 07427778
Baker, Rose; Scarf, Philip
1
2021
Optimal sports betting strategies in practice: an experimental review. Zbl 07427779
Matej, Uhrín; Gustav, Šourek; Ondřej, Hubáček; Filip, Železný
1
2021
Coronavirus and sports leagues: obtaining a fair ranking when the season cannot resume. Zbl 07427783
Csató, László
1
2021
Strategic priority-purchasing and joining rules in a retrial queue. Zbl 07371191
Wang, Zhongbin; Wang, Jinting
1
2021
Reliability analysis of a system with two-stage degradation using Wiener processes with piecewise linear drift. Zbl 07613723
Dong, Qinglai; Cui, Lirong
1
2021
Bayesian degradation modelling for spare parts inventory management. Zbl 07613724
Ruiz, Cesar; Pohl, Edward; Liao, Haitao
1
2021
Channel structure and differential pricing strategies in dual-channel e-retail considering e-platform business models. Zbl 07613727
Fu, Yufang; Gu, Bojun; Xie, Yuying; Ye, Jun; Cao, Bin
1
2021
Defined contribution pension planning with a stochastic interest rate and mean-reverting returns under the hyperbolic absolute risk aversion preference. Zbl 07371179
Chang, Hao; Wang, Chunfeng; Fang, Zhenming; Ma, Dan
7
2020
A Mellin transform approach to barrier option pricing. Zbl 07254127
Guardasoni, Chiara; Rodrigo, Marianito R.; Sanfelici, Simona
5
2020
Merging decision-making units under inter-temporal dependence. Zbl 07371178
Zeinodin, E.; Ghobadi, S.
4
2020
Optimal investment and consumption problems under correlation ambiguity. Zbl 07254128
Han, Bingyan; Wong, Hoi Ying
3
2020
Lasso-based simulation for high-dimensional multi-period portfolio optimization. Zbl 07254131
Li, Zhongyu; Tsang, Ka Ho; Wong, Hoi Ying
3
2020
On the empirical performance of some new neural network methods for forecasting intermittent demand. Zbl 07254132
Babai, M. Z.; Tsadiras, A.; Papadopoulos, C.
3
2020
The propagation and identification of ARMA demand under simple exponential smoothing: forecasting expertise and information sharing. Zbl 07254133
Hsieh, Meng-Chen; Giloni, Avi; Hurvich, Clifford
3
2020
Multisite and multishift personnel planning with set-up costs. Zbl 07254125
Nearchou, A. C.; Giannikos, I. C.; Lagodimos, A. G.
2
2020
New order-statistics-based ranking models and faster computation of outcome probabilities. Zbl 07254126
Baker, Rose
2
2020
Supply chain risk management modelling: a systematic literature network analysis review. Zbl 07371183
Fagundes, Marcus Vinicius Carvalho; Teles, Eduardo Oliveira; Vieira de Melo, Silvio A. B.; Freires, Francisco Gaudêncio Mendonça
2
2020
Theoretical and practical motivations for the use of the moving average rule in the stock market. Zbl 07254130
Kouaissah, Noureddine; Orlandini, Davide; Ortobelli, Sergio; TichĂ˝, Tomas
1
2020
A hybrid preventive maintenance model for systems with partially observable degradation. Zbl 07254134
Finkelstein, Maxim; Cha, Ji Hwan; Levitin, Gregory
1
2020
Forecasting crude oil futures prices using global macroeconomic news sentiment. Zbl 07371180
Sadik, Zryan A.; Date, Paresh M.; Mitra, Gautam
1
2020
Multiple criteria cash management policies with particular liquidity terms. Zbl 07371181
Salas-Molina, Francisco; Pla-Santamaria, David; Garcia-Bernabeu, Ana; Mayor-Vitoria, Fernando
1
2020
Pricing resettable convertible bonds using an integral equation approach. Zbl 07371184
Lin, Sha; Zhu, Song-Ping
1
2020
Distance-based nearest neighbour forecasting with application to exchange rate predictability. Zbl 07371186
Kyriazi, Foteini; Thomakos, Dimitrios D.
1
2020
An inverse semi-oriented radial data envelopment analysis measure for dealing with negative data. Zbl 07371188
Ghiyasi, Mojtaba; Zhu, Ning
1
2020
Portfolio management in a stochastic factor model under the existence of private information. Zbl 07110056
Baltas, Ioannis; Yannacopoulos, Athanasios N.
5
2019
Dynamic pricing in retail with diffusion process demand. Zbl 07110072
Riseth, Asbjørn Nilsen
3
2019
The alpha male genetic algorithm. Zbl 07110060
Drezner, Zvi; Drezner, Taly Dawn
2
2019
Using Bradley-Terry models to analyse test match cricket. Zbl 07110064
Dewart, Neil; Gillard, Jonathan
2
2019
Integrability of exponential process and its application to backward stochastic differential equations. Zbl 07193193
Gashi, Bujar; Li, Jiajie
1
2019
A solution method for treatment scheduling in rehabilitation hospitals with real-life requirements. Zbl 07193194
Xiao, Liyang; Dridi, Mahjoub; Hajjam El Hassani, Amir; Lin, Wanlong; Fei, Hongying
1
2019
Routing problems in agricultural cooperatives: a model for optimization of transport vehicle logistics. Zbl 07193195
Guitián de Frutos, Roque M.; Casas-Méndez, Balbina
1
2019
Development and evaluation of a matheuristic for the combined beam angle and dose distribution problem in radiotherapy planning. Zbl 07193196
Obal, Thalita Monteiro; Irawan, Chandra Ade; Jones, Dylan; Ouelhadj, Djamila; Florentino, Helenice Oliveira; Gryczak, Vania; Volpi, Neida Maria Patias; Wilhelm, Volmir Eugenio
1
2019
Using statistics to detect match fixing in sport. Zbl 07193197
Forrest, David; McHale, Ian G.
1
2019
Lanchester modelling of intelligence in combat. Zbl 07110062
Coulson, S. G.
1
2019
News augmented GARCH(1,1) model for volatility prediction. Zbl 07110063
Sadik, Zryan A.; Date, Paresh M.; Mitra, Gautam
1
2019
The semi-geometric process and some properties. Zbl 07110044
Wu, Shaomin; Wang, Guanjun
8
2018
Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014
Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming
5
2018
A non-convex meta-frontier Malmquist index for measuring productivity over time. Zbl 07110051
Afsharian, Mohsen; Ahn, Heinz; Harms, Sören Guntram
5
2018
A new inverse data envelopment analysis model for mergers with negative data. Zbl 07110039
Amin, Gholam R.; Al-Muharrami, Saeed
4
2018
Optimal investment for insurers with correlation risk: risk aversion and investment horizon. Zbl 07110043
Chiu, Mei Choi; Wong, Hoi Ying
3
2018
Correlated default models driven by a multivariate regime-switching shot noise process. Zbl 07110050
Dong, Yinghui; Wang, Guojing; Yuen, Kam Chuen
2
2018
Selection policy for a manufacturer’s online channel: do it oneself or Cooperate with retailers. Zbl 07110052
Wang, Rufeng; Li, Bo; Li, Zhenhong; Hou, Pengwen; Song, Dongping
2
2018
On the existence of unique minimum for the cost function in a (Q,R) inventory model with backorders. Zbl 1473.90006
Halkos, George E.; Kevork, Ilias S.; Tziourtzioumis, Christos N.
1
2018
A theory of misperception in a stochastic dominance framework and its application to structured financial products. Zbl 1473.91033
Castellano, Rosella; Cerqueti, Roy
1
2018
A shifted tree model for the efficient evaluation of options with fixed dividends. Zbl 1473.91021
Costabile, Massimo; Massabò, Ivar; Russo, Emilio
1
2018
Approaches to designing the revenue sharing contract under asymmetric cost information. Zbl 1473.91010
Nosoohi, Iman; Nookabadi, Ali Shahandeh
1
2018
Operations management in distribution networks within a smart city framework. Zbl 07110042
Cerulli, Raffaele; Dameri, Renata Paola; Sciomachen, Anna
1
2018
Editorial: Challenges in multicriteria decision methods. Zbl 07110048
1
2018
Event count distributions from renewal processes: fast computation of probabilities. Zbl 07110053
Baker, Rose; Kharrat, Tarak
1
2018
The effect of the alliance between manufacturer and weak retailer on supply chain performance. Zbl 07110055
Zhang, Jianxiong; Lei, Liyan; Lu, Fuxiao; Cui, Lixin
1
2018
Cooperative advertising in a dual-channel supply chain with a fairness concern of the manufacturer. Zbl 1473.90015
Li, Bo; Hou, Peng-Wen; Li, Qing-Hua
12
2017
On the constant elasticity of variance model for the utility maximization problem with multiple risky assets. Zbl 1473.91019
Zhao, Hui; Rong, Ximin
7
2017
A progressive hedging method for the multi-path travelling salesman problem with stochastic travel times. Zbl 1433.90143
Perboli, Guido; Gobbato, Luca; Maggioni, Francesca
7
2017
A hybrid approach for the implementation of the Heston model. Zbl 07613718
Briani, Maya; Caramellino, Lucia; Zanette, Antonino
6
2017
Improving spare parts management for field services: a model and a case study for the repair kit problem. Zbl 1473.90010
Saccani, Nicola; Visintin, Filippo; Mansini, Renata; Colombi, Marco
4
2017
Which uncertainty is important in multistage stochastic programmes? A case from maritime transportation. Zbl 1433.90097
Pantuso, Giovanni; Fagerholt, Kjetil; Wallace, Stein W.
4
2017
A stochastic programming approach for the traveling purchaser problem. Zbl 1433.90024
Beraldi, Patrizia; Bruni, Maria Elena; Manerba, Daniele; Mansini, Renata
4
2017
Global optimization of two-echelon serial chains with replenishment costs. Zbl 1433.90031
Lagodimos, A. G.; Skouri, K.; Christou, I. T.
4
2017
Aggregation of randomly weighted large risks. Zbl 1473.62347
Asimit, Alexandru V.; Hashorva, Enkelejd; Kortschak, Dominik
3
2017
Optimal investment and consumption in a continuous-time co-integration model. Zbl 07613719
Shen, Yang; Siu, Tak Kuen
2
2017
Bayesian joint modelling of the health profile and demand of home care patients. Zbl 07613720
Argiento, Raffaele; Guglielmi, Alessandra; Lanzarone, Ettore; Nawajah, Inad
2
2017
Optimal replenishment policies for deteriorating items and permissible delay in payments. Zbl 1433.90010
Benkherouf, Lakdere; Gilding, Brian H.
2
2017
A systematic literature review of multicriteria and multi-objective models applied in risk management. Zbl 1473.91005
de Almeida, Adiel Teixeira; Alencar, Marcelo Hazin; Garcez, Thalles Vitelli; Ferreira, Rodrigo José Pires
1
2017
Distribution channel selection considering advertising productiveness. Zbl 1473.90079
Nie, Jiajia; Zhang, Jianxiong
1
2017
A portfolio return definition coherent with the investors’ preferences. Zbl 1473.91018
Ortobelli Lozza, Sergio; Petronio, Filomena; Lando, Tommaso
1
2017
A two-stage stochastic integer programming model for air traffic flow management. Zbl 1433.90026
Corolli, Luca; Lulli, Guglielmo; Ntaimo, Lewis; Venkatachalam, Saravanan
1
2017
Stochastic programming bilevel models for service provision with a balancing coordinator. Zbl 1433.90098
Pisciella, Paolo; Gaivoronski, Alexei A.
1
2017
Parallel variable neighbourhood search strategies for the cutwidth minimization problem. Zbl 1433.90132
Duarte, Abraham; Pantrigo, Juan J.; Pardo, Eduardo G.; Sánchez-Oro, Jesús
18
2016
Monopoly pricing in a retrial queue with delayed vacations for local area network applications. Zbl 1433.90051
Wang, Jinting; Zhang, Feng
12
2016
Supply chain management 1982–2015: a review. Zbl 1433.90003
Asgari, Nasrin; Nikbakhsh, Ehsan; Hill, Alex; Farahani, Reza Zanjirani
8
2016
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model. Zbl 1433.91137
Li, Danping; Rong, Ximin; Zhao, Hui
5
2016
Strategic pricing and advertising in the presence of a counterfeiter. Zbl 1433.91043
Buratto, Alessandra; Grosset, Luca; Zaccour, Georges
4
2016
Continuous variable neighbourhood search with modified Nelder-Mead for non-differentiable optimization. Zbl 1433.90194
Dražić, Milan; Dražić, Zorica; Mladenović, Nenad; Urošević, Dragan; Zhao, Qiu Hong
3
2016
Corruption, evasion and environmental policy: a game theory approach. Zbl 1433.91106
Cerqueti, Roy; Coppier, Raffaella
3
2016
Multi-criteria inventory classification: new consensual procedures. Zbl 1433.90021
Ladhari, Talel; Babai, M. Zied; Lajili, Imen
3
2016
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints. Zbl 1433.91149
Baccarin, Stefano; Marazzina, Daniele
3
2016
Insiders’ hedging in a stochastic volatility model. Zbl 1433.91179
Park, Sang-Hyeon; Lee, Kiseop
2
2016
Time consistency and time consistent generalized convex multistage risk measures. Zbl 1433.91053
Yang, Li; Chen, Zhi Ping; Zhang, Feng
2
2016
A general variable neighbourhood search for the multi-product inventory routing problem. Zbl 1433.90032
Mjirda, Anis; Jarboui, Bassem; Mladenović, Jelena; Wilbaut, Christophe; Hanafi, Saïd
1
2016
Measuring the risk of a non-linear portfolio with fat-tailed risk factors through a probability conserving transformation. Zbl 1433.91153
Date, Paresh; Bustreo, Roberto
1
2016
Optimal policy for a time consistent mean-variance model with regime switching. Zbl 1433.91160
Li, Gang; Chen, Zhi Ping; Liu, Jia
1
2016
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Cited by 2,224 Authors

30 Drezner, Zvi
13 Drezner, Tammy
11 Syntetos, Aris A.
10 Ching, Wai-Ki
10 Duarte, Abraham
9 Mansini, Renata
9 Mladenović, Nenad
9 Salhi, Said
8 Wang, Wenbin
7 Carrizosa, Emilio
7 Hritonenko, Natali
7 Kalczynski, Pawel Jan
7 Krishnamoorthy, Achyutha
7 Krivulin, Nikolai K.
7 Plastria, Frank
7 Siu, Tak Kuen
7 Wu, Shaomin
7 Yatsenko, Yuri
6 Brimberg, Jack
6 Iori, Manuel
6 Pardo, Eduardo G.
6 Sana, Shibsankar
6 Scarf, Philip A.
6 Zhang, Nan
5 Babai, Mohamed Zied
5 Beraldi, Patrizia
5 ButkoviÄŤ, Peter
5 Captivo, Maria Eugénia
5 Fatemi Ghomi, Seyyed Mohammad Taghi
5 Hanafi, SaĂŻd
5 Hand, David J.
5 Hansen, Pierre
5 Mamon, Rogemar S.
5 Ng, Michael Kwok-Po
5 Ogryczak, WĹ‚odzimierz
5 Pekalp, Mustafa Hilmi
5 Sánchez-Oro, Jesús
5 Sciomachen, Anna
5 Teunter, Ruud H.
5 Triki, Chefi
5 Viscolani, Bruno
5 Wong, Hoi Ying
5 Zanette, Antonino
5 Zerom, Dawit
5 Zhang, Yumo
4 AydoÄźdu, Halil
4 Bai, Yanfei
4 Boylan, John Edward
4 Bruni, Maria Elena
4 Buscher, Udo
4 Cavalcante, Cristiano Alexandre VirgĂ­nio
4 Fang, Ying
4 Gendron, Bernard
4 Goudenège, Ludovic
4 Ieva, Francesca
4 Kim, Michael Jong
4 Li, Danping
4 Liang, Liang
4 MartĂ­, Rafael
4 Matos Dias, Joana
4 Molent, Andrea
4 Nadarajah, Saralees
4 Nagy, Gábor
4 Orsenigo, Carlotta
4 Paganoni, Anna Maria
4 Perboli, Guido
4 Pourahmadi, Mohsen
4 Qian, Xiaosong
4 Romero Morales, Dolores
4 Vassiliou, Panagiotis C. G.
4 Vercellis, Carlo
4 Wang, Jinting
4 Wang, Xun
4 Wilbaut, Christophe
3 Alves de Queiroz, Thiago
3 Ambrosino, Daniela
3 Arlegi, Ritxar
3 Baldacci, Roberto
3 Barros, Anne
3 Behnamian, Javad
3 Berrade, M. D.
3 Bertocchi, Marida
3 Boschetti, Marco Antonio
3 Braglia, Marcello
3 Campi, Marco Claudio
3 Castellano, Davide
3 Chaussalet, Thierry J.
3 Chen, Yanhong
3 Clare, Andrew
3 Climaco, Joao Carlos Namorado
3 Cordeau, Jean-François
3 D’Amico, Guglielmo
3 Davidović, Tatjana
3 Disney, Stephen M.
3 Dokuchaev, Nikolai G.
3 Durán, Guillermo Alfredo
3 Fouladirad, Mitra
3 Fu, Yelin
3 Gao, Rui
3 Garatti, Simone
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Cited in 238 Journals

208 European Journal of Operational Research
71 Annals of Operations Research
64 Computers & Operations Research
34 International Transactions in Operational Research
21 Journal of Industrial and Management Optimization
20 Quantitative Finance
19 Applied Mathematics and Computation
18 Applied Mathematical Modelling
16 Mathematical Problems in Engineering
13 Insurance Mathematics & Economics
13 Optimization
13 Optimization Letters
12 Computational Management Science
11 Communications in Statistics. Theory and Methods
10 Top
10 INFORMS Journal on Computing
10 Journal of Applied Statistics
9 Computers & Mathematics with Applications
9 Journal of Computational and Applied Mathematics
9 Operations Research
9 Operations Research Letters
9 Journal of Global Optimization
9 Communications in Statistics. Simulation and Computation
9 Discrete Dynamics in Nature and Society
9 Methodology and Computing in Applied Probability
9 RAIRO. Operations Research
8 Journal of Statistical Computation and Simulation
8 CEJOR. Central European Journal of Operations Research
8 SN Operations Research Forum
7 Naval Research Logistics
7 International Journal of Production Research
7 Asia-Pacific Journal of Operational Research
7 Mathematical Methods of Operations Research
7 Statistical Modelling
7 OR Spectrum
6 Computational Optimization and Applications
6 Journal of Combinatorial Optimization
6 International Journal of Theoretical and Applied Finance
6 4OR
6 Statistical Methods and Applications
5 Opsearch
5 Linear Algebra and its Applications
5 Mathematical Programming. Series A. Series B
5 Complexity
5 Mathematical Finance
5 Networks and Spatial Economics
5 SIAM Journal on Financial Mathematics
5 Advances in Operations Research
5 Annals of Finance
4 Physica A
4 Information Sciences
4 Networks
4 Statistics & Probability Letters
4 Statistical Science
4 Japan Journal of Industrial and Applied Mathematics
4 Computational Statistics and Data Analysis
4 Computational Economics
4 Applied Mathematical Finance
4 Optimization Methods & Software
4 Mathematics and Financial Economics
4 Journal of Statistical Theory and Practice
4 Mathematical Programming Computation
4 International Journal of Systems Science. Principles and Applications of Systems and Integration
3 Discrete Applied Mathematics
3 Automatica
3 Journal of Optimization Theory and Applications
3 Kybernetika
3 Acta Mathematicae Applicatae Sinica. English Series
3 Queueing Systems
3 Computational Statistics
3 Journal of Heuristics
3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
3 Journal of Scheduling
3 International Journal of Applied Mathematics and Computer Science
3 Lobachevskii Journal of Mathematics
3 International Game Theory Review
3 Brazilian Journal of Probability and Statistics
3 Journal of Systems Science and Complexity
3 Decisions in Economics and Finance
3 Stochastic Models
3 ASTIN Bulletin
3 Stochastics
3 AStA. Advances in Statistical Analysis
3 INFOR: Information Systems and Operational Research
2 Applicable Analysis
2 International Journal of Systems Science
2 Journal of Mathematical Analysis and Applications
2 Mathematical Methods in the Applied Sciences
2 Fuzzy Sets and Systems
2 INFOR
2 Journal of Mathematical Economics
2 Journal of Multivariate Analysis
2 Mathematics and Computers in Simulation
2 Stochastic Analysis and Applications
2 International Journal of Approximate Reasoning
2 Mathematical and Computer Modelling
2 Numerical Algorithms
2 International Journal of Computer Mathematics
2 Pattern Recognition
2 Stochastic Processes and their Applications
...and 138 more Journals
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Cited in 36 Fields

732 Operations research, mathematical programming (90-XX)
371 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
203 Statistics (62-XX)
152 Probability theory and stochastic processes (60-XX)
57 Computer science (68-XX)
57 Systems theory; control (93-XX)
49 Numerical analysis (65-XX)
26 Calculus of variations and optimal control; optimization (49-XX)
17 Combinatorics (05-XX)
17 Linear and multilinear algebra; matrix theory (15-XX)
15 Biology and other natural sciences (92-XX)
13 Partial differential equations (35-XX)
6 Convex and discrete geometry (52-XX)
5 Integral equations (45-XX)
3 Ordinary differential equations (34-XX)
3 Dynamical systems and ergodic theory (37-XX)
3 Integral transforms, operational calculus (44-XX)
3 Geometry (51-XX)
2 Mathematical logic and foundations (03-XX)
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