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ORCIDComputational Management Science, Volume 18
Volume 18, Number 1, January 2021
- Wolfgang Messner
:
Empirically assessing noisy necessary conditions with activation functions. 1-23 - Tammy Drezner, Zvi Drezner, Pawel Jan Kalczynski:
Directional approach to gradual cover: the continuous case. 25-47 - Tadeusz Antczak:
A new approximation approach to optimality and duality for a class of nonconvex differentiable vector optimization problems. 49-71 - Januj 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? 73-97 - Amirhossein Bazargan, Salma Karray, Saeed Zolfaghari:
Can restrictions on redemption timing boost profitability of loyalty programs in competitive environments? 99-124
Volume 18, Number 2, June 2021
- Michelle Bandarra, Vincent Guigues:
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments. 125-148 - Gaetano La Bua, Daniele Marazzina:
On the application of Wishart process to the pricing of equity derivatives: the multi-asset case. 149-176 - Joseph Ryan Glover, Vinh Quan, Saeed Zolfaghari:
Some new perspectives for solving 0-1 integer programming problems using Balas method. 177-193 - Songkomkrit Chaiyakan, Phantipa Thipwiwatpotjana:
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns. 195-212 - Massimo Arnone, Michele Leonardo Bianchi, Anna Grazia Quaranta, Gian Luca Tassinari:
Catastrophic risks and the pricing of catastrophe equity put options. 213-237 - Luca Vincenzo Ballestra:
Enhancing finite difference approximations for double barrier options: mesh optimization and repeated Richardson extrapolation. 239-263
Volume 18, Number 3, July 2021
- Stein-Erik Fleten, Rüdiger Schultz:
Recent advances in applied optimization under uncertainty. 265 - Mina 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. 267-297 - Taras Bodnar, Mathias Lindholm, Erik Thorsén, Joanna Tyrcha:
Quantile-based optimal portfolio selection. 299-324 - Giovanni Pantuso:
A node formulation for multistage stochastic programs with endogenous uncertainty. 325-354 - Giovanni Bonaccolto:
Quantile- based portfolios: post- model- selection estimation with alternative specifications. 355-383 - Yves Mbeutcha, Michel Gendreau, Grégory Emiel:
A hybrid dynamic programming - Tabu Search approach for the long-term hydropower scheduling problem. 385-410 - Michal Kaut:
Scenario generation by selection from historical data. 411-429
Volume 18, Number 4, October 2021
- Toly Chen:
A diversified AHP-tree approach for multiple-criteria supplier selection. 431-453 - Addis Belete Zewde, Semu Mitiku Kassa:
Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints. 455-475 - Margareta Gardijan Kedzo, Bosko Sego:
The relative efficiency of option hedging strategies using the third-order stochastic dominance. 477-504 - Anna Schwele, Christos Ordoudis, Pierre Pinson, Jalal Kazempour:
Coordination of power and natural gas markets via financial instruments. 505-538 - Flavio Angelini, Katia Colaneri, Stefano Herzel, Marco Nicolosi:
Implicit incentives for fund managers with partial information. 539-561 - Timon Gärtner, Serguei Kaniovski, Yuriy Kaniovski:
Numerical estimates of risk factors contingent on credit ratings. 563-589
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