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Computational Management Science : CMS
Insurance / Mathematics & economics
146
European journal of operational research : EJOR
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Economics letters
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Discussion paper / Tinbergen Institute
74
Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of forecasting
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Operations research letters
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Journal of econometrics
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Report / Econometric Institute, Erasmus University Rotterdam
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Scandinavian actuarial journal
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Metrika : international journal for theoretical and applied statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of mathematical economics
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Operations research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Mathematics of operations research
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Acta Universitatis Wratislaviensis : AUW
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Mathematics Preprint Archive
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Statistics in transition : an international journal of the Polish Statistical Association
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Journal of risk and uncertainty : JRU
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Order statistics: applications
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International journal of production research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER Working Paper
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Econometric reviews
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Finance and stochastics
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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INFORMS journal on computing : JOC
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Journal of behavioral decision making
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ECONIS (ZBW)
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1
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
Nardon, Martina
;
Pianca, Paolo
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10011993474
Saved in:
2
Putting a price tag on temperature
Xiong, Heng
;
Mamon, Rogemar
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 259-296
Persistent link: https://www.econbiz.de/10011876585
Saved in:
3
Determination and estimation of risk aversion coefficients
Bodnar, Taras
;
Okhrin, Yarema
;
Vitlinskyy, Valdemar
; …
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 297-317
Persistent link: https://www.econbiz.de/10011876592
Saved in:
4
Higher-order total variation bounds for expectations of periodic functions and simple integer recourse approximations
Laan, Niels van der
;
Romeijnders, Ward
;
Vlerk, Maarten …
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10011922951
Saved in:
5
Decision-dependent probabilities in stochastic programs with recourse
Hellemo, Lars
;
Barton, Paul I.
;
Tomasgard, Asgeir
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 369-395
Persistent link: https://www.econbiz.de/10011922957
Saved in:
6
Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex
;
Roman, Diana
;
Mitra, Gautam
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
Saved in:
7
Probabilistic constraints via SQP solver : application to a renewable energy management problem
Bremer, Ingo
;
Henrion, René
;
Möller, Andris
- In:
Computational Management Science : CMS
12
(
2015
)
3
,
pp. 435-459
Persistent link: https://www.econbiz.de/10011285973
Saved in:
8
Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
9
Single source single-commodity stochastic network design
Thapalia, Biju K.
;
Wallace, Stein W.
;
Kaut, Michal
; …
- In:
Computational Management Science : CMS
9
(
2012
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10009426591
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