• case-insensitive prefix search: default
  e.g., sig matches "SIGIR" as well as "signal"
• exact word search: append dollar sign ($) to word
  e.g., graph$ matches "graph", but not "graphics"
• boolean and: separate words by space
  e.g., codd model
• boolean or: connect words by pipe symbol (|)
  e.g., graph|network

Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.

found 32 matches

• 2019
• 
  Didem Sari Ay, Sarah M. Ryan:
  Observational data-based quality assessment of scenario generation for stochastic programs. Comput. Manag. Sci. 16(3): 521-540 (2019)
• 
  Diana Barro, Elio Canestrelli, Giorgio Consigli:
  Volatility versus downside risk: performance protection in dynamic portfolio strategies. Comput. Manag. Sci. 16(3): 433-479 (2019)
• 
  Joost Berkhout, Bernd Heidergott, Jennifer Sommer, Hans Daduna:
  Robustness analysis of generalized Jackson network. Comput. Manag. Sci. 16(4): 697-714 (2019)
• 
  Immanuel M. Bomze, Jianqiang Cheng, Peter J. C. Dickinson, Abdel Lisser, Jia Liu:
  Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches. Comput. Manag. Sci. 16(4): 593-619 (2019)
• 
  Algo Carè, Simone Garatti, Marco C. Campi:
  The wait-and-judge scenario approach applied to antenna array design. Comput. Manag. Sci. 16(3): 481-499 (2019)
• 
  Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo:
  Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. Comput. Manag. Sci. 16(1-2): 129-154 (2019)
• 
  Giorgio Consigli, Anton J. Kleywegt:
  Data-driven optimization in management. Comput. Manag. Sci. 16(3): 371-374 (2019)
• 
  Sjur Didrik Flåm:
  Blocks of coordinates, stochastic programming, and markets. Comput. Manag. Sci. 16(1-2): 3-16 (2019)
• 
  Thomas Flynn, Felisa J. Vázquez-Abad:
  A simultaneous perturbation weak derivative estimator for stochastic neural networks. Comput. Manag. Sci. 16(4): 715-738 (2019)
• 
  Angelos Georghiou, Daniel Kuhn, Wolfram Wiesemann:
  The decision rule approach to optimization under uncertainty: methodology and applications. Comput. Manag. Sci. 16(4): 545-576 (2019)
• 
  Rosella Giacometti, Berç Rustem:
  14th International Conference on Computational Management Science. Comput. Manag. Sci. 16(1-2): 1-2 (2019)
• 
  Margherita Giuzio, Sandra Paterlini:
  Un-diversifying during crises: Is it a good idea? Comput. Manag. Sci. 16(3): 401-432 (2019)
• 
  Ludovic Goudenège, Andrea Molent, Antonino Zanette:
  Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models. Comput. Manag. Sci. 16(1-2): 217-248 (2019)
• 
  Walter J. Gutjahr, Alois Pichler:
  Uncertainty, economics and optimization: recent developments. Comput. Manag. Sci. 16(4): 541-543 (2019)
• 
  Johan Hagenbjörk, Jörgen Blomvall:
  Simulation and evaluation of the distribution of interest rate risk. Comput. Manag. Sci. 16(1-2): 297-327 (2019)
• 
  Stefano Herzel, Marco Nicolosi:
  Optimal strategies with option compensation under mean reverting returns or volatilities. Comput. Manag. Sci. 16(1-2): 47-69 (2019)
• 
  Asmerilda Hitaj, Lorenzo Mercuri, Edit Rroji:
  Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization. Comput. Manag. Sci. 16(1-2): 71-95 (2019)
• 
  Stefan Hochrainer-Stigler, Juraj Balkovic, Kadri Silm, Anna Timonina-Farkas:
  Large scale extreme risk assessment using copulas: an application to drought events under climate change for Austria. Comput. Manag. Sci. 16(4): 651-669 (2019)
• 
  Werner Hölzl, Serguei Kaniovski, Yuriy Kaniovski:
  Exploring the dynamics of business survey data using Markov models. Comput. Manag. Sci. 16(4): 621-649 (2019)
• 
  Pablo Rovira Kaltwasser, Alessandro Spelta:
  Identifying systemically important financial institutions: a network approach. Comput. Manag. Sci. 16(1-2): 155-185 (2019)
• 
  Rüdiger Kiesel, Florentina Paraschiv, Audun Sætherø:
  On the construction of hourly price forward curves for electricity prices. Comput. Manag. Sci. 16(1-2): 345-369 (2019)
• 
  Young Shin Kim:
  Tempered stable process, first passage time, and path-dependent option pricing. Comput. Manag. Sci. 16(1-2): 187-215 (2019)
• 
  Raimund M. Kovacevic:
  Arbitrage conditions for electricity markets with production and storage. Comput. Manag. Sci. 16(4): 671-696 (2019)
• 
  Sergio Ortobelli Lozza, Enrico Angelelli, Alda Ndoci:
  Timing portfolio strategies with exponential Lévy processes. Comput. Manag. Sci. 16(1-2): 97-127 (2019)
• 
  Francesca Maggioni, Matteo Cagnolari, Luca Bertazzi:
  The value of the right distribution in stochastic programming with application to a Newsvendor problem. Comput. Manag. Sci. 16(4): 739-758 (2019)
• 
  Alexia Marchand, Michel Gendreau, Marko Blais, Jonathan Guidi:
  Optimized operating rules for short-term hydropower planning in a stochastic environment. Comput. Manag. Sci. 16(3): 501-519 (2019)
• 
  Giovanni Micheli, Emiliano Soda, Maria Teresa Vespucci, Marco Gobbi, Alessandro Bertani:
  Big data analytics: an aid to detection of non-technical losses in power utilities. Comput. Manag. Sci. 16(1-2): 329-343 (2019)
• 
  Martina Nardon, Paolo Pianca:
  European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions. Comput. Manag. Sci. 16(1-2): 249-274 (2019)
• 
  Vladimir I. Norkin:
  B&B method for discrete partial order optimization. Comput. Manag. Sci. 16(4): 577-592 (2019)
• 
  Barbora Petrová:
  Multistage portfolio optimization with multivariate dominance constraints. Comput. Manag. Sci. 16(1-2): 17-46 (2019)

skipping 2 more matches