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@article{DBLP:journals/cms/Anagnostopoulos11,
  author       = {Konstantinos P. Anagnostopoulos and
                  Georgios Mamanis},
  title        = {Multiobjective evolutionary algorithms for complex portfolio optimization
                  problems},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {3},
  pages        = {259--279},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0113-8},
  doi          = {10.1007/S10287-009-0113-8},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/Anagnostopoulos11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/CorsaroAMP11,
  author       = {Stefania Corsaro and
                  Pasquale L. De Angelis and
                  Zelda Marino and
                  Francesca Perla},
  title        = {Participating life insurance policies: an accurate and efficient parallel
                  software for {COTS} clusters},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {3},
  pages        = {219--236},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0100-0},
  doi          = {10.1007/S10287-009-0100-0},
  timestamp    = {Tue, 16 Aug 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/CorsaroAMP11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/FariaF11,
  author       = {Eduardo Faria and
                  Stein{-}Erik Fleten},
  title        = {Day-ahead market bidding for a Nordic hydropower producer: taking
                  the Elbas market into account},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {75--101},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0108-5},
  doi          = {10.1007/S10287-009-0108-5},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/cms/FariaF11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/Fukushima11,
  author       = {Masao Fukushima},
  title        = {Restricted generalized Nash equilibria and controlled penalty algorithm},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {3},
  pages        = {201--218},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0097-4},
  doi          = {10.1007/S10287-009-0097-4},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/Fukushima11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/GaudenziZ11,
  author       = {Marcellino Gaudenzi and
                  Antonino Zanette},
  title        = {Pricing cliquet options by tree methods},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {125--135},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0109-4},
  doi          = {10.1007/S10287-009-0109-4},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/GaudenziZ11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/GelenbeLSM11,
  author       = {Erol Gelenbe and
                  Peixiang Liu and
                  Boleslaw K. Szymanski and
                  Christopher Morrell},
  title        = {Cognitive and self-selective routing for sensor networks},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {3},
  pages        = {237--258},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0102-y},
  doi          = {10.1007/S10287-009-0102-Y},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/GelenbeLSM11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/GotohT11,
  author       = {Jun{-}ya Gotoh and
                  Akiko Takeda},
  title        = {On the role of norm constraints in portfolio selection},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {4},
  pages        = {323},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-011-0130-2},
  doi          = {10.1007/S10287-011-0130-2},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/GotohT11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/HaneveldSV11,
  author       = {Willem K. Klein Haneveld and
                  Matthijs H. Streutker and
                  Maarten H. van der Vlerk},
  title        = {Collective adjustment of pension rights in {ALM} models},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {137--156},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0111-x},
  doi          = {10.1007/S10287-009-0111-X},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/HaneveldSV11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/KautW11,
  author       = {Michal Kaut and
                  Stein W. Wallace},
  title        = {Shape-based scenario generation using copulas},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {181--199},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0110-y},
  doi          = {10.1007/S10287-009-0110-Y},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/KautW11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/KrinkP11,
  author       = {Thiemo Krink and
                  Sandra Paterlini},
  title        = {Multiobjective optimization using differential evolution for real-world
                  portfolio optimization},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {157--179},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0107-6},
  doi          = {10.1007/S10287-009-0107-6},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/KrinkP11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/Kuhn11,
  author       = {Daniel Kuhn},
  title        = {Preface},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {1--2},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0112-9},
  doi          = {10.1007/S10287-009-0112-9},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/Kuhn11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/MaaloufTA11,
  author       = {Maher Maalouf and
                  Theodore B. Trafalis and
                  Indra Adrianto},
  title        = {Kernel logistic regression using truncated Newton method},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {4},
  pages        = {415--428},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-010-0128-1},
  doi          = {10.1007/S10287-010-0128-1},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/MaaloufTA11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/MacLeanZZ11,
  author       = {Leonard C. MacLean and
                  Yonggan Zhao and
                  William T. Ziemba},
  title        = {Mean-variance versus expected utility in dynamic investment analysis},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {3--22},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0106-7},
  doi          = {10.1007/S10287-009-0106-7},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/MacLeanZZ11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/MonteiroTV11,
  author       = {Ana Margarida Monteiro and
                  Reha H. T{\"{u}}t{\"{u}}nc{\"{u}} and
                  Lu{\'{\i}}s Nunes Vicente},
  title        = {Estimation of risk-neutral density surfaces},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {4},
  pages        = {387--414},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-010-0126-3},
  doi          = {10.1007/S10287-010-0126-3},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/MonteiroTV11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/PiacentiniR11,
  author       = {Mauro Piacentini and
                  Francesco Rinaldi},
  title        = {Path loss prediction in urban environment using learning machines
                  and dimensionality reduction techniques},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {4},
  pages        = {371--385},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-010-0121-8},
  doi          = {10.1007/S10287-010-0121-8},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/PiacentiniR11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/Pinar11,
  author       = {Mustafa {\c{C}}. Pinar},
  title        = {Gain-loss based convex risk limits in discrete-time trading},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {3},
  pages        = {299--321},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-010-0122-7},
  doi          = {10.1007/S10287-010-0122-7},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/Pinar11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/Sabino11,
  author       = {Piergiacomo Sabino},
  title        = {Implementing quasi-Monte Carlo simulations with linear transformations},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {51--74},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0104-9},
  doi          = {10.1007/S10287-009-0104-9},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/Sabino11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/TrafalisOR11,
  author       = {Theodore B. Trafalis and
                  Olutayo O. Oladunni and
                  Michael B. Richman},
  title        = {Linear classification tikhonov regularization knowledge-based support
                  vector machine for tornado forecasting},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {3},
  pages        = {281--297},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0120-9},
  doi          = {10.1007/S10287-009-0120-9},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/TrafalisOR11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/Triantafyllopoulos11,
  author       = {Kostas Triantafyllopoulos and
                  Giovanni Montana},
  title        = {Dynamic modeling of mean-reverting spreads for statistical arbitrage},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {23--49},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0105-8},
  doi          = {10.1007/S10287-009-0105-8},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/Triantafyllopoulos11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/WatsonW11,
  author       = {Jean{-}Paul Watson and
                  David L. Woodruff},
  title        = {Progressive hedging innovations for a class of stochastic mixed-integer
                  resource allocation problems},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {4},
  pages        = {355--370},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-010-0125-4},
  doi          = {10.1007/S10287-010-0125-4},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/WatsonW11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/cms/WinkerLS11,
  author       = {Peter Winker and
                  Marianna Lyra and
                  Chris Sharpe},
  title        = {Least median of squares estimation by optimization heuristics with
                  an application to the {CAPM} and a multi-factor model},
  journal      = {Comput. Manag. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {103--123},
  year         = {2011},
  url          = {https://doi.org/10.1007/s10287-009-0103-x},
  doi          = {10.1007/S10287-009-0103-X},
  timestamp    = {Sun, 10 May 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/cms/WinkerLS11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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