Subjects -> MATHEMATICS (Total: 1013 journals)
    - APPLIED MATHEMATICS (92 journals)
    - GEOMETRY AND TOPOLOGY (23 journals)
    - MATHEMATICS (714 journals)
    - MATHEMATICS (GENERAL) (45 journals)
    - NUMERICAL ANALYSIS (26 journals)
    - PROBABILITIES AND MATH STATISTICS (113 journals)

MATHEMATICS (714 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 4)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 13)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 5)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Hybrid Journal   (Followers: 43)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 2)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 3)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 5)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 9)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 6)
Advances in Catalysis     Full-text available via subscription   (Followers: 7)
Advances in Complex Systems     Hybrid Journal   (Followers: 10)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 16)
Advances in Decision Sciences     Open Access   (Followers: 4)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access  
Advances in Geosciences (ADGEO)     Open Access   (Followers: 20)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 6)
Advances in Materials Science     Open Access   (Followers: 21)
Advances in Mathematical Physics     Open Access   (Followers: 6)
Advances in Mathematics     Full-text available via subscription   (Followers: 18)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 13)
Advances in Operator Theory     Hybrid Journal  
Advances in Pure Mathematics     Open Access   (Followers: 10)
Advances in Science and Research (ASR)     Open Access   (Followers: 9)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 8)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 5)
Afrika Matematika     Hybrid Journal   (Followers: 2)
Air, Soil & Water Research     Open Access   (Followers: 6)
AKSIOMATIK : Jurnal Penelitian Pendidikan dan Pembelajaran Matematika     Open Access  
Al-Jabar : Jurnal Pendidikan Matematika     Open Access  
Al-Qadisiyah Journal for Computer Science and Mathematics     Open Access   (Followers: 3)
AL-Rafidain Journal of Computer Sciences and Mathematics     Open Access   (Followers: 4)
Algebra and Logic     Hybrid Journal   (Followers: 9)
Algebra Colloquium     Hybrid Journal   (Followers: 3)
Algebra Universalis     Hybrid Journal   (Followers: 3)
Algorithmic Operations Research     Open Access   (Followers: 6)
Algorithms     Open Access   (Followers: 14)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 4)
American Journal of Mathematical Analysis     Open Access   (Followers: 1)
American Journal of Mathematical and Management Sciences     Hybrid Journal  
American Journal of Mathematics     Full-text available via subscription   (Followers: 7)
American Journal of Operations Research     Open Access   (Followers: 6)
American Mathematical Monthly     Full-text available via subscription   (Followers: 3)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 12)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access  
Analysis and Applications     Hybrid Journal   (Followers: 2)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 7)
Anargya : Jurnal Ilmiah Pendidikan Matematika     Open Access  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 3)
Annales Universitatis Mariae Curie-Sklodowska, sectio A – Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 3)
Annals of Data Science     Hybrid Journal   (Followers: 15)
Annals of Functional Analysis     Hybrid Journal   (Followers: 2)
Annals of Mathematics     Full-text available via subscription   (Followers: 5)
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 13)
Annals of PDE     Hybrid Journal  
Annals of Pure and Applied Logic     Open Access   (Followers: 5)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access   (Followers: 1)
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access   (Followers: 1)
Annals of West University of Timisoara - Mathematics and Computer Science     Open Access   (Followers: 2)
Annuaire du Collège de France     Open Access   (Followers: 6)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 3)
Applications of Mathematics     Hybrid Journal   (Followers: 3)
Applied Categorical Structures     Hybrid Journal   (Followers: 5)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 16)
Applied Mathematics     Open Access   (Followers: 6)
Applied Mathematics     Open Access   (Followers: 6)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 7)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal   (Followers: 1)
Applied Mathematics and Nonlinear Sciences     Open Access   (Followers: 1)
Applied Mathematics Letters     Full-text available via subscription   (Followers: 3)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 3)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 4)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 5)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 1)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 3)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 4)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Armenian Journal of Mathematics     Open Access  
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites     Open Access   (Followers: 21)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Research Journal of Mathematics     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 7)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 5)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access   (Followers: 2)
Banach Journal of Mathematical Analysis     Hybrid Journal  
Basin Research     Hybrid Journal   (Followers: 6)
BIBECHANA     Open Access  
Biomath     Open Access  
BIT Numerical Mathematics     Hybrid Journal  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription  
British Journal for the History of Mathematics     Hybrid Journal   (Followers: 2)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 18)
British Journal of Mathematics & Computer Science     Full-text available via subscription   (Followers: 1)
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 2)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 3)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 3)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 4)
Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics     Open Access  
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 2)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the Iranian Mathematical Society     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Cadernos do IME : Série Matemática     Open Access  
Calculus of Variations and Partial Differential Equations     Hybrid Journal   (Followers: 1)
Canadian Journal of Mathematics / Journal canadien de mathématiques     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 20)
Canadian Mathematical Bulletin     Hybrid Journal  
Carpathian Mathematical Publications     Open Access  
Catalysis in Industry     Hybrid Journal  
CAUCHY     Open Access   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 5)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 1)
Chaos, Solitons & Fractals : X     Open Access   (Followers: 1)
ChemSusChem     Hybrid Journal   (Followers: 8)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Ciencia     Open Access  
CODEE Journal     Open Access  
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 3)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Hybrid Journal   (Followers: 3)
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 5)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 20)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 3)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 6)
Complex Analysis and its Synergies     Open Access   (Followers: 1)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Compositio Mathematica     Full-text available via subscription   (Followers: 2)
Comptes Rendus : Mathematique     Open Access  
Computational and Applied Mathematics     Hybrid Journal   (Followers: 3)
Computational and Mathematical Methods     Hybrid Journal  
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 5)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 11)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 9)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 10)
Confluentes Mathematici     Hybrid Journal  
Constructive Mathematical Analysis     Open Access  
Contributions to Discrete Mathematics     Open Access  
Contributions to Game Theory and Management     Open Access  
COSMOS     Hybrid Journal   (Followers: 1)
Cross Section     Full-text available via subscription   (Followers: 1)
Cryptography and Communications     Hybrid Journal   (Followers: 11)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Current Research in Biostatistics     Open Access   (Followers: 8)
Czechoslovak Mathematical Journal     Hybrid Journal  
Daya Matematis : Jurnal Inovasi Pendidikan Matematika     Open Access  
Demographic Research     Open Access   (Followers: 14)
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 35)
Desimal : Jurnal Matematika     Open Access  
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 2)
Differentsial'nye Uravneniya     Open Access  
Digital Experiences in Mathematics Education     Hybrid Journal   (Followers: 3)
Discrete Mathematics     Hybrid Journal   (Followers: 7)
Discrete Mathematics & Theoretical Computer Science     Open Access   (Followers: 1)
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae - General Algebra and Applications     Open Access  
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Doklady Akademii Nauk     Open Access  

        1 2 3 4 | Last

Similar Journals
Journal Cover
Advances in Operations Research
Journal Prestige (SJR): 0.205
Citation Impact (citeScore): 1
Number of Followers: 13  

  This is an Open Access Journal Open Access journal
ISSN (Print) 1687-9147 - ISSN (Online) 1687-9155
Published by Hindawi Homepage  [339 journals]
  • Cutting Tools Assignment and Control Using Neutrosophic Case-Based
           Reasoning and Best Worst Method

    • Abstract: Cutting tools management is one of the major issues in metal cutting operations. Most of the problems in cutting tools management were mostly addressed using optimization, heuristic, and simulation techniques. This important problem was not studied using decision-based approaches. This study proposed a decision support system (DSS) that can perform part-cutting tools assignment and control decisions by integrating a neutrosophic case-based reasoning and the best-worst method (BWM) in metal cutting processes. Specifically, this study utilized the integration of case-based reasoning (CBR) and single-valued neutrosophic set (SVNS) theories in artificial intelligence (AI). Furthermore, the proposed DSS applies the BWM to determine optimal weights for case attributes from multicriteria decision-making (MCDM). The system retrieves the most similar historical cases using a neutrosophic CBR and the BWM to adapt their cutting tool requirements to the current product orders. In addition, it revises retrieved cases (tool sets) depending on attribute differences between new and retrieved cases using rule-based reasoning (RBR) from experts. This study provided new insights regarding the application of a neutrosophic CBR and its integration with the BWM. Specifically, the integration of SVNS, CBR, and BWM was not articulated in cutting tools management problems. A numerical example was illustrated in a computer-simulated environment to show the applicability of the proposed DSS using lathe machine operations.
      PubDate: Sat, 29 Oct 2022 07:50:00 +000
       
  • On the Odd Perks Exponential Model: An Application to Quality Control Data

    • Abstract: In the present study, the group acceptance plan is examined when the lifetime of an item follows the odd Perks exponential distribution, and a large number of items regarded as a group are evaluated simultaneously. The crucial parameters are derived from the consumer risk and the test termination period. The operating characteristics function values are generated for various quality levels. An optimized group acceptance plan and comparison of group acceptance sampling plan with the ordinary sampling plan are also presented. Additionally, a graphical illustration of operating characteristics for diverse groups and parametric values is provided. The minimum ratios of the actual average life to the stipulated average life are likewise computed at the prescribed producer’s risk. Examples are used to illustrate the outcomes via our algorithm under the odd Perks exponential distribution setting. It is explained using a quality control dataset to establish its practical versatility.
      PubDate: Wed, 28 Sep 2022 02:50:00 +000
       
  • Stochastic P-Robust Approach to a Centralized Two-Stage DEA System with
           Resource Waste

    • Abstract: Uncertain data and undesirable outputs are two challenging issues in traditional data envelopment analysis (DEA) models while dealing with the environmental efficiency estimation of decision-making units (DMUs). This study considers Stackelberg and the centralized game theory approach in a two-stage DEA model for evaluating DMUs in the presence of uncertainty and undesirable outputs simultaneously. To tackle the uncertainty, we apply the p-robust technique and assume that undesirable outputs are weakly disposable. The proposed fractional models are linearized using the Charnes and Cooper transformation. We utilize the new models for a real dataset drawn from 11 oil generation ports in the Persian Gulf region consisting of two stages: an oil production stage and a wastewater treatment stage. The results revealed that the managers should take different strategies in environmental efficiency evaluation including undesirable impacts and also efficiency improvement in increasing oil generation. Further, the empirical results showed that the stochastic p-robust approach for controlling the conservatism level leads to a more conservative solution, and policymakers could recognize the significant steps that should be followed to improve each oil generation unit’s environmental performance. Also, to show the reliability and accuracy of the results and the effect of the decision-maker’s preference, a detailed sensitivity analysis is performed.
      PubDate: Mon, 19 Sep 2022 05:05:01 +000
       
  • A Three-Stage Game Analysis of Private Lending Rate Ceiling: Necessity,
           Impact, and Solution

    • Abstract: The ceiling on private lending interest rates is a powerful financial tool to maintain financial stability and reduce usury. Especially now that peer-to-peer lending has encountered some challenges, the ceiling is an essential way to regulate this market. The purpose of this paper is to analyze the necessity and the impact of such a powerful tool and also to find the optimal solution to determine it. The paper proves the ceiling on private lending interest rates is an inevitable choice by using an evolutionary game. However, it is shown that the lowering of the ceiling on private lending interest rates will increase both the difficulty of financing for SMEs and the default rate. Two optimal solutions to the ceiling are obtained in this study, which also prevent an increase in borrowing costs.
      PubDate: Tue, 23 Aug 2022 02:35:00 +000
       
  • Additive Slack-Based Measure for a Two-Stage Structure with Shared Inputs
           and Undesirable Feedback

    • Abstract: The two-stage data envelopment analysis models are among the widely used mathematical programming approaches to evaluate the performance of two-stage structures. In this paper, a two-stage structure with shared inputs and feedback is studied. To reduce undesirable outputs, an additive slack-based measure model is proposed to evaluate the stages and overall efficiencies, while undesirable outputs are weakly disposable. As it does not require determining the weights for combining stages’ efficiencies, all Pareto optimal stages’ efficiencies can be gained. In addition, the proposed approach can identify desirable outputs from undesirable outputs, thereby avoiding the need for weighting. This advantage from the aspect of multiobjective programming helps internal evaluation of the network model to match priorities of managers. The proposed nonlinear model is reformulated as a second-order cone program, which is a convex optimization problem that can be solved to global optimality. This is a computational improvement over the parametric models in the literature. Furthermore, the proposed model is applied for country-wise and area-wise performance evaluations of a real industrial application dataset in mainland China. Results show that the efficiency of the overall system relies between the efficiencies of the two stages and for all DMUs, the first stage’s efficiency scores are always higher than the second stage ones in both evaluations. Also, the Pearson correlation coefficient test results show that the overall efficiency is more correlated with the waste disposal stage. Finally, to show the effect of the decision maker’s preference, a detailed sensitivity analysis is performed.
      PubDate: Mon, 11 Jul 2022 08:50:00 +000
       
  • Green Fuzzy Tourist Trip Design Problem

    • Abstract: The shift from mass tourism to more personalized travel denotes great importance in the construction of tourist itineraries. Given the negative impacts of transport and tourism on the environment, sustainability criteria play an important role. The Tourist Trip Design Problem is related to the design of itineraries for tourists. Planning is complex in tourist regions of developing countries where the information associated with tourist activities is difficult to access, vague, and incomplete. With this information, tourists must plan their trip, and the conditions and limitations they establish for it are flexible and imprecise. Fuzzy optimization can address problems with this type of information and constraints. Therefore, in this paper, an analysis of the tourism supply chain is carried out, taking as a case study the Department of Sucre on Colombia's Caribbean coast. A Multiconstraint Multimodal Team Orienteering Problem with Time Windows and fuzzy constraints is developed to model the tourism trip design problem that maximizes profit and minimizes CO2 emissions. The model is tested using datasets from the literature and the real world. The results demonstrate consistency with the fuzzy approach and generate a set of low-emission solutions.
      PubDate: Fri, 24 Jun 2022 08:50:00 +000
       
  • A Consumption and Investment Problem via a Markov Decision Processes
           Approach with Random Horizon

    • Abstract: This work is devoted to a consumption and investment problem, in which there is an investor with certain initial wealth with the possibility of deciding how much of such wealth will be consumed and how much will be invested in each of a series of successive times. The key issue is to find a wealth assignation rule in order to maximize the performance criteria; such dilemma will be achieved by the dynamic programming technique for the Markov decision processes with random horizon.
      PubDate: Tue, 07 Jun 2022 05:35:01 +000
       
  • Multiobjective Green Time-Dependent Location-Routing Problem and
           Algorithms

    • Abstract: To reduce the logistic cost and carbon emission and improve customer satisfaction, this study proposes a multiobjective green time-dependent location routing problem (MOGTDLRP) model in which the objectives are to minimize the distribution total cost, delivery time, and fuel consumption. This model will be solved by several hyperheuristic algorithms which include the high-level heuristics and the low-level heuristics. There are three acceptance criterions for the solution: improving and equal, all moves and accept all solutions, and dynamic acceptance criteria. Through the case, the performance of the algorithm and the influence of various factors on the solution are analyzed in this study. The experimental results show that the proposed model can effectively reduce logistic costs, carbon emissions, and vehicle travel time.
      PubDate: Sat, 21 May 2022 08:20:00 +000
       
  • Development of a Bounded Two-Stage Data Envelopment Analysis Model in the
           Intuitionistic Fuzzy Environment

    • Abstract: Data Envelopment Analysis is a powerful tool for evaluating the efficiency of decision-making units for the purpose of ranking, comparing, and differentiating efficient and inefficient units. Classical Data Envelopment Analysis methods operate by measuring the efficiency of each DMU compared to similar units without considering their internal workings and structures, which make them unsuitable for cases where DMUs are multistaged processes with intermediate products or when inputs and outputs are ambiguous or nonconfigurable. In problems that involve uncertainty, intuitionistic fuzzy sets can offer a better representation and interpretation of information than classic sets. In this paper, the noncooperative network data envelopment analysis model of Liang et al. (2008), which is based on Stackelberg game theory and efficiency decomposition, is expanded using the concepts of best and worst relative returns Data Envelopment Analysis model of Azizi et al. (2013) into an interval efficiency estimation model with α-β cuts for two-stage DMUs with trapezoidal intuitionistic fuzzy data. Furthermore, the method of Yue (2011) is used to rank these DMUs in terms of their intuitionistic fuzzy interval efficiency. A numerical example is also provided to illustrate the application of the proposed bounded two-stage intuitionistic Data Envelopment Analysis model.
      PubDate: Tue, 17 May 2022 02:35:00 +000
       
  • Optimal HARA Investments with Terminal VaR Constraints

    • Abstract: This paper studies the impact of Value at Risk (VaR) constraints on investors with hyperbolic absolute risk aversion (HARA) risk preferences. We derive closed-form representations for the “triplet”: optimal investment, terminal wealth, and value function, via extending the Bellman-based methodology from constant relative risk aversion (CRRA) utilities to HARA utilities. In the numerical part, we compare our solution (HARA-VaR) to three critical embedded cases, namely, CRRA, CRRA-VaR, and HARA, assessing the influence of key parameters like the VaR probability and floor on the optimal wealth distribution and allocations. The comparison highlights a stronger impact of VaR on a CRRA-VaR investor compared to a HARA-VaR (HV). This is in terms of not only lower Sharpe ratios but also higher tail risk and lower returns on wealth. The HV analysis demonstrates that combining both, capital guarantee and VaR, may lead to a correction of the partially adverse effects of the VaR constraint on the risk appetite. Moreover, the HV portfolio strategy also does not show the high kurtosis observed for the PV strategy. A wealth-equivalent loss (WEL) analysis is also implemented demonstrating that, for a HV investor, losses would be more serious if adopting a CRRA-VaR strategy as compared to a HARA strategy.
      PubDate: Mon, 09 May 2022 11:20:01 +000
       
  • Decision-Making Methods in the Public Sector during 2010–2020: A
           Systematic Review

    • Abstract: The aim of this article is to analyze the scientific developments in public sector decision making during the period 2010–2020, to identify which decision-making methods are preferred in different sectors of the public sector, and to determine which integrated methods are applied in this sector. In total, 468 scholarly articles were selected covering a near comprehensive review of the literature, as described below in the search process. We found that 271studies utilized a single method, whereas 180 studies utilized integrated methods. Data envelopment analysis (DEA) was the most common, used by 97 studies. However, an analytic hierarchy process (AHP) was utilized by 178 studies when counting both simple and integrated methods. It was shown that single methods were more commonly used in education, environment, health, and public services, and integrated methods were relatively favored in economics/finance, energy, site selection, and waste management. We conclude that multiple decision-making methods are used in the public sector, and during2010–2020, there has been a tendency to use unified methods in decision-making processes.
      PubDate: Mon, 11 Apr 2022 06:35:00 +000
       
 
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