Quantile– based portfolios: post– model– selection estimation with alternative specifications
Authors

Computational Management Science is an international journal focusing on all computational aspects of management science. These include theoretical and empirical analysis of computational models; computational statistics; analysis and applications of constrained, unconstrained, robust, stochastic and combinatorial optimisation algorithms; dynamic models, such as dynamic programming and decision trees; new search tools and algorithms for global optimisation, modelling, learning and forecasting; models and tools of knowledge acquisition.
The emphasis on computational paradigms is an intended feature of CMS, distinguishing it from more classical operations research journals.
Officially cited as: Comput Manag SciWe are pleased to announce that the journal Computational Management Science has moved to having two Editors-in-Chief: Prof. Ruediger Schultz (University of Duisburg-Essen, Germany) and, as of 1 August 2020 Prof. Stein-Erik Fleten (Norwegian University of Science and Technology, Trondheim, Norway).
As a result of the significant disruption that is being caused by the COVID-19 pandemic we are very aware that many researchers will have difficulty in meeting the timelines associated with our peer review process during normal times. Please do let us know if you need additional time. Our systems will continue to remind you of the original timelines but we intend to be highly flexible at this time.