{"id":"https://openalex.org/W2168914049","doi":"https://doi.org/10.1007/s10287-007-0054-z","title":"Optimal portfolios: new variations of an old theme","display_name":"Optimal portfolios: new variations of an old theme","publication_year":2007,"publication_date":"2007-04-20","ids":{"openalex":"https://openalex.org/W2168914049","doi":"https://doi.org/10.1007/s10287-007-0054-z","mag":"2168914049"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-007-0054-z","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091105343","display_name":"Ralf Korn","orcid":"https://orcid.org/0000-0002-9123-3883"},"institutions":[{"id":"https://openalex.org/I3019415892","display_name":"Fraunhofer Institute for Industrial Mathematics","ror":"https://ror.org/019hjw009","country_code":"DE","type":"facility","lineage":["https://openalex.org/I3019415892","https://openalex.org/I4923324"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Ralf Korn","raw_affiliation_strings":["Fachbereich Mathematik, Universit\u00e4t Kaiserslautern and Fraunhofer ITWM, 67653, Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Fachbereich Mathematik, Universit\u00e4t Kaiserslautern and Fraunhofer ITWM, 67653, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I3019415892"]}]}],"institution_assertions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5091105343"],"corresponding_institution_ids":["https://openalex.org/I3019415892"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890,"provenance":"doaj"},"apc_paid":null,"fwci":0.311,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":8,"citation_normalized_percentile":{"value":0.76048,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":81,"max":82},"biblio":{"volume":"5","issue":"4","first_page":"289","last_page":"304"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Theory and Applications of Option Pricing Models","score":0.9974,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Theory and Applications of Option Pricing Models","score":0.9974,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Determinants of Credit Risk in Financial Markets","score":0.9803,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Robust Optimization for Risk Management and Finance","score":0.9763,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio Optimization","score":0.671358},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust Optimization","score":0.536392},{"id":"https://openalex.org/keywords/volatility-modeling","display_name":"Volatility Modeling","score":0.506167},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.49565017},{"id":"https://openalex.org/keywords/presentation","display_name":"Presentation (obstetrics)","score":0.4909542}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5508959},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.49565017},{"id":"https://openalex.org/C2777601897","wikidata":"https://www.wikidata.org/wiki/Q3409113","display_name":"Presentation (obstetrics)","level":2,"score":0.4909542},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4866622},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43980727},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.43170866},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4185955},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.40996018},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.35697362},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.32712734},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13089848},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C126838900","wikidata":"https://www.wikidata.org/wiki/Q77604","display_name":"Radiology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-007-0054-z","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":25,"referenced_works":["https://openalex.org/W1963901383","https://openalex.org/W1979627408","https://openalex.org/W1984697146","https://openalex.org/W1991510170","https://openalex.org/W1994858552","https://openalex.org/W2005158847","https://openalex.org/W2006776755","https://openalex.org/W2030785899","https://openalex.org/W2031498795","https://openalex.org/W2036703242","https://openalex.org/W2044793768","https://openalex.org/W2064978316","https://openalex.org/W2072147144","https://openalex.org/W2090220594","https://openalex.org/W2105973145","https://openalex.org/W2148688139","https://openalex.org/W2501087099","https://openalex.org/W3122089963","https://openalex.org/W3122990263","https://openalex.org/W3124695100","https://openalex.org/W4235708440","https://openalex.org/W4236811028","https://openalex.org/W4255761883","https://openalex.org/W4300833506","https://openalex.org/W613141800"],"related_works":["https://openalex.org/W4385665922","https://openalex.org/W4361855747","https://openalex.org/W4360613713","https://openalex.org/W4327779378","https://openalex.org/W4225528185","https://openalex.org/W4206877017","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2068727170","https://openalex.org/W2055959038"],"abstract_inverted_index":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2168914049","counts_by_year":[{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2024-11-24T07:34:03.780357","created_date":"2016-06-24"}