乐胖代购免代理版

{"id":"https://openalex.org/W2973143466","doi":"https://doi.org/10.1016/j.jmva.2019.104544","title":"Bayesian inference of the multi-period optimal portfolio for an exponential utility","display_name":"Bayesian inference of the multi-period optimal portfolio for an exponential utility","publication_year":2019,"publication_date":"2019-09-10","ids":{"openalex":"https://openalex.org/W2973143466","doi":"https://doi.org/10.1016/j.jmva.2019.104544","mag":"2973143466"},"language":"en","primary_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmva.2019.104544","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"publisher-specific-oa","license_id":"https://openalex.org/licenses/publisher-specific-oa","version":"publishedVersion","is_accepted":true,"is_published":true},"type":"article","type_crossref":"journal-article","indexed_in":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://doi.org/10.1016/j.jmva.2019.104544","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5019818227","display_name":"David Bauder","orcid":null},"institutions":[{"id":"https://openalex.org/I39343248","display_name":"Humboldt-Universit\u00e4t zu Berlin","ror":"https://ror.org/01hcx6992","country_code":"DE","type":"funder","lineage":["https://openalex.org/I39343248"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"David Bauder","raw_affiliation_strings":["Department of Mathematics, Humboldt-University of Berlin, D-10099 Berlin, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Humboldt-University of Berlin, D-10099 Berlin, Germany","institution_ids":["https://openalex.org/I39343248"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019806834","display_name":"Taras Bodnar","orcid":"https://orcid.org/0000-0001-7855-8221"},"institutions":[{"id":"https://openalex.org/I161593684","display_name":"Stockholm University","ror":"https://ror.org/05f0yaq80","country_code":"SE","type":"funder","lineage":["https://openalex.org/I161593684"]}],"countries":["SE"],"is_corresponding":true,"raw_author_name":"Taras Bodnar","raw_affiliation_strings":["Department of Mathematics, Stockholm University, SE-10691 Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Stockholm University, SE-10691 Stockholm, Sweden","institution_ids":["https://openalex.org/I161593684"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5043261178","display_name":"Nestor Parolya","orcid":"https://orcid.org/0000-0003-2147-2288"},"institutions":[{"id":"https://openalex.org/I98358874","display_name":"Delft University of Technology","ror":"https://ror.org/02e2c7k09","country_code":"NL","type":"funder","lineage":["https://openalex.org/I98358874"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Nestor Parolya","raw_affiliation_strings":["Institute of Applied Mathematics, Delft University of Technology, Delft, Netherlands"],"affiliations":[{"raw_affiliation_string":"Institute of Applied Mathematics, Delft University of Technology, Delft, Netherlands","institution_ids":["https://openalex.org/I98358874"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5071742989","display_name":"Wolfgang Schmid","orcid":"https://orcid.org/0000-0001-7540-5350"},"institutions":[{"id":"https://openalex.org/I254029264","display_name":"European University Viadrina","ror":"https://ror.org/02msan859","country_code":"DE","type":"education","lineage":["https://openalex.org/I254029264"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Wolfgang Schmid","raw_affiliation_strings":["Department of Statistics, European University Viadrina, D-15207 Frankfurt (Oder), Germany"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, European University Viadrina, D-15207 Frankfurt (Oder), Germany","institution_ids":["https://openalex.org/I254029264"]}]}],"institution_assertions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5019806834"],"corresponding_institution_ids":["https://openalex.org/I161593684"],"apc_list":{"value":3060,"currency":"USD","value_usd":3060},"apc_paid":null,"fwci":0.702,"has_fulltext":true,"fulltext_origin":"pdf","cited_by_count":4,"citation_normalized_percentile":{"value":0.686468,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":76,"max":79},"biblio":{"volume":"175","issue":null,"first_page":"104544","last_page":"104544"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9975,"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"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9975,"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"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9973,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.996,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.54398036}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.73268354},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6040988},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5919303},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.55885065},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.54398036},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.46560863},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.41238385},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.39359808},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.20800006},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.1513842}],"mesh":[],"locations_count":4,"locations":[{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmva.2019.104544","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"publisher-specific-oa","license_id":"https://openalex.org/licenses/publisher-specific-oa","version":"publishedVersion","is_accepted":true,"is_published":true},{"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1705.06533","pdf_url":"http://arxiv.org/pdf/1705.06533","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"http://resolver.tudelft.nl/uuid:24ab7661-a681-4b5a-9e69-b23a62bd1918","pdf_url":"https://repository.tudelft.nl/islandora/object/uuid%3A24ab7661-a681-4b5a-9e69-b23a62bd1918/datastream/OBJ/download","source":{"id":"https://openalex.org/S4306401843","display_name":"Data Archiving and Networked Services (DANS)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I1322597698","host_organization_name":"Royal Netherlands Academy of Arts and Sciences","host_organization_lineage":["https://openalex.org/I1322597698"],"host_organization_lineage_names":["Royal Netherlands Academy of Arts and Sciences"],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"publishedVersion","is_accepted":true,"is_published":true},{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1705.06533","pdf_url":"https://arxiv.org/pdf/1705.06533","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.jmva.2019.104544","pdf_url":null,"source":{"id":"https://openalex.org/S133905466","display_name":"Journal of Multivariate Analysis","issn_l":"0047-259X","issn":["0047-259X","1095-7243"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":"publisher-specific-oa","license_id":"https://openalex.org/licenses/publisher-specific-oa","version":"publishedVersion","is_accepted":true,"is_published":true},"sustainable_development_goals":[{"score":0.44,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"grants":[{"funder":"https://openalex.org/F4320320879","funder_display_name":"Deutsche Forschungsgemeinschaft","award_id":null},{"funder":"https://openalex.org/F4320322581","funder_display_name":"Vetenskapsr\u00e5det","award_id":null}],"datasets":[],"versions":[],"referenced_works_count":60,"referenced_works":["https://openalex.org/W1487444668","https://openalex.org/W1492465554","https://openalex.org/W1494853941","https://openalex.org/W1524659176","https://openalex.org/W1579925870","https://openalex.org/W182452766","https://openalex.org/W1966488176","https://openalex.org/W1974469640","https://openalex.org/W1980611103","https://openalex.org/W1984697146","https://openalex.org/W1990653470","https://openalex.org/W2010747041","https://openalex.org/W2024335864","https://openalex.org/W2040085247","https://openalex.org/W2051821163","https://openalex.org/W2063023421","https://openalex.org/W2068745433","https://openalex.org/W2074878962","https://openalex.org/W2075655242","https://openalex.org/W2076280637","https://openalex.org/W2089178963","https://openalex.org/W2092013333","https://openalex.org/W2111638735","https://openalex.org/W2111971073","https://openalex.org/W2120350343","https://openalex.org/W2132027803","https://openalex.org/W2132621139","https://openalex.org/W2142152317","https://openalex.org/W2149990348","https://openalex.org/W2151136196","https://openalex.org/W2164522554","https://openalex.org/W2169686235","https://openalex.org/W2172317359","https://openalex.org/W2188583019","https://openalex.org/W2237177627","https://openalex.org/W2275161189","https://openalex.org/W2472781479","https://openalex.org/W2476776213","https://openalex.org/W269863884","https://openalex.org/W2795413297","https://openalex.org/W2797545377","https://openalex.org/W2799165717","https://openalex.org/W2908364486","https://openalex.org/W2954440301","https://openalex.org/W2964248302","https://openalex.org/W2964772095","https://openalex.org/W3015217870","https://openalex.org/W3023157742","https://openalex.org/W3107394559","https://openalex.org/W3124609389","https://openalex.org/W3124854273","https://openalex.org/W3124944684","https://openalex.org/W3125535934","https://openalex.org/W3125678160","https://openalex.org/W3148198191","https://openalex.org/W3179903767","https://openalex.org/W4234397156","https://openalex.org/W4234618961","https://openalex.org/W4241627017","https://openalex.org/W4362230038"],"related_works":["https://openalex.org/W4385665922","https://openalex.org/W4361855747","https://openalex.org/W4360613713","https://openalex.org/W4327779378","https://openalex.org/W4206877017","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2127999608","https://openalex.org/W2068727170","https://openalex.org/W2055959038"],"abstract_inverted_index":null,"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2973143466","counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2}],"updated_date":"2025-04-18T12:41:42.312395","created_date":"2019-09-19"}