{"id":"https://openalex.org/W2155169482","doi":"https://doi.org/10.1016/j.jeconbus.2013.08.001","title":"Portfolio optimization in an upside potential and downside risk framework","display_name":"Portfolio optimization in an upside potential and downside risk framework","publication_year":2013,"publication_date":"2013-09-01","ids":{"openalex":"https://openalex.org/W2155169482","doi":"https://doi.org/10.1016/j.jeconbus.2013.08.001","mag":"2155169482"},"language":"en","primary_location":{"id":"doi:10.1016/j.jeconbus.2013.08.001","doi":"https://doi.org/10.1016/j.jeconbus.2013.08.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jeconbus.2013.08.001","pdf_url":null,"source":{"id":"https://openalex.org/S145099083","display_name":"Journal of Economics and Business","issn_l":"0148-6195","issn":["0148-6195","1879-1735"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"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":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and Business","raw_type":"journal-article"},"volume":null,"type":"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/A5088304949","display_name":"Denisa Cumova","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Denisa Cumova","raw_affiliation_strings":["Berenberg Bank, Neuer Jungfernstieg 20, 20354 Hamburg, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Berenberg Bank, Neuer Jungfernstieg 20, 20354 Hamburg, Germany","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5108469626","display_name":"David N. Nawrocki","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I7863295","display_name":"Villanova University","ror":"https://ror.org/02g7kd627","country_code":"US","type":"education","lineage":["https://openalex.org/I7863295"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"David Nawrocki","raw_affiliation_strings":["Villanova University, Department of Finance, Villanova School of Business, 800 Lancaster Avenue, Villanova, PA 19085, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Villanova University, Department of Finance, Villanova School of Business, 800 Lancaster Avenue, Villanova, PA 19085, USA","institution_ids":["https://openalex.org/I7863295"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5108469626"],"corresponding_institution_ids":["https://openalex.org/I7863295"],"apc_list":{"value":2640,"currency":"USD","value_usd":2640},"apc_paid":null,"fwci":5.9203,"has_fulltext":false,"cited_by_count":52,"citation_normalized_percentile":{"value":0.95913817,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"71","issue":null,"first_page":"68","last_page":"89"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9984999895095825,"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":0.9984999895095825,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.00019999999494757503,"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":0.00019999999494757503,"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/portfolio-optimization","display_name":"portfolio optimization","score":0.9800000190734863},{"id":"https://openalex.org/keywords/lower-partial-moments","display_name":"lower partial moments","score":1.0},{"id":"https://openalex.org/keywords/downside-risk","display_name":"downside risk","score":0.8600000143051147},{"id":"https://openalex.org/keywords/upside-potential","display_name":"upside potential","score":0.9359999895095825},{"id":"https://openalex.org/keywords/utility-functions","display_name":"utility functions","score":0.39399999380111694},{"id":"https://openalex.org/keywords/efficient-frontier","display_name":"efficient frontier","score":0.7620000243186951},{"id":"https://openalex.org/keywords/concave-utility-functions","display_name":"concave utility","score":0.8379999995231628},{"id":"https://openalex.org/keywords/prospect-theory","display_name":"prospect theory","score":0.9100000262260437},{"id":"https://openalex.org/keywords/risk-return-trade-off","display_name":"risk-return tradeoff","score":0.5260000228881836},{"id":"https://openalex.org/keywords/estimation-error","display_name":"estimation error","score":0.4950000047683716},{"id":"https://openalex.org/keywords/matrix-rank","display_name":"matrix rank","score":0.6150000095367432}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6852268576622009},{"id":"https://openalex.org/C2776719154","wikidata":"https://www.wikidata.org/wiki/Q1094965","display_name":"Downside risk","level":3,"score":0.6450662016868591},{"id":"https://openalex.org/C51485801","wikidata":"https://www.wikidata.org/wiki/Q16966861","display_name":"Efficient frontier","level":3,"score":0.6442563533782959},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6343446969985962},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.5768848657608032},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.545552670955658},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4790536165237427},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.4287264049053192},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4186495542526245},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2504209280014038},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.jeconbus.2013.08.001","doi":"https://doi.org/10.1016/j.jeconbus.2013.08.001","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jeconbus.2013.08.001","pdf_url":null,"source":{"id":"https://openalex.org/S145099083","display_name":"Journal of Economics and Business","issn_l":"0148-6195","issn":["0148-6195","1879-1735"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"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":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and Business","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jebusi:v:71:y:2014:i:c:p:68-89","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0148619513000544","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.44999998807907104,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":79,"referenced_works":["https://openalex.org/W1488936232","https://openalex.org/W1523115120","https://openalex.org/W1553281324","https://openalex.org/W1566822127","https://openalex.org/W1853321344","https://openalex.org/W1953295016","https://openalex.org/W1967136603","https://openalex.org/W1972069020","https://openalex.org/W1976658031","https://openalex.org/W1977347284","https://openalex.org/W1980314087","https://openalex.org/W1980418351","https://openalex.org/W1981427592","https://openalex.org/W1989285461","https://openalex.org/W1993821751","https://openalex.org/W1998506499","https://openalex.org/W2003599500","https://openalex.org/W2004260074","https://openalex.org/W2012205015","https://openalex.org/W2012271732","https://openalex.org/W2015154764","https://openalex.org/W2015167078","https://openalex.org/W2016768531","https://openalex.org/W2019025561","https://openalex.org/W2020067488","https://openalex.org/W2021167155","https://openalex.org/W2025745655","https://openalex.org/W2027076581","https://openalex.org/W2030874315","https://openalex.org/W2033722278","https://openalex.org/W2034019416","https://openalex.org/W2034407678","https://openalex.org/W2043567772","https://openalex.org/W2046231816","https://openalex.org/W2047144206","https://openalex.org/W2056878694","https://openalex.org/W2057695870","https://openalex.org/W2059734098","https://openalex.org/W2061127747","https://openalex.org/W2073214853","https://openalex.org/W2081488363","https://openalex.org/W2081590456","https://openalex.org/W2085646548","https://openalex.org/W2087811790","https://openalex.org/W2091892261","https://openalex.org/W2095300684","https://openalex.org/W2112656709","https://openalex.org/W2117278512","https://openalex.org/W2132393714","https://openalex.org/W2133075314","https://openalex.org/W2133469585","https://openalex.org/W2137001314","https://openalex.org/W2138083400","https://openalex.org/W2139109505","https://openalex.org/W2144846366","https://openalex.org/W2149893228","https://openalex.org/W2149959941","https://openalex.org/W2158140298","https://openalex.org/W2164157743","https://openalex.org/W2166219456","https://openalex.org/W2169457522","https://openalex.org/W2169869866","https://openalex.org/W2175188600","https://openalex.org/W2310516540","https://openalex.org/W2317388536","https://openalex.org/W2490423395","https://openalex.org/W2497943171","https://openalex.org/W2605894322","https://openalex.org/W2797655634","https://openalex.org/W2991769409","https://openalex.org/W3011865677","https://openalex.org/W3106889297","https://openalex.org/W3124075192","https://openalex.org/W3124750448","https://openalex.org/W3124973140","https://openalex.org/W3125435015","https://openalex.org/W4234354842","https://openalex.org/W6629165887","https://openalex.org/W6679672131"],"related_works":["https://openalex.org/W1565524179","https://openalex.org/W2162522705","https://openalex.org/W2095300684","https://openalex.org/W1992503871","https://openalex.org/W1971209382","https://openalex.org/W2102248019","https://openalex.org/W2951712879","https://openalex.org/W2981075073","https://openalex.org/W2381522662","https://openalex.org/W1800955719"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":3}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
