{"id":"https://openalex.org/W2465071816","doi":"https://doi.org/10.1007/978-3-319-28697-6_7","title":"The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility","display_name":"The Exact Solution of Multi-period Portfolio Choice Problem with Exponential Utility","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2465071816","doi":"https://doi.org/10.1007/978-3-319-28697-6_7","mag":"2465071816"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-28697-6_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-28697-6_7","pdf_url":null,"source":{"id":"https://openalex.org/S4210184104","display_name":"Operations research proceedings","issn_l":"0721-5924","issn":["0721-5924","2197-9294"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings","raw_type":"book-chapter"},"type":"book-chapter","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/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":"education","lineage":["https://openalex.org/I161593684"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Taras Bodnar","raw_affiliation_strings":["University of Stockholm, Stockholm, Sweden"],"affiliations":[{"raw_affiliation_string":"University of Stockholm, 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/I114112103","display_name":"Leibniz University Hannover","ror":"https://ror.org/0304hq317","country_code":"DE","type":"education","lineage":["https://openalex.org/I114112103"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Nestor Parolya","raw_affiliation_strings":["Leibniz University Hannover, Hannover, Germany"],"affiliations":[{"raw_affiliation_string":"Leibniz University Hannover, Hannover, Germany","institution_ids":["https://openalex.org/I114112103"]}]},{"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":["European University Viadrina, Frankfurt, Germany"],"affiliations":[{"raw_affiliation_string":"European University Viadrina, Frankfurt, Germany","institution_ids":["https://openalex.org/I254029264"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5043261178"],"corresponding_institution_ids":["https://openalex.org/I114112103"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.02949208,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"45","last_page":"51"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9990000128746033,"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":"Stochastic processes and financial applications","score":0.9990000128746033,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.996999979019165,"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":"Risk and Portfolio Optimization","score":0.9955000281333923,"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","display_name":"Portfolio","score":0.7053192257881165},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.5993914604187012},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5756155252456665},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.48770055174827576},{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.4865826368331909},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.46078383922576904},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4280272126197815},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.34281212091445923},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.335262656211853},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.18596062064170837},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.14945095777511597},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11649107933044434},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.05809658765792847}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7053192257881165},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.5993914604187012},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5756155252456665},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.48770055174827576},{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.4865826368331909},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.46078383922576904},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4280272126197815},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.34281212091445923},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.335262656211853},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.18596062064170837},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.14945095777511597},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11649107933044434},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.05809658765792847},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-319-28697-6_7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-28697-6_7","pdf_url":null,"source":{"id":"https://openalex.org/S4210184104","display_name":"Operations research proceedings","issn_l":"0721-5924","issn":["0721-5924","2197-9294"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings","raw_type":"book-chapter"},{"id":"pmh:oai:RePEc:spr:oprchp:978-3-319-28697-6_7","is_oa":false,"landing_page_url":null,"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,"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":"book"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1524659176","https://openalex.org/W1966488176","https://openalex.org/W1984697146","https://openalex.org/W2042181797","https://openalex.org/W2164522554","https://openalex.org/W2237177627","https://openalex.org/W2949402229","https://openalex.org/W3123029587","https://openalex.org/W6603028840"],"related_works":["https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2055959038","https://openalex.org/W2068727170","https://openalex.org/W4327779378","https://openalex.org/W4206877017","https://openalex.org/W4385665922","https://openalex.org/W4361855747","https://openalex.org/W4225528185","https://openalex.org/W2353374760"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
