{"id":"https://openalex.org/W2488815041","doi":"https://doi.org/10.1007/978-3-319-40506-3_3","title":"Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example","display_name":"Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2488815041","doi":"https://doi.org/10.1007/978-3-319-40506-3_3","mag":"2488815041"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-40506-3_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-40506-3_3","pdf_url":null,"source":{"id":"https://openalex.org/S4210177767","display_name":"Lecture notes in business information processing","issn_l":"1865-1348","issn":["1865-1348","1865-1356"],"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/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Business Information Processing","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/A5029702746","display_name":"Jana Doering","orcid":null},"institutions":[{"id":"https://openalex.org/I138847295","display_name":"Universitat Oberta de Catalunya","ror":"https://ror.org/01f5wp925","country_code":"ES","type":"education","lineage":["https://openalex.org/I138847295"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Jana Doering","raw_affiliation_strings":["Economics and Business Department, Universitat Oberta de Catalunya, Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Economics and Business Department, Universitat Oberta de Catalunya, Barcelona, Spain","institution_ids":["https://openalex.org/I138847295"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080136207","display_name":"\u00c1ngel A. Juan","orcid":"https://orcid.org/0000-0003-1392-1776"},"institutions":[{"id":"https://openalex.org/I138847295","display_name":"Universitat Oberta de Catalunya","ror":"https://ror.org/01f5wp925","country_code":"ES","type":"education","lineage":["https://openalex.org/I138847295"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Angel A. Juan","raw_affiliation_strings":["Computer Science Department, Universitat Oberta de Catalunya \u2013 IN3, Castelldefels, Spain"],"affiliations":[{"raw_affiliation_string":"Computer Science Department, Universitat Oberta de Catalunya \u2013 IN3, Castelldefels, Spain","institution_ids":["https://openalex.org/I138847295"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038743850","display_name":"Renatas Kizys","orcid":"https://orcid.org/0000-0001-9104-1809"},"institutions":[{"id":"https://openalex.org/I63072094","display_name":"University of Portsmouth","ror":"https://ror.org/03ykbk197","country_code":"GB","type":"education","lineage":["https://openalex.org/I63072094"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Renatas Kizys","raw_affiliation_strings":["Subject Group Economics and Finance, University of Portsmouth, Portsmouth, UK"],"affiliations":[{"raw_affiliation_string":"Subject Group Economics and Finance, University of Portsmouth, Portsmouth, UK","institution_ids":["https://openalex.org/I63072094"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038462969","display_name":"\u00c0ngels Fit\u00f3 Bertran","orcid":"https://orcid.org/0000-0002-7782-7685"},"institutions":[{"id":"https://openalex.org/I138847295","display_name":"Universitat Oberta de Catalunya","ror":"https://ror.org/01f5wp925","country_code":"ES","type":"education","lineage":["https://openalex.org/I138847295"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Angels Fito","raw_affiliation_strings":["Economics and Business Department, Universitat Oberta de Catalunya, Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Economics and Business Department, Universitat Oberta de Catalunya, Barcelona, Spain","institution_ids":["https://openalex.org/I138847295"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055069535","display_name":"Laura Calvet","orcid":"https://orcid.org/0000-0001-8425-1381"},"institutions":[{"id":"https://openalex.org/I138847295","display_name":"Universitat Oberta de Catalunya","ror":"https://ror.org/01f5wp925","country_code":"ES","type":"education","lineage":["https://openalex.org/I138847295"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Laura Calvet","raw_affiliation_strings":["Computer Science Department, Universitat Oberta de Catalunya \u2013 IN3, Castelldefels, Spain"],"affiliations":[{"raw_affiliation_string":"Computer Science Department, Universitat Oberta de Catalunya \u2013 IN3, Castelldefels, Spain","institution_ids":["https://openalex.org/I138847295"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5029702746"],"corresponding_institution_ids":["https://openalex.org/I138847295"],"apc_list":null,"apc_paid":null,"fwci":4.1733,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.94297277,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"22","last_page":"30"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998000264167786,"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":0.9998000264167786,"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/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9955999851226807,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/metaheuristic","display_name":"Metaheuristic","score":0.8952200412750244},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6422504186630249},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5511859059333801},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5351290106773376},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.49189233779907227},{"id":"https://openalex.org/keywords/quality","display_name":"Quality (philosophy)","score":0.4132981598377228},{"id":"https://openalex.org/keywords/management-science","display_name":"Management science","score":0.3541675806045532},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2097364068031311},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15783953666687012},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.13828715682029724},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08971583843231201}],"concepts":[{"id":"https://openalex.org/C109718341","wikidata":"https://www.wikidata.org/wiki/Q1385229","display_name":"Metaheuristic","level":2,"score":0.8952200412750244},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6422504186630249},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5511859059333801},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5351290106773376},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.49189233779907227},{"id":"https://openalex.org/C2779530757","wikidata":"https://www.wikidata.org/wiki/Q1207505","display_name":"Quality (philosophy)","level":2,"score":0.4132981598377228},{"id":"https://openalex.org/C539667460","wikidata":"https://www.wikidata.org/wiki/Q2414942","display_name":"Management science","level":1,"score":0.3541675806045532},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2097364068031311},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15783953666687012},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13828715682029724},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08971583843231201},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/978-3-319-40506-3_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-40506-3_3","pdf_url":null,"source":{"id":"https://openalex.org/S4210177767","display_name":"Lecture notes in business information processing","issn_l":"1865-1348","issn":["1865-1348","1865-1356"],"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/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Business Information Processing","raw_type":"book-chapter"},{"id":"pmh:oai:eprints.soton.ac.uk:434502","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401019","display_name":"ePrints Soton (University of Southampton)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I43439940","host_organization_name":"University of Southampton","host_organization_lineage":["https://openalex.org/I43439940"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Conference or Workshop Item"},{"id":"pmh:oai:researchportal.port.ac.uk:publications/1357efb8-ef85-4ab7-abb4-9d38e811428d","is_oa":false,"landing_page_url":"https://researchportal.port.ac.uk/portal/en/publications/solving-realistic-portfolio-optimization-problems-via-metaheuristics(1357efb8-ef85-4ab7-abb4-9d38e811428d).html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401774","display_name":"Portsmouth Research Portal (University of Portsmouth)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I63072094","host_organization_name":"University of Portsmouth","host_organization_lineage":["https://openalex.org/I63072094"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","score":0.7400000095367432,"display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W1508419498","https://openalex.org/W1516760870","https://openalex.org/W1609435388","https://openalex.org/W1613273921","https://openalex.org/W1967324630","https://openalex.org/W1969728132","https://openalex.org/W1998409204","https://openalex.org/W1998777544","https://openalex.org/W1999064890","https://openalex.org/W2017114519","https://openalex.org/W2040533142","https://openalex.org/W2041151660","https://openalex.org/W2045547871","https://openalex.org/W2053336380","https://openalex.org/W2067200690","https://openalex.org/W2067544512","https://openalex.org/W2087145909","https://openalex.org/W2135863358","https://openalex.org/W2139755682","https://openalex.org/W2140088533","https://openalex.org/W2151237529","https://openalex.org/W2151759581","https://openalex.org/W2157745054","https://openalex.org/W2157745706","https://openalex.org/W2159318931","https://openalex.org/W2162397932","https://openalex.org/W2165129372","https://openalex.org/W2183741016","https://openalex.org/W2186108449","https://openalex.org/W3123241169","https://openalex.org/W3125219195","https://openalex.org/W4214597316","https://openalex.org/W4246565613"],"related_works":["https://openalex.org/W3095745430","https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2055959038","https://openalex.org/W2068727170","https://openalex.org/W4327779378","https://openalex.org/W4206877017","https://openalex.org/W4385665922","https://openalex.org/W4361855747"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}