{"id":"https://openalex.org/W1498792426","doi":"https://doi.org/10.1007/978-3-540-74972-1_57","title":"Optimal Portfolio Selection with Threshold in Stochastic Market","display_name":"Optimal Portfolio Selection with Threshold in Stochastic Market","publication_year":2007,"publication_date":"2007-01-01","ids":{"openalex":"https://openalex.org/W1498792426","doi":"https://doi.org/10.1007/978-3-540-74972-1_57","mag":"1498792426"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-74972-1_57","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-74972-1_57","pdf_url":null,"source":{"id":"https://openalex.org/S4210208846","display_name":"Advances in intelligent and soft computing","issn_l":"1867-5662","issn":["1867-5662","1867-5670"],"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":"Advances in Soft Computing","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":null,"display_name":"Shuzhi Wei","orcid":null},"institutions":[{"id":"https://openalex.org/I183067930","display_name":"Shanghai Jiao Tong University","ror":"https://ror.org/0220qvk04","country_code":"CN","type":"education","lineage":["https://openalex.org/I183067930"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Shuzhi Wei","raw_affiliation_strings":["Department of Mathematics, Shanghai Jiao Tong University, 800 Dong Chuan Road, 200240, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Shanghai Jiao Tong University, 800 Dong Chuan Road, 200240, Shanghai, China","institution_ids":["https://openalex.org/I183067930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5112535563","display_name":"Zhongxing Ye","orcid":null},"institutions":[{"id":"https://openalex.org/I183067930","display_name":"Shanghai Jiao Tong University","ror":"https://ror.org/0220qvk04","country_code":"CN","type":"education","lineage":["https://openalex.org/I183067930"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhongxing Ye","raw_affiliation_strings":["Department of Mathematics, Shanghai Jiao Tong University, 800 Dong Chuan Road, 200240, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Shanghai Jiao Tong University, 800 Dong Chuan Road, 200240, Shanghai, China","institution_ids":["https://openalex.org/I183067930"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001818611","display_name":"Genke Yang","orcid":"https://orcid.org/0000-0003-3492-0211"},"institutions":[{"id":"https://openalex.org/I183067930","display_name":"Shanghai Jiao Tong University","ror":"https://ror.org/0220qvk04","country_code":"CN","type":"education","lineage":["https://openalex.org/I183067930"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Genke Yang","raw_affiliation_strings":["Department of Automation, Shanghai Jiao Tong University, 800 Dong Chuan Road, 200240, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Department of Automation, Shanghai Jiao Tong University, 800 Dong Chuan Road, 200240, Shanghai, China","institution_ids":["https://openalex.org/I183067930"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I183067930"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.05900409,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"439","last_page":"445"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998999834060669,"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":0.9998999834060669,"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":0.9976000189781189,"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":0.9970999956130981,"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","display_name":"Portfolio","score":0.6828422546386719},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5924506187438965},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.5528179407119751},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5251062512397766},{"id":"https://openalex.org/keywords/representation","display_name":"Representation (politics)","score":0.5104612112045288},{"id":"https://openalex.org/keywords/utility-maximization-problem","display_name":"Utility maximization problem","score":0.46333539485931396},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4460940957069397},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.43757563829421997},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.43652260303497314},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4132075309753418},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3438517153263092},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.28435763716697693},{"id":"https://openalex.org/keywords/utility-maximization","display_name":"Utility maximization","score":0.2572069764137268},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14075499773025513},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.07665330171585083}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6828422546386719},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5924506187438965},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5528179407119751},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5251062512397766},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.5104612112045288},{"id":"https://openalex.org/C2779044140","wikidata":"https://www.wikidata.org/wiki/Q3274096","display_name":"Utility maximization problem","level":3,"score":0.46333539485931396},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4460940957069397},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.43757563829421997},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.43652260303497314},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4132075309753418},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3438517153263092},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28435763716697693},{"id":"https://openalex.org/C2985793214","wikidata":"https://www.wikidata.org/wiki/Q3274096","display_name":"Utility maximization","level":2,"score":0.2572069764137268},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14075499773025513},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.07665330171585083},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"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/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-74972-1_57","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-74972-1_57","pdf_url":null,"source":{"id":"https://openalex.org/S4210208846","display_name":"Advances in intelligent and soft computing","issn_l":"1867-5662","issn":["1867-5662","1867-5670"],"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":"Advances in Soft Computing","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1483382787","https://openalex.org/W1494290578","https://openalex.org/W1494628843","https://openalex.org/W1577527822","https://openalex.org/W1580561995","https://openalex.org/W1593620381","https://openalex.org/W1963901383","https://openalex.org/W1971699995","https://openalex.org/W1976020937","https://openalex.org/W1984697146","https://openalex.org/W1988916339","https://openalex.org/W1991420636","https://openalex.org/W2005158847","https://openalex.org/W2009611555","https://openalex.org/W2018172082","https://openalex.org/W2047188539","https://openalex.org/W2085096176","https://openalex.org/W2112196420","https://openalex.org/W2174593264","https://openalex.org/W2911730943","https://openalex.org/W3122089963"],"related_works":["https://openalex.org/W3201861680","https://openalex.org/W2947806671","https://openalex.org/W2390878257","https://openalex.org/W2044090075","https://openalex.org/W2996452312","https://openalex.org/W2768197547","https://openalex.org/W2267645079","https://openalex.org/W2740507653","https://openalex.org/W3121521771","https://openalex.org/W2513745032"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-04-16T08:26:57.006410","created_date":"2025-10-10T00:00:00"}