{"id":"https://openalex.org/W2267483935","doi":"https://doi.org/10.1007/978-3-642-03664-4_145","title":"Fuzzy Model for Portfolio Selection with Transaction Cost","display_name":"Fuzzy Model for Portfolio Selection with Transaction Cost","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2267483935","doi":"https://doi.org/10.1007/978-3-642-03664-4_145","mag":"2267483935"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-03664-4_145","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-03664-4_145","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":"https://openalex.org/A5112122957","display_name":"Ruoning Xu","orcid":null},"institutions":[{"id":"https://openalex.org/I37987034","display_name":"Guangzhou University","ror":"https://ror.org/05ar8rn06","country_code":"CN","type":"education","lineage":["https://openalex.org/I37987034"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Ruo-ning Xu","raw_affiliation_strings":["School of Mathematics and Information Sciences, Guangzhou University, Guangzhou, 510006, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics and Information Sciences, Guangzhou University, Guangzhou, 510006, China","institution_ids":["https://openalex.org/I37987034"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5013449469","display_name":"Xiaoyan Zhai","orcid":"https://orcid.org/0000-0001-5161-5580"},"institutions":[{"id":"https://openalex.org/I186272606","display_name":"Guangdong University of Foreign Studies","ror":"https://ror.org/00fhc9y79","country_code":"CN","type":"education","lineage":["https://openalex.org/I186272606"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiao-yan Zhai","raw_affiliation_strings":["School of Management, Guangdong University of Foreign Studies, Guangzhou, 510420, China"],"affiliations":[{"raw_affiliation_string":"School of Management, Guangdong University of Foreign Studies, Guangzhou, 510420, China","institution_ids":["https://openalex.org/I186272606"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5112122957"],"corresponding_institution_ids":["https://openalex.org/I37987034"],"apc_list":null,"apc_paid":null,"fwci":0.6466,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.83285468,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1365","last_page":"1372"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.996399998664856,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9948999881744385,"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":0.783617377281189},{"id":"https://openalex.org/keywords/mertons-portfolio-problem","display_name":"Merton's portfolio problem","score":0.7372610569000244},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6639534831047058},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.6554915308952332},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.6141583323478699},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.563459575176239},{"id":"https://openalex.org/keywords/post-modern-portfolio-theory","display_name":"Post-modern portfolio theory","score":0.532175600528717},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5272951126098633},{"id":"https://openalex.org/keywords/application-portfolio-management","display_name":"Application portfolio management","score":0.49357306957244873},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4554663300514221},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.43829771876335144},{"id":"https://openalex.org/keywords/rate-of-return-on-a-portfolio","display_name":"Rate of return on a portfolio","score":0.43442827463150024},{"id":"https://openalex.org/keywords/replicating-portfolio","display_name":"Replicating portfolio","score":0.41939157247543335},{"id":"https://openalex.org/keywords/black\u2013litterman-model","display_name":"Black\u2013Litterman model","score":0.41212552785873413},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.3444421887397766},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.34329357743263245},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3255423307418823},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3253798484802246},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.1934770941734314},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.12565240263938904},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12408110499382019},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.06594100594520569}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.783617377281189},{"id":"https://openalex.org/C114866470","wikidata":"https://www.wikidata.org/wiki/Q3467003","display_name":"Merton's portfolio problem","level":5,"score":0.7372610569000244},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6639534831047058},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.6554915308952332},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6141583323478699},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.563459575176239},{"id":"https://openalex.org/C67051015","wikidata":"https://www.wikidata.org/wiki/Q7233558","display_name":"Post-modern portfolio theory","level":5,"score":0.532175600528717},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5272951126098633},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.49357306957244873},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4554663300514221},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.43829771876335144},{"id":"https://openalex.org/C104946779","wikidata":"https://www.wikidata.org/wiki/Q7295542","display_name":"Rate of return on a portfolio","level":4,"score":0.43442827463150024},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.41939157247543335},{"id":"https://openalex.org/C77913304","wikidata":"https://www.wikidata.org/wiki/Q879967","display_name":"Black\u2013Litterman model","level":5,"score":0.41212552785873413},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.3444421887397766},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.34329357743263245},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3255423307418823},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3253798484802246},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.1934770941734314},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.12565240263938904},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12408110499382019},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.06594100594520569},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-03664-4_145","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-03664-4_145","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":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1816901231","https://openalex.org/W2024810367","https://openalex.org/W2030464587","https://openalex.org/W2056826990","https://openalex.org/W2069134058","https://openalex.org/W2081331155","https://openalex.org/W2082285982","https://openalex.org/W2109635221","https://openalex.org/W2113688222","https://openalex.org/W2148675883","https://openalex.org/W2157041604","https://openalex.org/W2284998180","https://openalex.org/W2348006978","https://openalex.org/W2350670094","https://openalex.org/W2366482522","https://openalex.org/W2598771954","https://openalex.org/W3145083929","https://openalex.org/W4236670843","https://openalex.org/W4245152641"],"related_works":["https://openalex.org/W3138053240","https://openalex.org/W3144753570","https://openalex.org/W4238892808","https://openalex.org/W2363364691","https://openalex.org/W1986547469","https://openalex.org/W2367990330","https://openalex.org/W3121363444","https://openalex.org/W2351441046","https://openalex.org/W3210725698","https://openalex.org/W2186207460"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
