{"id":"https://openalex.org/W54531101","doi":"https://doi.org/10.1007/978-3-642-22833-9_31","title":"An Application of the Forward Integral to an Insider\u2019s Optimal Portfolio with the Dividend","display_name":"An Application of the Forward Integral to an Insider\u2019s Optimal Portfolio with the Dividend","publication_year":2011,"publication_date":"2011-01-01","ids":{"openalex":"https://openalex.org/W54531101","doi":"https://doi.org/10.1007/978-3-642-22833-9_31","mag":"54531101"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-22833-9_31","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-22833-9_31","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 Intelligent and 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/A5041795119","display_name":"Yong Liang","orcid":"https://orcid.org/0000-0002-5427-2955"},"institutions":[{"id":"https://openalex.org/I70908550","display_name":"Anhui Polytechnic University","ror":"https://ror.org/041sj0284","country_code":"CN","type":"education","lineage":["https://openalex.org/I70908550"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yong Liang","raw_affiliation_strings":["School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","Anhui Polytechnic University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","institution_ids":["https://openalex.org/I70908550"]},{"raw_affiliation_string":"Anhui Polytechnic University","institution_ids":["https://openalex.org/I70908550"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5038372877","display_name":"Weiyin Fei","orcid":"https://orcid.org/0000-0001-9864-4258"},"institutions":[{"id":"https://openalex.org/I70908550","display_name":"Anhui Polytechnic University","ror":"https://ror.org/041sj0284","country_code":"CN","type":"education","lineage":["https://openalex.org/I70908550"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weiyin Fei","raw_affiliation_strings":["School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","Anhui Polytechnic University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","institution_ids":["https://openalex.org/I70908550"]},{"raw_affiliation_string":"Anhui Polytechnic University","institution_ids":["https://openalex.org/I70908550"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100783255","display_name":"Hongjian Liu","orcid":"https://orcid.org/0000-0001-6471-5089"},"institutions":[{"id":"https://openalex.org/I70908550","display_name":"Anhui Polytechnic University","ror":"https://ror.org/041sj0284","country_code":"CN","type":"education","lineage":["https://openalex.org/I70908550"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hongjian Liu","raw_affiliation_strings":["School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","Anhui Polytechnic University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","institution_ids":["https://openalex.org/I70908550"]},{"raw_affiliation_string":"Anhui Polytechnic University","institution_ids":["https://openalex.org/I70908550"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5022962923","display_name":"Dengfeng Xia","orcid":"https://orcid.org/0000-0002-2209-1703"},"institutions":[{"id":"https://openalex.org/I70908550","display_name":"Anhui Polytechnic University","ror":"https://ror.org/041sj0284","country_code":"CN","type":"education","lineage":["https://openalex.org/I70908550"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Dengfeng Xia","raw_affiliation_strings":["School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","Anhui Polytechnic University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics and Physics, Anhui Polytechnic University, Anhui, Wuhu, 241000, P.R. China","institution_ids":["https://openalex.org/I70908550"]},{"raw_affiliation_string":"Anhui Polytechnic University","institution_ids":["https://openalex.org/I70908550"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I70908550"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0166225,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"263","last_page":"270"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"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":0.9994999766349792,"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":0.9990000128746033,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9972000122070312,"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":0.7708120346069336},{"id":"https://openalex.org/keywords/logarithm","display_name":"Logarithm","score":0.665534496307373},{"id":"https://openalex.org/keywords/insider","display_name":"Insider","score":0.617135226726532},{"id":"https://openalex.org/keywords/dividend","display_name":"Dividend","score":0.6102352738380432},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.48168548941612244},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.45621222257614136},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3916422426700592},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.37241363525390625},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.34681928157806396},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3463471829891205},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2659737467765808},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.20178204774856567},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1768295168876648},{"id":"https://openalex.org/keywords/philosophy","display_name":"Philosophy","score":0.057810306549072266}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7708120346069336},{"id":"https://openalex.org/C39927690","wikidata":"https://www.wikidata.org/wiki/Q11197","display_name":"Logarithm","level":2,"score":0.665534496307373},{"id":"https://openalex.org/C2778971194","wikidata":"https://www.wikidata.org/wiki/Q1664551","display_name":"Insider","level":2,"score":0.617135226726532},{"id":"https://openalex.org/C116168712","wikidata":"https://www.wikidata.org/wiki/Q181201","display_name":"Dividend","level":2,"score":0.6102352738380432},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48168548941612244},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.45621222257614136},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3916422426700592},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.37241363525390625},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.34681928157806396},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3463471829891205},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2659737467765808},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.20178204774856567},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1768295168876648},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.057810306549072266},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-642-22833-9_31","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-22833-9_31","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 Intelligent and 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":13,"referenced_works":["https://openalex.org/W1985170541","https://openalex.org/W1986974679","https://openalex.org/W1991295504","https://openalex.org/W2021195129","https://openalex.org/W2022273243","https://openalex.org/W2042775870","https://openalex.org/W2050031929","https://openalex.org/W2059850901","https://openalex.org/W2085071536","https://openalex.org/W2099645792","https://openalex.org/W2142248289","https://openalex.org/W2320684320","https://openalex.org/W4292083418"],"related_works":["https://openalex.org/W653900512","https://openalex.org/W1559280668","https://openalex.org/W3123347851","https://openalex.org/W574801755","https://openalex.org/W2161718263","https://openalex.org/W1510863280","https://openalex.org/W2031907365","https://openalex.org/W2953984274","https://openalex.org/W2906007338","https://openalex.org/W2062061091"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}