{"id":"https://openalex.org/W1992789611","doi":"https://doi.org/10.1007/s00186-012-0416-3","title":"Primal-dual methods for the computation of trading regions under proportional transaction costs","display_name":"Primal-dual methods for the computation of trading regions under proportional transaction costs","publication_year":2012,"publication_date":"2012-10-17","ids":{"openalex":"https://openalex.org/W1992789611","doi":"https://doi.org/10.1007/s00186-012-0416-3","mag":"1992789611"},"language":"en","primary_location":{"id":"doi:10.1007/s00186-012-0416-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-012-0416-3","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},"type":"article","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/A5070215713","display_name":"Roland Herzog","orcid":"https://orcid.org/0000-0003-2164-6575"},"institutions":[{"id":"https://openalex.org/I2610724","display_name":"Chemnitz University of Technology","ror":"https://ror.org/00a208s56","country_code":"DE","type":"education","lineage":["https://openalex.org/I2610724"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Roland Herzog","raw_affiliation_strings":["Faculty of Mathematics, Chemnitz University of Technology, 09107, Chemnitz, Germany","Chemnitz University of Technology"],"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics, Chemnitz University of Technology, 09107, Chemnitz, Germany","institution_ids":["https://openalex.org/I2610724"]},{"raw_affiliation_string":"Chemnitz University of Technology","institution_ids":["https://openalex.org/I2610724"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074607617","display_name":"Karl Kunisch","orcid":"https://orcid.org/0000-0003-1113-7355"},"institutions":[{"id":"https://openalex.org/I15766117","display_name":"University of Graz","ror":"https://ror.org/01faaaf77","country_code":"AT","type":"education","lineage":["https://openalex.org/I15766117"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"Karl Kunisch","raw_affiliation_strings":["Institute for Mathematics and Scientific Computing, Karl Franzens University Graz, Heinrichstrasse 36, 8010, Graz, Austria","Karl-Franzens University Graz"],"affiliations":[{"raw_affiliation_string":"Institute for Mathematics and Scientific Computing, Karl Franzens University Graz, Heinrichstrasse 36, 8010, Graz, Austria","institution_ids":["https://openalex.org/I15766117"]},{"raw_affiliation_string":"Karl-Franzens University Graz","institution_ids":["https://openalex.org/I15766117"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017316801","display_name":"J\u00f6rn Sa\u00df","orcid":"https://orcid.org/0000-0003-3432-4997"},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"J\u00f6rn Sass","raw_affiliation_strings":["Department of Mathemaics, University of Kaiserslautern, P.O. Box 3049, 67663, Kaiserslautern, Germany","University of Kaiserslautern;"],"affiliations":[{"raw_affiliation_string":"Department of Mathemaics, University of Kaiserslautern, P.O. Box 3049, 67663, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]},{"raw_affiliation_string":"University of Kaiserslautern;","institution_ids":["https://openalex.org/I153267046"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5070215713"],"corresponding_institution_ids":["https://openalex.org/I2610724"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":2.6938,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.91175759,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"77","issue":"1","first_page":"101","last_page":"130"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9977999925613403,"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":0.9977999925613403,"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":0.9939000010490417,"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":0.9776999950408936,"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/discretization","display_name":"Discretization","score":0.6465632915496826},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6323127746582031},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.597011923789978},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.5579541921615601},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5068443417549133},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4979712963104248},{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.4571497440338135},{"id":"https://openalex.org/keywords/regularization","display_name":"Regularization (linguistics)","score":0.4438631236553192},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3895683288574219},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.383190393447876},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3613077700138092},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1628120243549347},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11406123638153076},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.11273977160453796},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.08940014243125916}],"concepts":[{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.6465632915496826},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6323127746582031},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.597011923789978},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.5579541921615601},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5068443417549133},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4979712963104248},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.4571497440338135},{"id":"https://openalex.org/C2776135515","wikidata":"https://www.wikidata.org/wiki/Q17143721","display_name":"Regularization (linguistics)","level":2,"score":0.4438631236553192},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3895683288574219},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.383190393447876},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3613077700138092},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1628120243549347},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11406123638153076},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.11273977160453796},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08940014243125916},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s00186-012-0416-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-012-0416-3","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.570.1132","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.570.1132","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.tu-chemnitz.de/mathematik/part_dgl/publications/Herzog_Kunisch_Sass__Primal-Dual_Methods_for_the_Computation_of_Trading_Regions_under_Proportional_Transaction_Costs.pdf","raw_type":"text"},{"id":"pmh:oai:RePEc:spr:compst:v:77:y:2013:i:1:p:101-130","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00186-012-0416-3","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":"","raw_type":"article"},{"id":"pmh:oai:unipub.uni-graz.at:125533","is_oa":false,"landing_page_url":"http://unipub.uni-graz.at/doi/doi:10.1007/s00186-012-0416-3","pdf_url":null,"source":{"id":"https://openalex.org/S4306400359","display_name":"Unipub UB Graz (Universit\u00e4t Graz)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I15766117","host_organization_name":"University of Graz","host_organization_lineage":["https://openalex.org/I15766117"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.5400000214576721,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W79873316","https://openalex.org/W1560365376","https://openalex.org/W1573534122","https://openalex.org/W1579781026","https://openalex.org/W1669104078","https://openalex.org/W1968930982","https://openalex.org/W1976352744","https://openalex.org/W1984697146","https://openalex.org/W2016570470","https://openalex.org/W2025865698","https://openalex.org/W2026365342","https://openalex.org/W2042506154","https://openalex.org/W2087099404","https://openalex.org/W2099438388","https://openalex.org/W2105757385","https://openalex.org/W2110830319","https://openalex.org/W2115580984","https://openalex.org/W2139188758","https://openalex.org/W2139901562","https://openalex.org/W2165648616","https://openalex.org/W2314761391","https://openalex.org/W2489567162","https://openalex.org/W2770294136","https://openalex.org/W3121153783","https://openalex.org/W3124656020"],"related_works":["https://openalex.org/W2953089714","https://openalex.org/W2388487404","https://openalex.org/W2391063200","https://openalex.org/W1986311305","https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2055959038","https://openalex.org/W2068727170","https://openalex.org/W4327779378"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}