{"id":"https://openalex.org/W2047401236","doi":"https://doi.org/10.1007/s001860050102","title":"Stochastic orders and their applications in financial optimization","display_name":"Stochastic orders and their applications in financial optimization","publication_year":1999,"publication_date":"1999-10-18","ids":{"openalex":"https://openalex.org/W2047401236","doi":"https://doi.org/10.1007/s001860050102","mag":"2047401236"},"language":"en","primary_location":{"id":"doi:10.1007/s001860050102","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001860050102","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 (ZOR)","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/A5019914237","display_name":"Masaaki Kijima","orcid":null},"institutions":[{"id":"https://openalex.org/I69740276","display_name":"Tokyo Metropolitan University","ror":"https://ror.org/00ws30h19","country_code":"JP","type":"education","lineage":["https://openalex.org/I69740276"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Masaaki Kijima","raw_affiliation_strings":["Faculty of Economics, Tokyo Metropolitan University, 1-1 Minami-Ohsawa, Hachiohji, Tokyo 192-0397, Japan (e-mail: kijima@bcomp.metro-u.ac.jp), , , , , , JP","Faculty of Economics, Tokyo Metropolitan University, 1-1 Minami-Ohsawa, Hachiohji, Tokyo 192-0397, Japan (e-mail: kijima@bcomp.metro-u.ac.jp), , JP"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Tokyo Metropolitan University, 1-1 Minami-Ohsawa, Hachiohji, Tokyo 192-0397, Japan (e-mail: kijima@bcomp.metro-u.ac.jp), , , , , , JP","institution_ids":["https://openalex.org/I69740276"]},{"raw_affiliation_string":"Faculty of Economics, Tokyo Metropolitan University, 1-1 Minami-Ohsawa, Hachiohji, Tokyo 192-0397, Japan (e-mail: kijima@bcomp.metro-u.ac.jp), , JP","institution_ids":["https://openalex.org/I69740276"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5058079046","display_name":"Masamitsu Ohnishi","orcid":null},"institutions":[{"id":"https://openalex.org/I14314212","display_name":"Osaka University of Economics","ror":"https://ror.org/04g11bp59","country_code":"JP","type":"education","lineage":["https://openalex.org/I14314212"]},{"id":"https://openalex.org/I98285908","display_name":"Osaka University","ror":"https://ror.org/035t8zc32","country_code":"JP","type":"education","lineage":["https://openalex.org/I98285908"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masamitsu Ohnishi","raw_affiliation_strings":["Graduate School of Economics, Osaka University, 1-7 Machikaneyama-machi, Toyonaka, Osaka 560-0043, Japan (e-mail: ohnishi@econ.osaka-u.ac.jp), , , , , , JP","Graduate School of Economics, Osaka University, 1-7 Machikaneyama-machi, Toyonaka, Osaka 560-0043, Japan (e-mail: ohnishi@econ.osaka-u.ac.jp), , JP"],"affiliations":[{"raw_affiliation_string":"Graduate School of Economics, Osaka University, 1-7 Machikaneyama-machi, Toyonaka, Osaka 560-0043, Japan (e-mail: ohnishi@econ.osaka-u.ac.jp), , , , , , JP","institution_ids":["https://openalex.org/I14314212"]},{"raw_affiliation_string":"Graduate School of Economics, Osaka University, 1-7 Machikaneyama-machi, Toyonaka, Osaka 560-0043, Japan (e-mail: ohnishi@econ.osaka-u.ac.jp), , JP","institution_ids":["https://openalex.org/I98285908"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5019914237"],"corresponding_institution_ids":["https://openalex.org/I69740276"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":4.2406,"has_fulltext":false,"cited_by_count":58,"citation_normalized_percentile":{"value":0.94679616,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"50","issue":"2","first_page":"351","last_page":"372"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.994700014591217,"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":0.994700014591217,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.987500011920929,"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/T12137","display_name":"Economic theories and models","score":0.984499990940094,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/stochastic-optimization","display_name":"Stochastic optimization","score":0.6499792337417603},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5725859999656677},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5403308272361755},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5148650407791138},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5068088173866272},{"id":"https://openalex.org/keywords/financial-modeling","display_name":"Financial modeling","score":0.4770297706127167},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.46455782651901245},{"id":"https://openalex.org/keywords/stochastic-modelling","display_name":"Stochastic modelling","score":0.46015292406082153},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.45482754707336426},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.44997650384902954},{"id":"https://openalex.org/keywords/computational-finance","display_name":"Computational finance","score":0.44232431054115295},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.4329526424407959},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3263999819755554},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2658247947692871},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.25475189089775085},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.0686095654964447}],"concepts":[{"id":"https://openalex.org/C194387892","wikidata":"https://www.wikidata.org/wiki/Q1747770","display_name":"Stochastic optimization","level":2,"score":0.6499792337417603},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5725859999656677},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5403308272361755},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5148650407791138},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5068088173866272},{"id":"https://openalex.org/C23925645","wikidata":"https://www.wikidata.org/wiki/Q5449731","display_name":"Financial modeling","level":2,"score":0.4770297706127167},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.46455782651901245},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.46015292406082153},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.45482754707336426},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.44997650384902954},{"id":"https://openalex.org/C146880194","wikidata":"https://www.wikidata.org/wiki/Q61715222","display_name":"Computational finance","level":2,"score":0.44232431054115295},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.4329526424407959},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3263999819755554},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2658247947692871},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25475189089775085},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0686095654964447},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s001860050102","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001860050102","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 (ZOR)","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:50:y:1999:i:2:p:351-372","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s001860050102","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"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","score":0.4399999976158142,"display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W241538661","https://openalex.org/W1514676647","https://openalex.org/W1526512085","https://openalex.org/W1530600638","https://openalex.org/W1542183466","https://openalex.org/W1543085528","https://openalex.org/W1545871096","https://openalex.org/W1967859344","https://openalex.org/W1972594402","https://openalex.org/W1975336508","https://openalex.org/W1975968541","https://openalex.org/W1984893260","https://openalex.org/W1985155318","https://openalex.org/W1986604165","https://openalex.org/W1987234536","https://openalex.org/W1988948620","https://openalex.org/W1990217015","https://openalex.org/W1997458855","https://openalex.org/W2005711104","https://openalex.org/W2009685525","https://openalex.org/W2010899207","https://openalex.org/W2011089556","https://openalex.org/W2020480057","https://openalex.org/W2023032390","https://openalex.org/W2025611071","https://openalex.org/W2028020538","https://openalex.org/W2042419676","https://openalex.org/W2042896419","https://openalex.org/W2058860749","https://openalex.org/W2059806850","https://openalex.org/W2061389136","https://openalex.org/W2067743440","https://openalex.org/W2078584482","https://openalex.org/W2079858169","https://openalex.org/W2085104137","https://openalex.org/W2085942945","https://openalex.org/W2087763806","https://openalex.org/W2098612888","https://openalex.org/W2149333884","https://openalex.org/W2171543997","https://openalex.org/W2324285180","https://openalex.org/W2342234088","https://openalex.org/W2580645530"],"related_works":["https://openalex.org/W4210571282","https://openalex.org/W3014520563","https://openalex.org/W4210397012","https://openalex.org/W2914543749","https://openalex.org/W4210430936","https://openalex.org/W3166105716","https://openalex.org/W4210820316","https://openalex.org/W4210371824","https://openalex.org/W2800165958","https://openalex.org/W4210348076"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":4}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}