{"id":"https://openalex.org/W2073415817","doi":"https://doi.org/10.1007/s00291-002-0110-6","title":"Portfolio management in the binomial model: conditions for outperforming benchmarks","display_name":"Portfolio management in the binomial model: conditions for outperforming benchmarks","publication_year":2003,"publication_date":"2003-02-01","ids":{"openalex":"https://openalex.org/W2073415817","doi":"https://doi.org/10.1007/s00291-002-0110-6","mag":"2073415817"},"language":"en","primary_location":{"id":"doi:10.1007/s00291-002-0110-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-002-0110-6","pdf_url":null,"source":{"id":"https://openalex.org/S2502551423","display_name":"OR Spectrum","issn_l":"0171-6468","issn":["0171-6468","1436-6304"],"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":"OR Spectrum","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/A5029540890","display_name":"Thomas Balzer","orcid":null},"institutions":[{"id":"https://openalex.org/I44260953","display_name":"Heinrich Heine University D\u00fcsseldorf","ror":"https://ror.org/024z2rq82","country_code":"DE","type":"education","lineage":["https://openalex.org/I44260953"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Thomas Balzer","raw_affiliation_strings":["Heinrich-Heine-Universit\u00e4t D\u00fcsseldorf, Mathematisches Institut, Universit\u00e4tsstra\u00dfe 1, 40225 D\u00fcsseldorf, Germany (e-mail: thomas_balzer@gmx.de)\n, , , , , , DE","Heinrich-Heine-Universit\u00e4t D\u00fcsseldorf, Mathematisches Institut, Universit\u00e4tsstra\u00dfe 1, 40225 D\u00fcsseldorf, Germany (e-mail: thomas_balzer@gmx.de)#N#, , DE"],"affiliations":[{"raw_affiliation_string":"Heinrich-Heine-Universit\u00e4t D\u00fcsseldorf, Mathematisches Institut, Universit\u00e4tsstra\u00dfe 1, 40225 D\u00fcsseldorf, Germany (e-mail: thomas_balzer@gmx.de)\n, , , , , , DE","institution_ids":["https://openalex.org/I44260953"]},{"raw_affiliation_string":"Heinrich-Heine-Universit\u00e4t D\u00fcsseldorf, Mathematisches Institut, Universit\u00e4tsstra\u00dfe 1, 40225 D\u00fcsseldorf, Germany (e-mail: thomas_balzer@gmx.de)#N#, , DE","institution_ids":["https://openalex.org/I44260953"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5029540890"],"corresponding_institution_ids":["https://openalex.org/I44260953"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.20558755,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"25","issue":"1","first_page":"61","last_page":"84"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9972000122070312,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9972000122070312,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.996399998664856,"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":0.9940999746322632,"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/active-management","display_name":"Active management","score":0.7997299432754517},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.7966192960739136},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7373355031013489},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.6540242433547974},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6405945420265198},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.6047579646110535},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.5882605314254761},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.543531060218811},{"id":"https://openalex.org/keywords/binomial","display_name":"Binomial (polynomial)","score":0.4482094943523407},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.426656574010849},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.41689634323120117},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24196520447731018},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.19349807500839233},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.1931060552597046},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.13285157084465027},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11176413297653198}],"concepts":[{"id":"https://openalex.org/C101026917","wikidata":"https://www.wikidata.org/wiki/Q4677563","display_name":"Active management","level":4,"score":0.7997299432754517},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.7966192960739136},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7373355031013489},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.6540242433547974},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6405945420265198},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.6047579646110535},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.5882605314254761},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.543531060218811},{"id":"https://openalex.org/C2781315470","wikidata":"https://www.wikidata.org/wiki/Q193623","display_name":"Binomial (polynomial)","level":2,"score":0.4482094943523407},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.426656574010849},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.41689634323120117},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24196520447731018},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.19349807500839233},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.1931060552597046},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.13285157084465027},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11176413297653198},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00291-002-0110-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-002-0110-6","pdf_url":null,"source":{"id":"https://openalex.org/S2502551423","display_name":"OR Spectrum","issn_l":"0171-6468","issn":["0171-6468","1436-6304"],"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":"OR Spectrum","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.336.3624","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.336.3624","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.math.uni-duesseldorf.de/~stoch/Kompaktkurs/balzer.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4399999976158142,"id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W393544366","https://openalex.org/W1488963463","https://openalex.org/W1510523231","https://openalex.org/W1664920104","https://openalex.org/W1965555277","https://openalex.org/W1973458764","https://openalex.org/W1973946491","https://openalex.org/W1995875735","https://openalex.org/W2019291268","https://openalex.org/W2034489173","https://openalex.org/W2044793768","https://openalex.org/W2056768564","https://openalex.org/W2068841402","https://openalex.org/W2069860712","https://openalex.org/W2077791698","https://openalex.org/W2079776305","https://openalex.org/W2082568669","https://openalex.org/W2088686090","https://openalex.org/W2146612430","https://openalex.org/W2505391157","https://openalex.org/W2965687321","https://openalex.org/W2991769409","https://openalex.org/W3123942473","https://openalex.org/W3124522512","https://openalex.org/W3124756721"],"related_works":["https://openalex.org/W1987956434","https://openalex.org/W2904453625","https://openalex.org/W2503079957","https://openalex.org/W3139323549","https://openalex.org/W4367394765","https://openalex.org/W2904933530","https://openalex.org/W3159643956","https://openalex.org/W2094269132","https://openalex.org/W2259988610","https://openalex.org/W2051528877"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
