{"id":"https://openalex.org/W4410831007","doi":"https://doi.org/10.1007/s00500-025-10623-x","title":"Mean\u2013variance\u2013skewness portfolio optimization with uncertain returns via co-skewness","display_name":"Mean\u2013variance\u2013skewness portfolio optimization with uncertain returns via co-skewness","publication_year":2025,"publication_date":"2025-04-01","ids":{"openalex":"https://openalex.org/W4410831007","doi":"https://doi.org/10.1007/s00500-025-10623-x"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-025-10623-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-025-10623-x","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"Soft Computing","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/A5008929688","display_name":"Jinwu Gao","orcid":"https://orcid.org/0000-0003-4806-927X"},"institutions":[{"id":"https://openalex.org/I59028903","display_name":"Ocean University of China","ror":"https://ror.org/04rdtx186","country_code":"CN","type":"education","lineage":["https://openalex.org/I59028903"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jinwu Gao","raw_affiliation_strings":["School of Economics, Ocean University of China, Qingdao, 266100, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Ocean University of China, Qingdao, 266100, China","institution_ids":["https://openalex.org/I59028903"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067621896","display_name":"Hao Hu","orcid":"https://orcid.org/0000-0001-9329-3348"},"institutions":[{"id":"https://openalex.org/I59028903","display_name":"Ocean University of China","ror":"https://ror.org/04rdtx186","country_code":"CN","type":"education","lineage":["https://openalex.org/I59028903"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Haomiao Hu","raw_affiliation_strings":["School of Economics, Ocean University of China, Qingdao, 266100, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Ocean University of China, Qingdao, 266100, China","institution_ids":["https://openalex.org/I59028903"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045810699","display_name":"Zezhou Zou","orcid":null},"institutions":[{"id":"https://openalex.org/I59028903","display_name":"Ocean University of China","ror":"https://ror.org/04rdtx186","country_code":"CN","type":"education","lineage":["https://openalex.org/I59028903"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zezhou Zou","raw_affiliation_strings":["School of Economics, Ocean University of China, Qingdao, 266100, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics, Ocean University of China, Qingdao, 266100, China","institution_ids":["https://openalex.org/I59028903"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5062529345","display_name":"Hamed Ahmadzade","orcid":"https://orcid.org/0000-0002-9755-2199"},"institutions":[{"id":"https://openalex.org/I180634299","display_name":"University of Sistan and Baluchestan","ror":"https://ror.org/02n43xw86","country_code":"IR","type":"education","lineage":["https://openalex.org/I180634299"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Hamed Ahmadzade","raw_affiliation_strings":["Department of Statistics, University of Sistan and Baluchestan, Zahedan, 98155987, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Sistan and Baluchestan, Zahedan, 98155987, Iran","institution_ids":["https://openalex.org/I180634299"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5045810699"],"corresponding_institution_ids":["https://openalex.org/I59028903"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":2.2801,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.87961498,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":97,"max":98},"biblio":{"volume":"29","issue":"8","first_page":"4233","last_page":"4246"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9983999729156494,"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":0.9983999729156494,"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/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9818999767303467,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9800999760627747,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/skewness","display_name":"Skewness","score":0.9362059831619263},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5808111429214478},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5124314427375793},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.48265010118484497},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.44839417934417725},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.41636741161346436},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4104297161102295},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3455013334751129},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24022570252418518},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.21014463901519775},{"id":"https://openalex.org/keywords/accounting","display_name":"Accounting","score":0.08326613903045654}],"concepts":[{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.9362059831619263},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5808111429214478},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5124314427375793},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.48265010118484497},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44839417934417725},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.41636741161346436},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4104297161102295},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3455013334751129},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24022570252418518},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.21014463901519775},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.08326613903045654}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-025-10623-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-025-10623-x","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"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":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Decent work and economic growth","score":0.4099999964237213,"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/W1828579697","https://openalex.org/W1975232718","https://openalex.org/W2002054890","https://openalex.org/W2009885925","https://openalex.org/W2032045595","https://openalex.org/W2036071794","https://openalex.org/W2068689926","https://openalex.org/W2108131882","https://openalex.org/W2117278512","https://openalex.org/W2136967090","https://openalex.org/W2137724915","https://openalex.org/W2144260660","https://openalex.org/W2194813874","https://openalex.org/W2602009720","https://openalex.org/W2768613765","https://openalex.org/W2790357409","https://openalex.org/W2792521154","https://openalex.org/W2802094691","https://openalex.org/W2946378018","https://openalex.org/W3011865677","https://openalex.org/W3123288201","https://openalex.org/W3132993214","https://openalex.org/W3139167960","https://openalex.org/W4206830167","https://openalex.org/W4226462892"],"related_works":["https://openalex.org/W4399301521","https://openalex.org/W2272807762","https://openalex.org/W2082456035","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/W4206877017"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
