{"id":"https://openalex.org/W2104405260","doi":"https://doi.org/10.1007/s00780-012-0189-9","title":"Time-consistent mean-variance portfolio selection in discrete and continuous time","display_name":"Time-consistent mean-variance portfolio selection in discrete and continuous time","publication_year":2012,"publication_date":"2012-07-02","ids":{"openalex":"https://openalex.org/W2104405260","doi":"https://doi.org/10.1007/s00780-012-0189-9","mag":"2104405260"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-012-0189-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-012-0189-9","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"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":"Finance and Stochastics","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/A5087396561","display_name":"Christoph Czichowsky","orcid":"https://orcid.org/0000-0002-3513-6843"},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]}],"countries":["AT"],"is_corresponding":true,"raw_author_name":"Christoph Czichowsky","raw_affiliation_strings":["Faculty of Mathematics, University of Vienna, Nordbergstrasse 15, 1090, Vienna, Austria","Faculty of mathematics, University of Vienna, Vienna, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Faculty of Mathematics, University of Vienna, Nordbergstrasse 15, 1090, Vienna, Austria","institution_ids":["https://openalex.org/I129774422"]},{"raw_affiliation_string":"Faculty of mathematics, University of Vienna, Vienna, Austria","institution_ids":["https://openalex.org/I129774422"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5087396561"],"corresponding_institution_ids":["https://openalex.org/I129774422"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":6.1565,"has_fulltext":false,"cited_by_count":120,"citation_normalized_percentile":{"value":0.96505116,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":100},"biblio":{"volume":"17","issue":"2","first_page":"227","last_page":"271"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9980999827384949,"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":0.9980999827384949,"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":0.9916999936103821,"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"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.989300012588501,"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/semimartingale","display_name":"Semimartingale","score":0.7897195219993591},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6750376224517822},{"id":"https://openalex.org/keywords/discrete-time-and-continuous-time","display_name":"Discrete time and continuous time","score":0.6400340795516968},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.591968834400177},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5532783269882202},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.5123475790023804},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.5073646903038025},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.4881797432899475},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.4767773449420929},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.470664381980896},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.4655182361602783},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4170806407928467},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.40767258405685425},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3855859041213989},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.25116777420043945},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.20041349530220032}],"concepts":[{"id":"https://openalex.org/C39943821","wikidata":"https://www.wikidata.org/wiki/Q506346","display_name":"Semimartingale","level":2,"score":0.7897195219993591},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6750376224517822},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.6400340795516968},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.591968834400177},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5532783269882202},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5123475790023804},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5073646903038025},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.4881797432899475},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.4767773449420929},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.470664381980896},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.4655182361602783},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4170806407928467},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.40767258405685425},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3855859041213989},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.25116777420043945},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.20041349530220032},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00780-012-0189-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-012-0189-9","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"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":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:researchonline.lse.ac.uk:53127","is_oa":false,"landing_page_url":"https://orcid.org/0000-0002-3513-6843>","pdf_url":null,"source":{"id":"https://openalex.org/S4306401594","display_name":"London School of Economics and Political Science Research Online (London School of Economics and Political Science)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I909854389","host_organization_name":"London School of Economics and Political Science","host_organization_lineage":["https://openalex.org/I909854389"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"PeerReviewed"},{"id":"pmh:oai:RePEc:spr:finsto:v:17:y:2013:i:2:p:227-271","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00780-012-0189-9","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":null,"raw_type":"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":56,"referenced_works":["https://openalex.org/W709738","https://openalex.org/W31626434","https://openalex.org/W52995828","https://openalex.org/W103231402","https://openalex.org/W125067906","https://openalex.org/W220525228","https://openalex.org/W299346747","https://openalex.org/W403266949","https://openalex.org/W623509844","https://openalex.org/W1491614059","https://openalex.org/W1493238038","https://openalex.org/W1554880671","https://openalex.org/W1558902221","https://openalex.org/W1584411492","https://openalex.org/W1593542002","https://openalex.org/W1608811843","https://openalex.org/W1664871661","https://openalex.org/W1791174547","https://openalex.org/W1946848043","https://openalex.org/W1965509269","https://openalex.org/W1967495257","https://openalex.org/W1975807791","https://openalex.org/W1977907686","https://openalex.org/W1988125347","https://openalex.org/W1995522593","https://openalex.org/W1998549733","https://openalex.org/W2012664904","https://openalex.org/W2016859865","https://openalex.org/W2021434857","https://openalex.org/W2040425860","https://openalex.org/W2041609545","https://openalex.org/W2044655941","https://openalex.org/W2081877251","https://openalex.org/W2082018848","https://openalex.org/W2082134300","https://openalex.org/W2084262048","https://openalex.org/W2085536277","https://openalex.org/W2088091526","https://openalex.org/W2093205702","https://openalex.org/W2128453590","https://openalex.org/W2129289929","https://openalex.org/W2130746677","https://openalex.org/W2132621139","https://openalex.org/W2138562182","https://openalex.org/W2149312314","https://openalex.org/W2169082213","https://openalex.org/W2291688673","https://openalex.org/W3097982674","https://openalex.org/W3124854273","https://openalex.org/W3124944684","https://openalex.org/W3125948994","https://openalex.org/W4229620168","https://openalex.org/W4251562186","https://openalex.org/W4285719527","https://openalex.org/W4293092461","https://openalex.org/W4300767739"],"related_works":["https://openalex.org/W2114841244","https://openalex.org/W2049837257","https://openalex.org/W2155429742","https://openalex.org/W2134708011","https://openalex.org/W1967585201","https://openalex.org/W1666537522","https://openalex.org/W2067877330","https://openalex.org/W1999121654","https://openalex.org/W2768647238","https://openalex.org/W3184095669"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":9},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":9},{"year":2021,"cited_by_count":14},{"year":2020,"cited_by_count":13},{"year":2019,"cited_by_count":11},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":12},{"year":2016,"cited_by_count":13},{"year":2015,"cited_by_count":9},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":3}],"updated_date":"2026-05-30T09:04:40.226872","created_date":"2025-10-10T00:00:00"}