{"id":"https://openalex.org/W2160573792","doi":"https://doi.org/10.1007/s10479-006-6161-3","title":"Horizon and stages in applications of stochastic programming in finance","display_name":"Horizon and stages in applications of stochastic programming in finance","publication_year":2006,"publication_date":"2006-02-01","ids":{"openalex":"https://openalex.org/W2160573792","doi":"https://doi.org/10.1007/s10479-006-6161-3","mag":"2160573792"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-006-6161-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-006-6161-3","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10446/19471","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5108615944","display_name":"Marida Bertocchi","orcid":null},"institutions":[{"id":"https://openalex.org/I11039511","display_name":"University of Bergamo","ror":"https://ror.org/02mbd5571","country_code":"IT","type":"education","lineage":["https://openalex.org/I11039511"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Marida Bertocchi","raw_affiliation_strings":["Department of Mathematics, Statistics, Informatics and Applications, Bergamo, Italy","Department of Mathematics, Statistics, Informatics and Applications, Via dei Caniana 2, 24127, Bergamo, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Statistics, Informatics and Applications, Bergamo, Italy","institution_ids":["https://openalex.org/I11039511"]},{"raw_affiliation_string":"Department of Mathematics, Statistics, Informatics and Applications, Via dei Caniana 2, 24127, Bergamo, Italy","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082544922","display_name":"Vittorio Moriggia","orcid":"https://orcid.org/0000-0002-6798-5794"},"institutions":[{"id":"https://openalex.org/I11039511","display_name":"University of Bergamo","ror":"https://ror.org/02mbd5571","country_code":"IT","type":"education","lineage":["https://openalex.org/I11039511"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Vittorio Moriggia","raw_affiliation_strings":["Department of Mathematics, Statistics, Informatics and Applications, Bergamo, Italy","Department of Mathematics, Statistics, Informatics and Applications, Via dei Caniana 2, 24127, Bergamo, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Statistics, Informatics and Applications, Bergamo, Italy","institution_ids":["https://openalex.org/I11039511"]},{"raw_affiliation_string":"Department of Mathematics, Statistics, Informatics and Applications, Via dei Caniana 2, 24127, Bergamo, Italy","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5052534782","display_name":"Jitka Dupa\u010dov\u00e1","orcid":null},"institutions":[{"id":"https://openalex.org/I21250087","display_name":"Charles University","ror":"https://ror.org/024d6js02","country_code":"CZ","type":"education","lineage":["https://openalex.org/I21250087"]}],"countries":["CZ"],"is_corresponding":true,"raw_author_name":"Jitka Dupa\u010dov\u00e1","raw_affiliation_strings":["Department of Probability and Mathematical Statistics, Charles University, Prague 8, Czech Republic","Department of Probability and Mathematical Statistics, Charles University, Sokolovsk\u00e1 83, CZ-186 75, Prague 8, Czech Republic"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Probability and Mathematical Statistics, Charles University, Prague 8, Czech Republic","institution_ids":["https://openalex.org/I21250087"]},{"raw_affiliation_string":"Department of Probability and Mathematical Statistics, Charles University, Sokolovsk\u00e1 83, CZ-186 75, Prague 8, Czech Republic","institution_ids":["https://openalex.org/I21250087"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5052534782","https://openalex.org/A5082544922","https://openalex.org/A5108615944"],"corresponding_institution_ids":["https://openalex.org/I11039511","https://openalex.org/I21250087"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":4.0342,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.93930577,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"142","issue":"1","first_page":"63","last_page":"78"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9980000257492065,"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":0.9980000257492065,"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":0.9972000122070312,"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/T12137","display_name":"Economic theories and models","score":0.9886000156402588,"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-programming","display_name":"Stochastic programming","score":0.7793190479278564},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.7102370858192444},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6808794140815735},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.5683334469795227},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.5167140364646912},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.49322861433029175},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4924660623073578},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.44905591011047363},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.44201263785362244},{"id":"https://openalex.org/keywords/software","display_name":"Software","score":0.41415706276893616},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.35234540700912476},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2877269387245178},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.14396682381629944},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.14016050100326538},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.12733709812164307},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.08568096160888672}],"concepts":[{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.7793190479278564},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.7102370858192444},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6808794140815735},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.5683334469795227},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.5167140364646912},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.49322861433029175},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4924660623073578},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.44905591011047363},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.44201263785362244},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.41415706276893616},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.35234540700912476},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2877269387245178},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.14396682381629944},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.14016050100326538},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12733709812164307},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.08568096160888672},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10479-006-6161-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-006-6161-3","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:142:y:2006:i:1:p:63-78:10.1007/s10479-006-6161-3","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10479-006-6161-3","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":null,"raw_type":"article"},{"id":"pmh:oai:aisberg.unibg.it:10446/19471","is_oa":true,"landing_page_url":"http://hdl.handle.net/10446/19471","pdf_url":null,"source":{"id":"https://openalex.org/S4377196347","display_name":"Aisberg (University of Bergamo)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I11039511","host_organization_name":"University of Bergamo","host_organization_lineage":["https://openalex.org/I11039511"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:aisberg.unibg.it:10446/19471","is_oa":true,"landing_page_url":"http://hdl.handle.net/10446/19471","pdf_url":null,"source":{"id":"https://openalex.org/S4377196347","display_name":"Aisberg (University of Bergamo)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I11039511","host_organization_name":"University of Bergamo","host_organization_lineage":["https://openalex.org/I11039511"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[{"display_name":"Responsible consumption and production","id":"https://metadata.un.org/sdg/12","score":0.49000000953674316}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":38,"referenced_works":["https://openalex.org/W132911312","https://openalex.org/W152675731","https://openalex.org/W163705307","https://openalex.org/W1481190458","https://openalex.org/W1494277681","https://openalex.org/W1515548803","https://openalex.org/W1517678138","https://openalex.org/W1569990960","https://openalex.org/W1906327481","https://openalex.org/W1968027919","https://openalex.org/W1968898523","https://openalex.org/W1979020354","https://openalex.org/W1983688269","https://openalex.org/W1993552239","https://openalex.org/W1997482018","https://openalex.org/W1997597349","https://openalex.org/W2000112617","https://openalex.org/W2022107089","https://openalex.org/W2029634445","https://openalex.org/W2030527334","https://openalex.org/W2045152979","https://openalex.org/W2062049475","https://openalex.org/W2079355481","https://openalex.org/W2082383663","https://openalex.org/W2121685537","https://openalex.org/W2125451237","https://openalex.org/W2136165528","https://openalex.org/W2138959811","https://openalex.org/W2160573792","https://openalex.org/W2161197409","https://openalex.org/W2179172037","https://openalex.org/W2342870591","https://openalex.org/W2495956339","https://openalex.org/W2745291548","https://openalex.org/W2798344481","https://openalex.org/W3021444882","https://openalex.org/W3106992008","https://openalex.org/W6670339580"],"related_works":["https://openalex.org/W175006096","https://openalex.org/W2906267174","https://openalex.org/W2086136595","https://openalex.org/W2005965064","https://openalex.org/W134501823","https://openalex.org/W1973015798","https://openalex.org/W2615656344","https://openalex.org/W1518635954","https://openalex.org/W2599556035","https://openalex.org/W1976667494"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}
