{"id":"https://openalex.org/W2056405418","doi":"https://doi.org/10.1007/s10479-012-1165-7","title":"A new method for mean-variance portfolio optimization with cardinality constraints","display_name":"A new method for mean-variance portfolio optimization with cardinality constraints","publication_year":2012,"publication_date":"2012-06-12","ids":{"openalex":"https://openalex.org/W2056405418","doi":"https://doi.org/10.1007/s10479-012-1165-7","mag":"2056405418"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-012-1165-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-012-1165-7","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":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5046949276","display_name":"Francesco Cesarone","orcid":"https://orcid.org/0000-0003-2326-4204"},"institutions":[{"id":"https://openalex.org/I119003972","display_name":"Roma Tre University","ror":"https://ror.org/05vf0dg29","country_code":"IT","type":"education","lineage":["https://openalex.org/I119003972"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Francesco Cesarone","raw_affiliation_strings":["Dipartimento di Economia, Universit\u00e0 degli Studi Roma Tre, Via Silvio D\u2019Amico, 77, 00145, Roma, Italy","\u00a0Universit\u00e0 degli Studi \u201cRoma Tre"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Economia, Universit\u00e0 degli Studi Roma Tre, Via Silvio D\u2019Amico, 77, 00145, Roma, Italy","institution_ids":["https://openalex.org/I119003972"]},{"raw_affiliation_string":"\u00a0Universit\u00e0 degli Studi \u201cRoma Tre","institution_ids":["https://openalex.org/I119003972"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5013493866","display_name":"Andrea Scozzari","orcid":"https://orcid.org/0000-0003-3038-3957"},"institutions":[{"id":"https://openalex.org/I4210124295","display_name":"University Niccol\u00f2 Cusano","ror":"https://ror.org/032c3ae16","country_code":"IT","type":"education","lineage":["https://openalex.org/I4210124295"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Andrea Scozzari","raw_affiliation_strings":["Facolt\u00e0 di Economia, Universit\u00e0 degli Studi \u201cNiccol\u00f2 Cusano\u201d, Via Casalmonferrato, 2/B, 00182, Roma, Italy","[Universit\u00e0 Degli Studi Niccol\u00f2 Cusano]"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Facolt\u00e0 di Economia, Universit\u00e0 degli Studi \u201cNiccol\u00f2 Cusano\u201d, Via Casalmonferrato, 2/B, 00182, Roma, Italy","institution_ids":["https://openalex.org/I4210124295"]},{"raw_affiliation_string":"[Universit\u00e0 Degli Studi Niccol\u00f2 Cusano]","institution_ids":["https://openalex.org/I4210124295"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049469173","display_name":"Fabio Tardella","orcid":"https://orcid.org/0000-0002-0689-2981"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"education","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Fabio Tardella","raw_affiliation_strings":["Dipartimento di Metodi e Modelli per l\u2019Economia, il Territorio e la Finanza, Sapienza Universit\u00e0 di Roma, Via del Castro Laurenziano, 9, 00161, Roma, Italy","Sapienza Universit\u00e0 di Roma"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Metodi e Modelli per l\u2019Economia, il Territorio e la Finanza, Sapienza Universit\u00e0 di Roma, Via del Castro Laurenziano, 9, 00161, Roma, Italy","institution_ids":["https://openalex.org/I861853513"]},{"raw_affiliation_string":"Sapienza Universit\u00e0 di Roma","institution_ids":["https://openalex.org/I861853513"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5013493866"],"corresponding_institution_ids":["https://openalex.org/I4210124295"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":7.4347,"has_fulltext":false,"cited_by_count":131,"citation_normalized_percentile":{"value":0.97240012,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"205","issue":"1","first_page":"213","last_page":"234"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"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":0.9998999834060669,"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":0.9955000281333923,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9940999746322632,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/cardinality","display_name":"Cardinality (data modeling)","score":0.6709023118019104},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6179328560829163},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5824752449989319},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5750266909599304},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5345598459243774},{"id":"https://openalex.org/keywords/heuristic","display_name":"Heuristic","score":0.503283679485321},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.47671857476234436},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.47400128841400146},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.44552624225616455},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2828064560890198},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.2274760603904724},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.18693503737449646},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.12830087542533875},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1070149838924408}],"concepts":[{"id":"https://openalex.org/C87117476","wikidata":"https://www.wikidata.org/wiki/Q362383","display_name":"Cardinality (data modeling)","level":2,"score":0.6709023118019104},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6179328560829163},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5824752449989319},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5750266909599304},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5345598459243774},{"id":"https://openalex.org/C173801870","wikidata":"https://www.wikidata.org/wiki/Q201413","display_name":"Heuristic","level":2,"score":0.503283679485321},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.47671857476234436},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.47400128841400146},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.44552624225616455},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2828064560890198},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.2274760603904724},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.18693503737449646},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.12830087542533875},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1070149838924408}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s10479-012-1165-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-012-1165-7","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:205:y:2013:i:1:p:213-234:10.1007/s10479-012-1165-7","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10479-012-1165-7","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:flore.unifi.it:2158/1247733","is_oa":false,"landing_page_url":"http://hdl.handle.net/2158/1247733","pdf_url":null,"source":{"id":"https://openalex.org/S4306402033","display_name":"Florence Research (University of Florence)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I45084792","host_organization_name":"University of Florence","host_organization_lineage":["https://openalex.org/I45084792"],"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":"info:eu-repo/semantics/article"},{"id":"pmh:oai:iris.uniroma1.it:11573/477193","is_oa":false,"landing_page_url":"http://hdl.handle.net/11573/477193","pdf_url":null,"source":{"id":"https://openalex.org/S4377196107","display_name":"IRIS Research product catalog (Sapienza University of Rome)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"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":"info:eu-repo/semantics/article"},{"id":"pmh:oai:iris.uniroma3.it:11590/139200","is_oa":false,"landing_page_url":"http://link.springer.com/article/10.1007/s10479-012-1165-7","pdf_url":null,"source":{"id":"https://openalex.org/S4377196120","display_name":"Iris (Roma Tre University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I119003972","host_organization_name":"Roma Tre University","host_organization_lineage":["https://openalex.org/I119003972"],"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":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.47999998927116394,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":57,"referenced_works":["https://openalex.org/W198262003","https://openalex.org/W605605128","https://openalex.org/W1481481825","https://openalex.org/W1493556633","https://openalex.org/W1507532940","https://openalex.org/W1516760870","https://openalex.org/W1606936167","https://openalex.org/W1647779468","https://openalex.org/W1710427750","https://openalex.org/W1971027118","https://openalex.org/W1971093393","https://openalex.org/W1973896135","https://openalex.org/W1976658031","https://openalex.org/W1987924891","https://openalex.org/W1998777544","https://openalex.org/W2003380963","https://openalex.org/W2006272043","https://openalex.org/W2012886081","https://openalex.org/W2020200693","https://openalex.org/W2024753861","https://openalex.org/W2027897515","https://openalex.org/W2032453361","https://openalex.org/W2038865108","https://openalex.org/W2041781650","https://openalex.org/W2046125775","https://openalex.org/W2049967755","https://openalex.org/W2063004221","https://openalex.org/W2067200690","https://openalex.org/W2067544512","https://openalex.org/W2068360796","https://openalex.org/W2070156190","https://openalex.org/W2076370241","https://openalex.org/W2085317472","https://openalex.org/W2089649903","https://openalex.org/W2090409762","https://openalex.org/W2092583488","https://openalex.org/W2103244737","https://openalex.org/W2106555029","https://openalex.org/W2107845038","https://openalex.org/W2113188547","https://openalex.org/W2118692559","https://openalex.org/W2151237529","https://openalex.org/W2157745706","https://openalex.org/W2158832694","https://openalex.org/W2166029977","https://openalex.org/W2166907582","https://openalex.org/W2170221568","https://openalex.org/W2170569252","https://openalex.org/W2248573541","https://openalex.org/W2301363727","https://openalex.org/W2561675875","https://openalex.org/W2794222053","https://openalex.org/W2795413297","https://openalex.org/W3157027005","https://openalex.org/W4250915400","https://openalex.org/W6807091881","https://openalex.org/W7039497939"],"related_works":["https://openalex.org/W2002177687","https://openalex.org/W2058438338","https://openalex.org/W2019471580","https://openalex.org/W2941284322","https://openalex.org/W4224920876","https://openalex.org/W2168299207","https://openalex.org/W2585354854","https://openalex.org/W2026059297","https://openalex.org/W4246121856","https://openalex.org/W4308671316"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":7},{"year":2025,"cited_by_count":14},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":11},{"year":2022,"cited_by_count":9},{"year":2021,"cited_by_count":6},{"year":2020,"cited_by_count":8},{"year":2019,"cited_by_count":14},{"year":2018,"cited_by_count":14},{"year":2017,"cited_by_count":15},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":6},{"year":2014,"cited_by_count":11},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}