{"id":"https://openalex.org/W2088815428","doi":"https://doi.org/10.1007/s10479-014-1719-y","title":"An interactive approach to stochastic programming-based portfolio optimization","display_name":"An interactive approach to stochastic programming-based portfolio optimization","publication_year":2014,"publication_date":"2014-09-20","ids":{"openalex":"https://openalex.org/W2088815428","doi":"https://doi.org/10.1007/s10479-014-1719-y","mag":"2088815428"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-014-1719-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-014-1719-y","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/A5044404106","display_name":"Murat K\u00f6ksalan","orcid":"https://orcid.org/0000-0002-5423-3905"},"institutions":[{"id":"https://openalex.org/I66514158","display_name":"Hacettepe University","ror":"https://ror.org/04kwvgz42","country_code":"TR","type":"education","lineage":["https://openalex.org/I66514158"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Murat K\u00f6ksalan","raw_affiliation_strings":["Department of Industrial Engineering, Hacettepe University, 06800, Ankara, Turkey","Department of Industrial Engineering, Hacettepe University, Ankara/Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Hacettepe University, 06800, Ankara, Turkey","institution_ids":["https://openalex.org/I66514158"]},{"raw_affiliation_string":"Department of Industrial Engineering, Hacettepe University, Ankara/Turkey","institution_ids":["https://openalex.org/I66514158"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051172436","display_name":"Ceren Tuncer \u015eakar","orcid":"https://orcid.org/0000-0002-6269-4234"},"institutions":[{"id":"https://openalex.org/I66514158","display_name":"Hacettepe University","ror":"https://ror.org/04kwvgz42","country_code":"TR","type":"education","lineage":["https://openalex.org/I66514158"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"Ceren Tuncer \u015eakar","raw_affiliation_strings":["Department of Industrial Engineering, Hacettepe University, 06800, Ankara, Turkey","Department of Industrial Engineering, Hacettepe University, Ankara/Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Hacettepe University, 06800, Ankara, Turkey","institution_ids":["https://openalex.org/I66514158"]},{"raw_affiliation_string":"Department of Industrial Engineering, Hacettepe University, Ankara/Turkey","institution_ids":["https://openalex.org/I66514158"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":2.9412,"has_fulltext":false,"cited_by_count":25,"citation_normalized_percentile":{"value":0.91236484,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"245","issue":"1-2","first_page":"47","last_page":"66"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9994999766349792,"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":0.9994999766349792,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9958000183105469,"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9933000206947327,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/portfolio","display_name":"Portfolio","score":0.667016327381134},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.6533265113830566},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6068145632743835},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5779076218605042},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5285453200340271},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.52009117603302},{"id":"https://openalex.org/keywords/ellipsoid","display_name":"Ellipsoid","score":0.5019278526306152},{"id":"https://openalex.org/keywords/construct","display_name":"Construct (python library)","score":0.4961117208003998},{"id":"https://openalex.org/keywords/decision-maker","display_name":"Decision maker","score":0.47202080488204956},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.45122140645980835},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.42740488052368164},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.27117085456848145},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.23684117197990417},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.15509033203125},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1520451307296753},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1340140998363495}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.667016327381134},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.6533265113830566},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6068145632743835},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5779076218605042},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5285453200340271},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.52009117603302},{"id":"https://openalex.org/C57489055","wikidata":"https://www.wikidata.org/wiki/Q190046","display_name":"Ellipsoid","level":2,"score":0.5019278526306152},{"id":"https://openalex.org/C2780801425","wikidata":"https://www.wikidata.org/wiki/Q5164392","display_name":"Construct (python library)","level":2,"score":0.4961117208003998},{"id":"https://openalex.org/C2986080485","wikidata":"https://www.wikidata.org/wiki/Q1331926","display_name":"Decision maker","level":2,"score":0.47202080488204956},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.45122140645980835},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.42740488052368164},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.27117085456848145},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.23684117197990417},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.15509033203125},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1520451307296753},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1340140998363495},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C1276947","wikidata":"https://www.wikidata.org/wiki/Q333","display_name":"Astronomy","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":2,"locations":[{"id":"doi:10.1007/s10479-014-1719-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-014-1719-y","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:245:y:2016:i:1:d:10.1007_s10479-014-1719-y","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-014-1719-y","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":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":55,"referenced_works":["https://openalex.org/W570426766","https://openalex.org/W1494277681","https://openalex.org/W1582040645","https://openalex.org/W1647779468","https://openalex.org/W1693228719","https://openalex.org/W1964829133","https://openalex.org/W1966596036","https://openalex.org/W1975200057","https://openalex.org/W1980196363","https://openalex.org/W1991005468","https://openalex.org/W1995834279","https://openalex.org/W1999816601","https://openalex.org/W2010610835","https://openalex.org/W2010997253","https://openalex.org/W2011806243","https://openalex.org/W2013048371","https://openalex.org/W2015856032","https://openalex.org/W2019968939","https://openalex.org/W2036737894","https://openalex.org/W2038865108","https://openalex.org/W2039844595","https://openalex.org/W2047338438","https://openalex.org/W2048119190","https://openalex.org/W2048883691","https://openalex.org/W2063461080","https://openalex.org/W2072991174","https://openalex.org/W2078067241","https://openalex.org/W2078950506","https://openalex.org/W2089107212","https://openalex.org/W2093878985","https://openalex.org/W2095401702","https://openalex.org/W2098630070","https://openalex.org/W2110673618","https://openalex.org/W2111837496","https://openalex.org/W2112440119","https://openalex.org/W2114527257","https://openalex.org/W2127218421","https://openalex.org/W2134787308","https://openalex.org/W2140834822","https://openalex.org/W2143782025","https://openalex.org/W2164650373","https://openalex.org/W2337065140","https://openalex.org/W2593781315","https://openalex.org/W2795413297","https://openalex.org/W3097267636","https://openalex.org/W3121900378","https://openalex.org/W3123307108","https://openalex.org/W3123598380","https://openalex.org/W4210488825","https://openalex.org/W4244346131","https://openalex.org/W4253239620","https://openalex.org/W4298870207","https://openalex.org/W4300567850","https://openalex.org/W6843219885","https://openalex.org/W7023871242"],"related_works":["https://openalex.org/W175006096","https://openalex.org/W2994118822","https://openalex.org/W2086136595","https://openalex.org/W1518635954","https://openalex.org/W2599556035","https://openalex.org/W1590308505","https://openalex.org/W4300052603","https://openalex.org/W3116776104","https://openalex.org/W2791142594","https://openalex.org/W2058868784"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":3}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
