{"id":"https://openalex.org/W2954788275","doi":"https://doi.org/10.1007/s10479-019-03289-w","title":"Fused Lasso approach in portfolio selection","display_name":"Fused Lasso approach in portfolio selection","publication_year":2019,"publication_date":"2019-06-08","ids":{"openalex":"https://openalex.org/W2954788275","doi":"https://doi.org/10.1007/s10479-019-03289-w","mag":"2954788275"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-019-03289-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-019-03289-w","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/A5084539445","display_name":"Stefania Corsaro","orcid":"https://orcid.org/0000-0002-6451-8373"},"institutions":[{"id":"https://openalex.org/I183638586","display_name":"Parthenope University of Naples","ror":"https://ror.org/05pcv4v03","country_code":"IT","type":"education","lineage":["https://openalex.org/I183638586"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Stefania Corsaro","raw_affiliation_strings":["Department of Management and Quantitative Studies, University of Naples \u201cParthenope\u201d, Naples, Italy","Department of Management and Quantitative Studies, University of Naples \"Parthenope\", Naples, Italy"],"raw_orcid":"https://orcid.org/0000-0002-6451-8373","affiliations":[{"raw_affiliation_string":"Department of Management and Quantitative Studies, University of Naples \u201cParthenope\u201d, Naples, Italy","institution_ids":["https://openalex.org/I183638586"]},{"raw_affiliation_string":"Department of Management and Quantitative Studies, University of Naples \"Parthenope\", Naples, Italy","institution_ids":["https://openalex.org/I183638586"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060944643","display_name":"Valentina De Simone","orcid":"https://orcid.org/0000-0002-3357-5252"},"institutions":[{"id":"https://openalex.org/I197809005","display_name":"University of Campania \"Luigi Vanvitelli\"","ror":"https://ror.org/02kqnpp86","country_code":"IT","type":"education","lineage":["https://openalex.org/I197809005"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Valentina De Simone","raw_affiliation_strings":["Department of Mathematics and Physics, University of Campania \u201cLuigi Vanvitelli\u201d, Caserta, Italy","Department of Mathematics and Physics, University of Campania \"Luigi Vanvitelli\", Caserta, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Physics, University of Campania \u201cLuigi Vanvitelli\u201d, Caserta, Italy","institution_ids":["https://openalex.org/I197809005"]},{"raw_affiliation_string":"Department of Mathematics and Physics, University of Campania \"Luigi Vanvitelli\", Caserta, Italy","institution_ids":["https://openalex.org/I197809005"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5083165395","display_name":"Zelda Marino","orcid":"https://orcid.org/0000-0001-9026-041X"},"institutions":[{"id":"https://openalex.org/I183638586","display_name":"Parthenope University of Naples","ror":"https://ror.org/05pcv4v03","country_code":"IT","type":"education","lineage":["https://openalex.org/I183638586"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Zelda Marino","raw_affiliation_strings":["Department of Management and Quantitative Studies, University of Naples \u201cParthenope\u201d, Naples, Italy","Department of Management and Quantitative Studies, University of Naples \"Parthenope\", Naples, Italy"],"raw_orcid":"https://orcid.org/0000-0001-9026-041X","affiliations":[{"raw_affiliation_string":"Department of Management and Quantitative Studies, University of Naples \u201cParthenope\u201d, Naples, Italy","institution_ids":["https://openalex.org/I183638586"]},{"raw_affiliation_string":"Department of Management and Quantitative Studies, University of Naples \"Parthenope\", Naples, Italy","institution_ids":["https://openalex.org/I183638586"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5083165395"],"corresponding_institution_ids":["https://openalex.org/I183638586"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.6468,"has_fulltext":false,"cited_by_count":30,"citation_normalized_percentile":{"value":0.85046756,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"299","issue":"1-2","first_page":"47","last_page":"59"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9979000091552734,"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":0.9979000091552734,"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":0.9976999759674072,"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/T10136","display_name":"Statistical Methods and Inference","score":0.9934999942779541,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7485191226005554},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.7327698469161987},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6507956981658936},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5879960060119629},{"id":"https://openalex.org/keywords/lasso","display_name":"Lasso (programming language)","score":0.534229040145874},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5322309136390686},{"id":"https://openalex.org/keywords/limiting","display_name":"Limiting","score":0.5215665698051453},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4513692557811737},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.44483983516693115},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.34967195987701416},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2381448745727539},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.1862979531288147},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.14886724948883057},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.09647044539451599}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7485191226005554},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.7327698469161987},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6507956981658936},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5879960060119629},{"id":"https://openalex.org/C37616216","wikidata":"https://www.wikidata.org/wiki/Q3218363","display_name":"Lasso (programming language)","level":2,"score":0.534229040145874},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5322309136390686},{"id":"https://openalex.org/C188198153","wikidata":"https://www.wikidata.org/wiki/Q1613840","display_name":"Limiting","level":2,"score":0.5215665698051453},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4513692557811737},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.44483983516693115},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.34967195987701416},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2381448745727539},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.1862979531288147},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.14886724948883057},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09647044539451599},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10479-019-03289-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-019-03289-w","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:299:y:2021:i:1:d:10.1007_s10479-019-03289-w","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-019-03289-w","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:ricerca.uniparthenope.it:11367/75809","is_oa":false,"landing_page_url":"http://hdl.handle.net/11367/75809","pdf_url":null,"source":{"id":"https://openalex.org/S4377196432","display_name":"CINECA IRIS Institutial research information system (Parthenope University of Naples)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I183638586","host_organization_name":"Parthenope University of Naples","host_organization_lineage":["https://openalex.org/I183638586"],"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,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1719995771","https://openalex.org/W1975156814","https://openalex.org/W1996287810","https://openalex.org/W2011181254","https://openalex.org/W2033468335","https://openalex.org/W2076605490","https://openalex.org/W2098537222","https://openalex.org/W2105630053","https://openalex.org/W2109062572","https://openalex.org/W2113650251","https://openalex.org/W2132621139","https://openalex.org/W2135095945","https://openalex.org/W2140163944","https://openalex.org/W2140514146","https://openalex.org/W2142058898","https://openalex.org/W2163969674","https://openalex.org/W2271221198","https://openalex.org/W2739680746","https://openalex.org/W2770149685","https://openalex.org/W2796095528","https://openalex.org/W2796873811","https://openalex.org/W2798123701","https://openalex.org/W2808847270","https://openalex.org/W2883545491","https://openalex.org/W2886664007","https://openalex.org/W2913535645","https://openalex.org/W2958002989","https://openalex.org/W3122833167","https://openalex.org/W3123829977","https://openalex.org/W3124605205","https://openalex.org/W4244393449"],"related_works":["https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2068727170","https://openalex.org/W2055959038","https://openalex.org/W4327779378","https://openalex.org/W4225528185","https://openalex.org/W4206877017","https://openalex.org/W4385665922","https://openalex.org/W4361855747","https://openalex.org/W2353374760"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":8},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":6},{"year":2020,"cited_by_count":2}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}
