{"id":"https://openalex.org/W2902729562","doi":"https://doi.org/10.1007/s10479-019-03496-5","title":"What is the optimal weight for gold in a portfolio?","display_name":"What is the optimal weight for gold in a portfolio?","publication_year":2019,"publication_date":"2019-12-19","ids":{"openalex":"https://openalex.org/W2902729562","doi":"https://doi.org/10.1007/s10479-019-03496-5","mag":"2902729562"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-019-03496-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-019-03496-5","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/A5010285399","display_name":"Brian M. Lucey","orcid":"https://orcid.org/0000-0002-4052-8235"},"institutions":[{"id":"https://openalex.org/I129604602","display_name":"The University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]},{"id":"https://openalex.org/I181727666","display_name":"University of Economics Ho Chi Minh City","ror":"https://ror.org/010yce376","country_code":"VN","type":"education","lineage":["https://openalex.org/I181727666"]},{"id":"https://openalex.org/I205274468","display_name":"Trinity College Dublin","ror":"https://ror.org/02tyrky19","country_code":"IE","type":"education","lineage":["https://openalex.org/I205274468"]}],"countries":["AU","IE","VN"],"is_corresponding":true,"raw_author_name":"Brian M. Lucey","raw_affiliation_strings":["Institute of Business Research, University of Economics Ho Chi Minh City, 59C Nguyen Dinh Chieu, Ward 6, District 3, Ho Chi Minh City, Vietnam","Trinity Business School, Trinity College Dublin, Dublin 2, Ireland","University of Sydney Business School, Sydney, NSW, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Business Research, University of Economics Ho Chi Minh City, 59C Nguyen Dinh Chieu, Ward 6, District 3, Ho Chi Minh City, Vietnam","institution_ids":["https://openalex.org/I181727666"]},{"raw_affiliation_string":"Trinity Business School, Trinity College Dublin, Dublin 2, Ireland","institution_ids":["https://openalex.org/I205274468"]},{"raw_affiliation_string":"University of Sydney Business School, Sydney, NSW, Australia","institution_ids":["https://openalex.org/I129604602"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060722553","display_name":"Maurice Peat","orcid":null},"institutions":[{"id":"https://openalex.org/I129604602","display_name":"The University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Maurice Peat","raw_affiliation_strings":["University of Sydney Business School, Sydney, NSW, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Sydney Business School, Sydney, NSW, Australia","institution_ids":["https://openalex.org/I129604602"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5065519575","display_name":"Aleksandar \u0160evi\u0107","orcid":"https://orcid.org/0000-0001-9970-892X"},"institutions":[{"id":"https://openalex.org/I205274468","display_name":"Trinity College Dublin","ror":"https://ror.org/02tyrky19","country_code":"IE","type":"education","lineage":["https://openalex.org/I205274468"]}],"countries":["IE"],"is_corresponding":false,"raw_author_name":"Aleksandar \u0160evi\u0107","raw_affiliation_strings":["Trinity Business School, Trinity College Dublin, Dublin 2, Ireland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Trinity Business School, Trinity College Dublin, Dublin 2, Ireland","institution_ids":["https://openalex.org/I205274468"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080802028","display_name":"Samuel A. Vigne","orcid":"https://orcid.org/0000-0003-1831-617X"},"institutions":[{"id":"https://openalex.org/I205274468","display_name":"Trinity College Dublin","ror":"https://ror.org/02tyrky19","country_code":"IE","type":"education","lineage":["https://openalex.org/I205274468"]}],"countries":["IE"],"is_corresponding":false,"raw_author_name":"Samuel A. Vigne","raw_affiliation_strings":["Trinity Business School, Trinity College Dublin, Dublin 2, Ireland"],"raw_orcid":"https://orcid.org/0000-0003-1831-617X","affiliations":[{"raw_affiliation_string":"Trinity Business School, Trinity College Dublin, Dublin 2, Ireland","institution_ids":["https://openalex.org/I205274468"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5010285399"],"corresponding_institution_ids":["https://openalex.org/I129604602","https://openalex.org/I181727666","https://openalex.org/I205274468"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":2.1946,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.90988553,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"297","issue":"1-2","first_page":"277","last_page":"291"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9994000196456909,"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"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9994000196456909,"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/T10438","display_name":"Energy, Environment, Economic Growth","score":0.9905999898910522,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9811000227928162,"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/sharpe-ratio","display_name":"Sharpe ratio","score":0.7185723781585693},{"id":"https://openalex.org/keywords/metric","display_name":"Metric (unit)","score":0.7162511348724365},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6687655448913574},{"id":"https://openalex.org/keywords/weighting","display_name":"Weighting","score":0.6455084085464478},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.6157979369163513},{"id":"https://openalex.org/keywords/diversification","display_name":"Diversification (marketing strategy)","score":0.6003707051277161},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5375186204910278},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5026435852050781},{"id":"https://openalex.org/keywords/performance-metric","display_name":"Performance metric","score":0.4964309334754944},{"id":"https://openalex.org/keywords/gold-standard","display_name":"Gold standard (test)","score":0.49008047580718994},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.4617142677307129},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.45391398668289185},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.43632766604423523},{"id":"https://openalex.org/keywords/sample","display_name":"Sample (material)","score":0.4135000705718994},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3162776827812195},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.28704437613487244},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.25304681062698364},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.18181312084197998},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.13900062441825867},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.1311856210231781},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.11221757531166077},{"id":"https://openalex.org/keywords/operations-management","display_name":"Operations management","score":0.1001833975315094},{"id":"https://openalex.org/keywords/cartography","display_name":"Cartography","score":0.06568214297294617}],"concepts":[{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.7185723781585693},{"id":"https://openalex.org/C176217482","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Metric (unit)","level":2,"score":0.7162511348724365},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6687655448913574},{"id":"https://openalex.org/C183115368","wikidata":"https://www.wikidata.org/wiki/Q856577","display_name":"Weighting","level":2,"score":0.6455084085464478},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.6157979369163513},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.6003707051277161},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5375186204910278},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5026435852050781},{"id":"https://openalex.org/C2780898871","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Performance metric","level":2,"score":0.4964309334754944},{"id":"https://openalex.org/C40993552","wikidata":"https://www.wikidata.org/wiki/Q514654","display_name":"Gold standard (test)","level":2,"score":0.49008047580718994},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.4617142677307129},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45391398668289185},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.43632766604423523},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.4135000705718994},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3162776827812195},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28704437613487244},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.25304681062698364},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.18181312084197998},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.13900062441825867},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.1311856210231781},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.11221757531166077},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.1001833975315094},{"id":"https://openalex.org/C58640448","wikidata":"https://www.wikidata.org/wiki/Q42515","display_name":"Cartography","level":1,"score":0.06568214297294617},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0},{"id":"https://openalex.org/C43617362","wikidata":"https://www.wikidata.org/wiki/Q170050","display_name":"Chromatography","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C126838900","wikidata":"https://www.wikidata.org/wiki/Q77604","display_name":"Radiology","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10479-019-03496-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-019-03496-5","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:297:y:2021:i:1:d:10.1007_s10479-019-03496-5","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-019-03496-5","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:iris.luiss.it:11385/222782","is_oa":false,"landing_page_url":"https://hdl.handle.net/11385/222782","pdf_url":null,"source":{"id":"https://openalex.org/S4377196446","display_name":"IRIS - Institutional Research Information System (Libera Universit\u00e0 Internazionale degli Studi Sociali Guido Carli)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I56441308","host_organization_name":"Libera Universit\u00e0 Internazionale degli Studi Sociali Guido Carli","host_organization_lineage":["https://openalex.org/I56441308"],"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:tara.tcd.ie:2262/92171","is_oa":false,"landing_page_url":"http://people.tcd.ie/blucey","pdf_url":null,"source":{"id":"https://openalex.org/S4306400387","display_name":"Trinity's Access to Research Output (TARA) (Trinity College Dublin)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205274468","host_organization_name":"Trinity College Dublin","host_organization_lineage":["https://openalex.org/I205274468"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":48,"referenced_works":["https://openalex.org/W166751945","https://openalex.org/W1889800997","https://openalex.org/W1966145300","https://openalex.org/W1982246448","https://openalex.org/W1996935407","https://openalex.org/W2002588141","https://openalex.org/W2015405200","https://openalex.org/W2015946628","https://openalex.org/W2029642703","https://openalex.org/W2049585241","https://openalex.org/W2052346235","https://openalex.org/W2069860769","https://openalex.org/W2086260678","https://openalex.org/W2093573745","https://openalex.org/W2101391007","https://openalex.org/W2110393192","https://openalex.org/W2111621609","https://openalex.org/W2129906923","https://openalex.org/W2145501956","https://openalex.org/W2162656107","https://openalex.org/W2163969674","https://openalex.org/W2168922385","https://openalex.org/W2200067872","https://openalex.org/W2462958506","https://openalex.org/W2563235936","https://openalex.org/W2567167662","https://openalex.org/W2619198448","https://openalex.org/W2622356861","https://openalex.org/W2736149747","https://openalex.org/W2753801745","https://openalex.org/W2754405980","https://openalex.org/W2759210069","https://openalex.org/W2765909833","https://openalex.org/W2783933003","https://openalex.org/W2793824743","https://openalex.org/W2808115541","https://openalex.org/W2930764114","https://openalex.org/W3023169168","https://openalex.org/W3121536973","https://openalex.org/W3122385162","https://openalex.org/W3122510629","https://openalex.org/W3123044413","https://openalex.org/W3123598957","https://openalex.org/W3125222199","https://openalex.org/W3125969420","https://openalex.org/W4214932556","https://openalex.org/W4234213524","https://openalex.org/W6776641289"],"related_works":["https://openalex.org/W2180954594","https://openalex.org/W2052835778","https://openalex.org/W2049003611","https://openalex.org/W2127804977","https://openalex.org/W2108418243","https://openalex.org/W164103134","https://openalex.org/W2787352659","https://openalex.org/W2094358534","https://openalex.org/W1970611213","https://openalex.org/W1707372784"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2018-12-11T00:00:00"}
