{"id":"https://openalex.org/W4401109099","doi":"https://doi.org/10.1007/s10479-024-06047-9","title":"Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization","display_name":"Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization","publication_year":2024,"publication_date":"2024-07-30","ids":{"openalex":"https://openalex.org/W4401109099","doi":"https://doi.org/10.1007/s10479-024-06047-9"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-024-06047-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-024-06047-9","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/A5076109948","display_name":"Sebastian Utz","orcid":"https://orcid.org/0000-0003-1570-752X"},"institutions":[{"id":"https://openalex.org/I179225836","display_name":"University of Augsburg","ror":"https://ror.org/03p14d497","country_code":"DE","type":"education","lineage":["https://openalex.org/I179225836"]},{"id":"https://openalex.org/I4210166791","display_name":"Sustainable Business Institute (Germany)","ror":"https://ror.org/05ydhxb54","country_code":"DE","type":"company","lineage":["https://openalex.org/I4210166791"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Sebastian Utz","raw_affiliation_strings":["Centre for Climate Resilience, University of Augsburg, Universitaetsstr. 12, 86159, Augsburg, Germany","Department of Climate Finance, University of Augsburg, Universitaetsstr. 16, 86159, Augsburg, Germany","Sustainable Finance Research Platform, 10117, Berlin, Germany"],"raw_orcid":"https://orcid.org/0000-0003-1570-752X","affiliations":[{"raw_affiliation_string":"Centre for Climate Resilience, University of Augsburg, Universitaetsstr. 12, 86159, Augsburg, Germany","institution_ids":["https://openalex.org/I179225836"]},{"raw_affiliation_string":"Department of Climate Finance, University of Augsburg, Universitaetsstr. 16, 86159, Augsburg, Germany","institution_ids":["https://openalex.org/I179225836"]},{"raw_affiliation_string":"Sustainable Finance Research Platform, 10117, Berlin, Germany","institution_ids":["https://openalex.org/I4210166791"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5065830990","display_name":"Ralph E. Steuer","orcid":"https://orcid.org/0000-0002-4585-2456"},"institutions":[{"id":"https://openalex.org/I165733156","display_name":"University of Georgia","ror":"https://ror.org/00te3t702","country_code":"US","type":"education","lineage":["https://openalex.org/I165733156"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Ralph E. Steuer","raw_affiliation_strings":["Department of Finance, University of Georgia, Athens, GA, 30602, USA"],"raw_orcid":"https://orcid.org/0000-0002-4585-2456","affiliations":[{"raw_affiliation_string":"Department of Finance, University of Georgia, Athens, GA, 30602, USA","institution_ids":["https://openalex.org/I165733156"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5065830990"],"corresponding_institution_ids":["https://openalex.org/I165733156"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":null,"fwci":2.1166,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.87467157,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"353","issue":"1","first_page":"53","last_page":"76"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9986000061035156,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9986000061035156,"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":0.9973000288009644,"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/T11059","display_name":"Market Dynamics and Volatility","score":0.9907000064849854,"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/portfolio-optimization","display_name":"Portfolio optimization","score":0.6283080577850342},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6058174967765808},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5327399373054504},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.4595997929573059},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4328175485134125},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38363680243492126},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.33455249667167664},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.2834140360355377},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.06570583581924438}],"concepts":[{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6283080577850342},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6058174967765808},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5327399373054504},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.4595997929573059},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4328175485134125},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38363680243492126},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33455249667167664},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2834140360355377},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.06570583581924438}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-024-06047-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-024-06047-9","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:uni-augsburg.opus-bayern.de:114512","is_oa":false,"landing_page_url":"https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/114512","pdf_url":null,"source":{"id":"https://openalex.org/S4306400930","display_name":"OPUS (Augsburg University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I119916105","host_organization_name":"Augsburg University","host_organization_lineage":["https://openalex.org/I119916105"],"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":[{"score":0.8500000238418579,"display_name":"Climate action","id":"https://metadata.un.org/sdg/13"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W1983978936","https://openalex.org/W1992309805","https://openalex.org/W2000564471","https://openalex.org/W2006072957","https://openalex.org/W2015856032","https://openalex.org/W2021614726","https://openalex.org/W2036737894","https://openalex.org/W2046854032","https://openalex.org/W2047883667","https://openalex.org/W2072656291","https://openalex.org/W2093629426","https://openalex.org/W2095883358","https://openalex.org/W2111956838","https://openalex.org/W2117178635","https://openalex.org/W2127000676","https://openalex.org/W2147962746","https://openalex.org/W2158183964","https://openalex.org/W2163969674","https://openalex.org/W2545401586","https://openalex.org/W2754962058","https://openalex.org/W2996233037","https://openalex.org/W3099500163","https://openalex.org/W3121764760","https://openalex.org/W3122156459","https://openalex.org/W3126053316","https://openalex.org/W3147694226","https://openalex.org/W3196374482","https://openalex.org/W4236670843","https://openalex.org/W4237239309","https://openalex.org/W4293165890","https://openalex.org/W4294204416","https://openalex.org/W4322624932","https://openalex.org/W6693399504","https://openalex.org/W7023871242","https://openalex.org/W7037411764"],"related_works":["https://openalex.org/W1986311305","https://openalex.org/W4360613713","https://openalex.org/W3123572919","https://openalex.org/W4327779378","https://openalex.org/W2221832056","https://openalex.org/W3144753570","https://openalex.org/W4206877017","https://openalex.org/W2316055288","https://openalex.org/W4225528185","https://openalex.org/W2367990330"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
