{"id":"https://openalex.org/W2099332713","doi":"https://doi.org/10.1007/s10589-005-2053-8","title":"Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case","display_name":"Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case","publication_year":2005,"publication_date":"2005-08-20","ids":{"openalex":"https://openalex.org/W2099332713","doi":"https://doi.org/10.1007/s10589-005-2053-8","mag":"2099332713"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-005-2053-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-005-2053-8","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"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":"Computational Optimization and Applications","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/A5040693131","display_name":"N. C. P. Edirisinghe","orcid":null},"institutions":[{"id":"https://openalex.org/I75027704","display_name":"University of Tennessee at Knoxville","ror":"https://ror.org/020f3ap87","country_code":"US","type":"education","lineage":["https://openalex.org/I75027704"]},{"id":"https://openalex.org/I2802706902","display_name":"Knoxville College","ror":"https://ror.org/02bxrp522","country_code":"US","type":"education","lineage":["https://openalex.org/I2802706902"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"N. C. P. Edirisinghe","raw_affiliation_strings":["Management Science Program, College of Business Administration, University of Tennessee, Knoxville, TN, 37996, USA","Management Science Program, College of Business Administration, University of Tennessee, Knoxville, USA 37996"],"affiliations":[{"raw_affiliation_string":"Management Science Program, College of Business Administration, University of Tennessee, Knoxville, TN, 37996, USA","institution_ids":["https://openalex.org/I75027704"]},{"raw_affiliation_string":"Management Science Program, College of Business Administration, University of Tennessee, Knoxville, USA 37996","institution_ids":["https://openalex.org/I2802706902","https://openalex.org/I75027704"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5040693131"],"corresponding_institution_ids":["https://openalex.org/I2802706902","https://openalex.org/I75027704"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.2705,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.84245283,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"32","issue":"1-2","first_page":"29","last_page":"59"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"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":0.9980999827384949,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9958000183105469,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5916653871536255},{"id":"https://openalex.org/keywords/recursion","display_name":"Recursion (computer science)","score":0.5839787721633911},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5796899199485779},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5106788277626038},{"id":"https://openalex.org/keywords/terminal","display_name":"Terminal (telecommunication)","score":0.4851577877998352},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4746019244194031},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.47118332982063293},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.4527358412742615},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.41388264298439026},{"id":"https://openalex.org/keywords/liability","display_name":"Liability","score":0.41321536898612976},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.37442564964294434},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2670139670372009},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.19333380460739136},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.17119160294532776},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.08149993419647217}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5916653871536255},{"id":"https://openalex.org/C168773036","wikidata":"https://www.wikidata.org/wiki/Q264164","display_name":"Recursion (computer science)","level":2,"score":0.5839787721633911},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5796899199485779},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5106788277626038},{"id":"https://openalex.org/C2779664074","wikidata":"https://www.wikidata.org/wiki/Q3518405","display_name":"Terminal (telecommunication)","level":2,"score":0.4851577877998352},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4746019244194031},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.47118332982063293},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.4527358412742615},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.41388264298439026},{"id":"https://openalex.org/C2777834853","wikidata":"https://www.wikidata.org/wiki/Q96776939","display_name":"Liability","level":2,"score":0.41321536898612976},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.37442564964294434},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2670139670372009},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.19333380460739136},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.17119160294532776},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.08149993419647217},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10589-005-2053-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-005-2053-8","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"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":"Computational Optimization and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W55939935","https://openalex.org/W166751945","https://openalex.org/W347166089","https://openalex.org/W1496506618","https://openalex.org/W1569990960","https://openalex.org/W1974296002","https://openalex.org/W1974299693","https://openalex.org/W1974847335","https://openalex.org/W2003479503","https://openalex.org/W2018172082","https://openalex.org/W2022985650","https://openalex.org/W2031668712","https://openalex.org/W2040358553","https://openalex.org/W2043633286","https://openalex.org/W2052333179","https://openalex.org/W2061418924","https://openalex.org/W2068928693","https://openalex.org/W2075312110","https://openalex.org/W2077791698","https://openalex.org/W2078566378","https://openalex.org/W2083661799","https://openalex.org/W2115351953","https://openalex.org/W2118152326","https://openalex.org/W2129636694","https://openalex.org/W2130968988","https://openalex.org/W2146612430","https://openalex.org/W2151710377","https://openalex.org/W2165543410","https://openalex.org/W2186349712","https://openalex.org/W2502883849","https://openalex.org/W2508132680","https://openalex.org/W2596682183","https://openalex.org/W4231455599","https://openalex.org/W4285719527","https://openalex.org/W7060987154"],"related_works":["https://openalex.org/W3211557223","https://openalex.org/W1976679120","https://openalex.org/W2007036916","https://openalex.org/W2120266540","https://openalex.org/W4281614748","https://openalex.org/W4206528302","https://openalex.org/W872563264","https://openalex.org/W2377519369","https://openalex.org/W2164087676","https://openalex.org/W4240867999"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}