{"id":"https://openalex.org/W2060316926","doi":"https://doi.org/10.1007/s10589-005-2055-6","title":"A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities","display_name":"A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities","publication_year":2005,"publication_date":"2005-08-20","ids":{"openalex":"https://openalex.org/W2060316926","doi":"https://doi.org/10.1007/s10589-005-2055-6","mag":"2060316926"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-005-2055-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-005-2055-6","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/A5079035190","display_name":"Aparna Gupta","orcid":"https://orcid.org/0000-0002-5275-7756"},"institutions":[{"id":"https://openalex.org/I165799507","display_name":"Rensselaer Polytechnic Institute","ror":"https://ror.org/01rtyzb94","country_code":"US","type":"education","lineage":["https://openalex.org/I165799507"]},{"id":"https://openalex.org/I4210133369","display_name":"Decision Sciences (United States)","ror":"https://ror.org/03gcvf773","country_code":"US","type":"company","lineage":["https://openalex.org/I4210133369"]},{"id":"https://openalex.org/I4210116219","display_name":"Engineering Systems (United States)","ror":"https://ror.org/02qg60849","country_code":"US","type":"company","lineage":["https://openalex.org/I4210116219"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Aparna Gupta","raw_affiliation_strings":["Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy, NY, 12180","Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy 12180"],"affiliations":[{"raw_affiliation_string":"Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy, NY, 12180","institution_ids":["https://openalex.org/I165799507","https://openalex.org/I4210133369","https://openalex.org/I4210116219"]},{"raw_affiliation_string":"Decision Sciences and Engineering Systems, Rensselaer Polytechnic Institute, Troy 12180","institution_ids":["https://openalex.org/I165799507"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109312645","display_name":"Walter Murray","orcid":null},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Walter Murray","raw_affiliation_strings":["Management Science and Engineering, Stanford University, Stanford, CA, 94305","Management Science and Engineering, Stanford University, Stanford 94305#TAB#"],"affiliations":[{"raw_affiliation_string":"Management Science and Engineering, Stanford University, Stanford, CA, 94305","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"Management Science and Engineering, Stanford University, Stanford 94305#TAB#","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5079035190"],"corresponding_institution_ids":["https://openalex.org/I165799507","https://openalex.org/I4210116219","https://openalex.org/I4210133369"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.1882,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.58124318,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"32","issue":"1-2","first_page":"91","last_page":"113"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"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/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"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/T12137","display_name":"Economic theories and models","score":0.9952999949455261,"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/T10517","display_name":"Financial Literacy, Pension, Retirement Analysis","score":0.9929999709129333,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/axiom","display_name":"Axiom","score":0.709807276725769},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"Asset allocation","score":0.5934886932373047},{"id":"https://openalex.org/keywords/flexibility","display_name":"Flexibility (engineering)","score":0.5788576602935791},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5773166418075562},{"id":"https://openalex.org/keywords/preference","display_name":"Preference","score":0.5047134160995483},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4930360019207001},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.47601157426834106},{"id":"https://openalex.org/keywords/relation","display_name":"Relation (database)","score":0.4568610191345215},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.4414599537849426},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.431384414434433},{"id":"https://openalex.org/keywords/axiomatic-system","display_name":"Axiomatic system","score":0.41856878995895386},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.40123799443244934},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.394962340593338},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.36491745710372925},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.33886978030204773},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3372964859008789},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2040790617465973},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.15606293082237244},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.09391891956329346}],"concepts":[{"id":"https://openalex.org/C167729594","wikidata":"https://www.wikidata.org/wiki/Q17736","display_name":"Axiom","level":2,"score":0.709807276725769},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.5934886932373047},{"id":"https://openalex.org/C2780598303","wikidata":"https://www.wikidata.org/wiki/Q65921492","display_name":"Flexibility (engineering)","level":2,"score":0.5788576602935791},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5773166418075562},{"id":"https://openalex.org/C2781249084","wikidata":"https://www.wikidata.org/wiki/Q908656","display_name":"Preference","level":2,"score":0.5047134160995483},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4930360019207001},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.47601157426834106},{"id":"https://openalex.org/C25343380","wikidata":"https://www.wikidata.org/wiki/Q277521","display_name":"Relation (database)","level":2,"score":0.4568610191345215},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.4414599537849426},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.431384414434433},{"id":"https://openalex.org/C125773388","wikidata":"https://www.wikidata.org/wiki/Q792542","display_name":"Axiomatic system","level":3,"score":0.41856878995895386},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.40123799443244934},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.394962340593338},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.36491745710372925},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.33886978030204773},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3372964859008789},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2040790617465973},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.15606293082237244},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.09391891956329346},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","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/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10589-005-2055-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-005-2055-6","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"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.319.3732","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.319.3732","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://homepages.rpi.edu/~guptaa/Papers/AGWMInvestment.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W158395739","https://openalex.org/W609173189","https://openalex.org/W1508830835","https://openalex.org/W1510672157","https://openalex.org/W1525526370","https://openalex.org/W1539297723","https://openalex.org/W1569990960","https://openalex.org/W1872908693","https://openalex.org/W1969481895","https://openalex.org/W1977145788","https://openalex.org/W1984697146","https://openalex.org/W1990692480","https://openalex.org/W2005158847","https://openalex.org/W2019405424","https://openalex.org/W2021824814","https://openalex.org/W2022144657","https://openalex.org/W2030527334","https://openalex.org/W2030558978","https://openalex.org/W2030874315","https://openalex.org/W2041946752","https://openalex.org/W2042877521","https://openalex.org/W2044793768","https://openalex.org/W2068745433","https://openalex.org/W2076206540","https://openalex.org/W2081182892","https://openalex.org/W2087294763","https://openalex.org/W2093663561","https://openalex.org/W2099222329","https://openalex.org/W2100549100","https://openalex.org/W2106154424","https://openalex.org/W2130100150","https://openalex.org/W2132264535","https://openalex.org/W2133469585","https://openalex.org/W2146534684","https://openalex.org/W2146612430","https://openalex.org/W2799087070","https://openalex.org/W2987297295","https://openalex.org/W3011865677","https://openalex.org/W3023376117","https://openalex.org/W3121378067","https://openalex.org/W3121498203","https://openalex.org/W3121690653","https://openalex.org/W3124317869","https://openalex.org/W3125931843","https://openalex.org/W3141416027","https://openalex.org/W4241627017","https://openalex.org/W4298871328","https://openalex.org/W4300833506","https://openalex.org/W4401545442"],"related_works":["https://openalex.org/W2962692142","https://openalex.org/W1771651560","https://openalex.org/W4300725361","https://openalex.org/W2386897142","https://openalex.org/W2158253151","https://openalex.org/W1605727975","https://openalex.org/W3142072461","https://openalex.org/W4232127999","https://openalex.org/W1640180556","https://openalex.org/W329313523"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
