{"id":"https://openalex.org/W2904628223","doi":"https://doi.org/10.1007/s10589-018-0052-9","title":"An iterative method for solving a bi-objective constrained portfolio optimization problem","display_name":"An iterative method for solving a bi-objective constrained portfolio optimization problem","publication_year":2018,"publication_date":"2018-12-13","ids":{"openalex":"https://openalex.org/W2904628223","doi":"https://doi.org/10.1007/s10589-018-0052-9","mag":"2904628223"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-018-0052-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-018-0052-9","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/A5053405998","display_name":"Madani Bezoui","orcid":"https://orcid.org/0000-0001-6930-1088"},"institutions":[{"id":"https://openalex.org/I157169809","display_name":"University of Sciences and Technology Houari Boumediene","ror":"https://ror.org/02kb89c09","country_code":"DZ","type":"education","lineage":["https://openalex.org/I157169809"]},{"id":"https://openalex.org/I192268740","display_name":"University of Algiers Benyoucef Benkhedda","ror":"https://ror.org/011r6gp69","country_code":"DZ","type":"education","lineage":["https://openalex.org/I192268740"]},{"id":"https://openalex.org/I3121272148","display_name":"University of Boumerdes","ror":"https://ror.org/02dveg925","country_code":"DZ","type":"education","lineage":["https://openalex.org/I3121272148"]}],"countries":["DZ"],"is_corresponding":true,"raw_author_name":"Madani Bezoui","raw_affiliation_strings":["LaROMad, Faculty of Mathematics (USTHB), BP 32, Bab Ezzouar, 16111, Algiers, Algeria","University M\u2019hamed Bougara of Boumerdes, 35000, Boumerdes, Algeria","LaROMad, Faculty of Mathematics (USTHB), Algiers, Algeria","University M\u2019hamed Bougara of Boumerdes, Boumerdes, Algeria"],"raw_orcid":"https://orcid.org/0000-0001-6930-1088","affiliations":[{"raw_affiliation_string":"LaROMad, Faculty of Mathematics (USTHB), BP 32, Bab Ezzouar, 16111, Algiers, Algeria","institution_ids":["https://openalex.org/I157169809"]},{"raw_affiliation_string":"University M\u2019hamed Bougara of Boumerdes, 35000, Boumerdes, Algeria","institution_ids":["https://openalex.org/I3121272148"]},{"raw_affiliation_string":"LaROMad, Faculty of Mathematics (USTHB), Algiers, Algeria","institution_ids":["https://openalex.org/I192268740","https://openalex.org/I157169809"]},{"raw_affiliation_string":"University M\u2019hamed Bougara of Boumerdes, Boumerdes, Algeria","institution_ids":["https://openalex.org/I3121272148"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039539546","display_name":"Mustapha Moula\u00ef","orcid":"https://orcid.org/0000-0002-2013-356X"},"institutions":[{"id":"https://openalex.org/I157169809","display_name":"University of Sciences and Technology Houari Boumediene","ror":"https://ror.org/02kb89c09","country_code":"DZ","type":"education","lineage":["https://openalex.org/I157169809"]},{"id":"https://openalex.org/I192268740","display_name":"University of Algiers Benyoucef Benkhedda","ror":"https://ror.org/011r6gp69","country_code":"DZ","type":"education","lineage":["https://openalex.org/I192268740"]}],"countries":["DZ"],"is_corresponding":false,"raw_author_name":"Mustapha Moula\u00ef","raw_affiliation_strings":["LaROMad, Faculty of Mathematics (USTHB), BP 32, Bab Ezzouar, 16111, Algiers, Algeria","LaROMad, Faculty of Mathematics (USTHB), Algiers, Algeria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"LaROMad, Faculty of Mathematics (USTHB), BP 32, Bab Ezzouar, 16111, Algiers, Algeria","institution_ids":["https://openalex.org/I157169809"]},{"raw_affiliation_string":"LaROMad, Faculty of Mathematics (USTHB), Algiers, Algeria","institution_ids":["https://openalex.org/I192268740","https://openalex.org/I157169809"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5079720434","display_name":"Ahc\u00e8ne Bounceur","orcid":"https://orcid.org/0000-0002-0043-7742"},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I161929037","display_name":"Universit\u00e9 de Bretagne Occidentale","ror":"https://ror.org/01b8h3982","country_code":"FR","type":"education","lineage":["https://openalex.org/I161929037"]},{"id":"https://openalex.org/I4210123702","display_name":"Laboratoire des Sciences et Techniques de l\u2019Information de la Communication et de la Connaissance","ror":"https://ror.org/0266kfd37","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I180375564","https://openalex.org/I201181511","https://openalex.org/I205703379","https://openalex.org/I2802204017","https://openalex.org/I4210123702","https://openalex.org/I4210127572","https://openalex.org/I4210145102","https://openalex.org/I4210148559","https://openalex.org/I4210159245","https://openalex.org/I4405260085"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Ahc\u00e8ne Bounceur","raw_affiliation_strings":["Lab-STICC - UMR CNRS 6285, UBO, Brest, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lab-STICC - UMR CNRS 6285, UBO, Brest, France","institution_ids":["https://openalex.org/I4210123702","https://openalex.org/I161929037","https://openalex.org/I1294671590"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5070912266","display_name":"Reinhardt Euler","orcid":"https://orcid.org/0000-0002-4294-286X"},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I161929037","display_name":"Universit\u00e9 de Bretagne Occidentale","ror":"https://ror.org/01b8h3982","country_code":"FR","type":"education","lineage":["https://openalex.org/I161929037"]},{"id":"https://openalex.org/I4210123702","display_name":"Laboratoire des Sciences et Techniques de l\u2019Information de la Communication et de la Connaissance","ror":"https://ror.org/0266kfd37","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I180375564","https://openalex.org/I201181511","https://openalex.org/I205703379","https://openalex.org/I2802204017","https://openalex.org/I4210123702","https://openalex.org/I4210127572","https://openalex.org/I4210145102","https://openalex.org/I4210148559","https://openalex.org/I4210159245","https://openalex.org/I4405260085"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Reinhardt Euler","raw_affiliation_strings":["Lab-STICC - UMR CNRS 6285, UBO, Brest, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Lab-STICC - UMR CNRS 6285, UBO, Brest, France","institution_ids":["https://openalex.org/I4210123702","https://openalex.org/I161929037","https://openalex.org/I1294671590"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5053405998"],"corresponding_institution_ids":["https://openalex.org/I157169809","https://openalex.org/I192268740","https://openalex.org/I3121272148"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.6619,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.75676249,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"72","issue":"2","first_page":"479","last_page":"498"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998000264167786,"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":0.9998000264167786,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9800000190734863,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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"}}],"keywords":[{"id":"https://openalex.org/keywords/cardinality","display_name":"Cardinality (data modeling)","score":0.7272757887840271},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7204380035400391},{"id":"https://openalex.org/keywords/metaheuristic","display_name":"Metaheuristic","score":0.6366176605224609},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6258615851402283},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6038727164268494},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5926011800765991},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.5319773554801941},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.4380500316619873},{"id":"https://openalex.org/keywords/resolution","display_name":"Resolution (logic)","score":0.4326993227005005},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.34644564986228943},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.08267292380332947},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.06620872020721436}],"concepts":[{"id":"https://openalex.org/C87117476","wikidata":"https://www.wikidata.org/wiki/Q362383","display_name":"Cardinality (data modeling)","level":2,"score":0.7272757887840271},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7204380035400391},{"id":"https://openalex.org/C109718341","wikidata":"https://www.wikidata.org/wiki/Q1385229","display_name":"Metaheuristic","level":2,"score":0.6366176605224609},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6258615851402283},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6038727164268494},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5926011800765991},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.5319773554801941},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.4380500316619873},{"id":"https://openalex.org/C138268822","wikidata":"https://www.wikidata.org/wiki/Q1051925","display_name":"Resolution (logic)","level":2,"score":0.4326993227005005},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.34644564986228943},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.08267292380332947},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.06620872020721436},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10589-018-0052-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-018-0052-9","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:RePEc:spr:coopap:v:72:y:2019:i:2:d:10.1007_s10589-018-0052-9","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10589-018-0052-9","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"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","score":0.6299999952316284,"display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":49,"referenced_works":["https://openalex.org/W64812033","https://openalex.org/W94990932","https://openalex.org/W593643677","https://openalex.org/W641771830","https://openalex.org/W901952859","https://openalex.org/W1507532940","https://openalex.org/W1542788557","https://openalex.org/W1973570476","https://openalex.org/W1981114175","https://openalex.org/W1987924891","https://openalex.org/W1988390667","https://openalex.org/W1999210777","https://openalex.org/W2006272043","https://openalex.org/W2008499862","https://openalex.org/W2014583745","https://openalex.org/W2017114519","https://openalex.org/W2018493899","https://openalex.org/W2024753861","https://openalex.org/W2032453361","https://openalex.org/W2032475783","https://openalex.org/W2039698152","https://openalex.org/W2039771911","https://openalex.org/W2041781650","https://openalex.org/W2049967755","https://openalex.org/W2060121314","https://openalex.org/W2063004221","https://openalex.org/W2067200690","https://openalex.org/W2068360796","https://openalex.org/W2084971916","https://openalex.org/W2085317472","https://openalex.org/W2099030886","https://openalex.org/W2103244737","https://openalex.org/W2118692559","https://openalex.org/W2135863358","https://openalex.org/W2139755682","https://openalex.org/W2151237529","https://openalex.org/W2153015072","https://openalex.org/W2157745706","https://openalex.org/W2162397932","https://openalex.org/W2166029977","https://openalex.org/W2170221568","https://openalex.org/W2170569252","https://openalex.org/W2268221950","https://openalex.org/W2327997038","https://openalex.org/W2334721979","https://openalex.org/W2460202334","https://openalex.org/W2593781315","https://openalex.org/W3124407081","https://openalex.org/W4210890186"],"related_works":["https://openalex.org/W2002177687","https://openalex.org/W2789681586","https://openalex.org/W2794361564","https://openalex.org/W4243392960","https://openalex.org/W3156820950","https://openalex.org/W4375949242","https://openalex.org/W2322281151","https://openalex.org/W2011094784","https://openalex.org/W4285216906","https://openalex.org/W3123999145"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}