{"id":"https://openalex.org/W4210316915","doi":"https://doi.org/10.1007/s10898-021-01113-z","title":"Multi-stage portfolio selection problem with dynamic stochastic dominance constraints","display_name":"Multi-stage portfolio selection problem with dynamic stochastic dominance constraints","publication_year":2022,"publication_date":"2022-02-03","ids":{"openalex":"https://openalex.org/W4210316915","doi":"https://doi.org/10.1007/s10898-021-01113-z"},"language":"en","primary_location":{"id":"doi:10.1007/s10898-021-01113-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10898-021-01113-z","pdf_url":null,"source":{"id":"https://openalex.org/S115925768","display_name":"Journal of Global Optimization","issn_l":"0925-5001","issn":["0925-5001","1573-2916"],"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":"Journal of Global Optimization","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/A5102015075","display_name":"Mei Yu","orcid":"https://orcid.org/0000-0001-5115-9837"},"institutions":[{"id":"https://openalex.org/I4210145976","display_name":"Xi'an Academy of Fine Arts","ror":"https://ror.org/04ebe6j88","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210145976"]},{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yu Mei","raw_affiliation_strings":["Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210145976"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100667264","display_name":"Zhiping Chen","orcid":"https://orcid.org/0000-0002-9015-9247"},"institutions":[{"id":"https://openalex.org/I4210145976","display_name":"Xi'an Academy of Fine Arts","ror":"https://ror.org/04ebe6j88","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210145976"]},{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zhiping Chen","raw_affiliation_strings":["Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China"],"raw_orcid":"https://orcid.org/0000-0002-9015-9247","affiliations":[{"raw_affiliation_string":"Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210145976"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100409721","display_name":"Jia Liu","orcid":"https://orcid.org/0000-0002-8166-6933"},"institutions":[{"id":"https://openalex.org/I4210145976","display_name":"Xi'an Academy of Fine Arts","ror":"https://ror.org/04ebe6j88","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210145976"]},{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jia Liu","raw_affiliation_strings":["Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210145976"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067835270","display_name":"Bingbing Ji","orcid":"https://orcid.org/0000-0003-3181-1458"},"institutions":[{"id":"https://openalex.org/I4210145976","display_name":"Xi'an Academy of Fine Arts","ror":"https://ror.org/04ebe6j88","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210145976"]},{"id":"https://openalex.org/I87445476","display_name":"Xi'an Jiaotong University","ror":"https://ror.org/017zhmm22","country_code":"CN","type":"education","lineage":["https://openalex.org/I87445476"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bingbing Ji","raw_affiliation_strings":["Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Optimization Technique and Quantitative Finance, Xi\u2019an International Academy for Mathematics and Mathematical Technology, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I4210145976"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi\u2019an Jiaotong University, Xi\u2019an, 710049, Shaanxi, People\u2019s Republic of China","institution_ids":["https://openalex.org/I87445476"]},{"raw_affiliation_string":"Department of Computing Science, School of Mathematics and Statistics, Xi'an Jiaotong University, Xi'an, 710049, Shaanxi, People's Republic of China","institution_ids":["https://openalex.org/I87445476"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5100667264"],"corresponding_institution_ids":["https://openalex.org/I4210145976","https://openalex.org/I87445476"],"apc_list":{"value":2190,"currency":"EUR","value_usd":2780},"apc_paid":null,"fwci":0.6759,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.70885752,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"83","issue":"3","first_page":"585","last_page":"613"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"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":0.9998999834060669,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9968000054359436,"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/T12137","display_name":"Economic theories and models","score":0.9925000071525574,"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/mathematics","display_name":"Mathematics","score":0.7225835919380188},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6567444801330566},{"id":"https://openalex.org/keywords/stochastic-dominance","display_name":"Stochastic dominance","score":0.5605531334877014},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.4647241234779358},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.44275015592575073},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.42457789182662964},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.41311365365982056},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4001796841621399},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1877446174621582}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7225835919380188},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6567444801330566},{"id":"https://openalex.org/C33252445","wikidata":"https://www.wikidata.org/wiki/Q3713315","display_name":"Stochastic dominance","level":2,"score":0.5605531334877014},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.4647241234779358},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.44275015592575073},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.42457789182662964},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.41311365365982056},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4001796841621399},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1877446174621582},{"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/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10898-021-01113-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10898-021-01113-z","pdf_url":null,"source":{"id":"https://openalex.org/S115925768","display_name":"Journal of Global Optimization","issn_l":"0925-5001","issn":["0925-5001","1573-2916"],"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":"Journal of Global Optimization","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:jglopt:v:83:y:2022:i:3:d:10.1007_s10898-021-01113-z","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10898-021-01113-z","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":[{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.41999998688697815}],"awards":[{"id":"https://openalex.org/G4736321548","display_name":null,"funder_award_id":"11991023, 11901449, 11735011","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W602919348","https://openalex.org/W803647133","https://openalex.org/W1541527977","https://openalex.org/W1829581774","https://openalex.org/W1966823320","https://openalex.org/W1969550106","https://openalex.org/W1972069020","https://openalex.org/W1988719259","https://openalex.org/W2002789039","https://openalex.org/W2011091913","https://openalex.org/W2014857980","https://openalex.org/W2043074138","https://openalex.org/W2047984360","https://openalex.org/W2049968883","https://openalex.org/W2050871264","https://openalex.org/W2060013459","https://openalex.org/W2065491738","https://openalex.org/W2072282266","https://openalex.org/W2087388446","https://openalex.org/W2088374530","https://openalex.org/W2093101965","https://openalex.org/W2095283796","https://openalex.org/W2109777190","https://openalex.org/W2118546914","https://openalex.org/W2121468937","https://openalex.org/W2136792742","https://openalex.org/W2155581291","https://openalex.org/W2161541280","https://openalex.org/W2190375840","https://openalex.org/W2238030762","https://openalex.org/W2261184209","https://openalex.org/W2536550557","https://openalex.org/W2567592283","https://openalex.org/W2737899722","https://openalex.org/W2888567326","https://openalex.org/W2888635117","https://openalex.org/W2901605119","https://openalex.org/W2914826273","https://openalex.org/W2922418166","https://openalex.org/W2944721286","https://openalex.org/W2978070791","https://openalex.org/W3122851459","https://openalex.org/W4234003685"],"related_works":["https://openalex.org/W2478439126","https://openalex.org/W2108860146","https://openalex.org/W1986311305","https://openalex.org/W2166189858","https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2260220185","https://openalex.org/W2055959038","https://openalex.org/W2313224943"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1}],"updated_date":"2026-06-16T07:32:37.131356","created_date":"2025-10-10T00:00:00"}