{"id":"https://openalex.org/W2014785082","doi":"https://doi.org/10.1007/s10957-011-9852-0","title":"A Class of Chance Constrained Multi-objective Portfolio Selection Model Under Fuzzy Random Environment","display_name":"A Class of Chance Constrained Multi-objective Portfolio Selection Model Under Fuzzy Random Environment","publication_year":2011,"publication_date":"2011-04-22","ids":{"openalex":"https://openalex.org/W2014785082","doi":"https://doi.org/10.1007/s10957-011-9852-0","mag":"2014785082"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-011-9852-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-011-9852-0","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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 Optimization Theory and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://figshare.com/articles/journal_contribution/A_class_of_chance_constrained_multi-objective_portfolio_selection_model_under_fuzzy_random_environment/27448896","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100691507","display_name":"Jiuping Xu","orcid":"https://orcid.org/0000-0003-3756-3969"},"institutions":[{"id":"https://openalex.org/I24185976","display_name":"Sichuan University","ror":"https://ror.org/011ashp19","country_code":"CN","type":"education","lineage":["https://openalex.org/I24185976"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jiuping Xu","raw_affiliation_strings":["Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, 610064, P.R. China","Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, P.R. China",", Sichuan University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, 610064, P.R. China","institution_ids":["https://openalex.org/I24185976"]},{"raw_affiliation_string":"Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, P.R. China","institution_ids":["https://openalex.org/I24185976"]},{"raw_affiliation_string":", Sichuan University","institution_ids":["https://openalex.org/I24185976"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5007590900","display_name":"Xiaoyang Zhou","orcid":"https://orcid.org/0000-0003-2252-6911"},"institutions":[{"id":"https://openalex.org/I24185976","display_name":"Sichuan University","ror":"https://ror.org/011ashp19","country_code":"CN","type":"education","lineage":["https://openalex.org/I24185976"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiaoyang Zhou","raw_affiliation_strings":["Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, 610064, P.R. China","Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, P.R. China",", Sichuan University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, 610064, P.R. China","institution_ids":["https://openalex.org/I24185976"]},{"raw_affiliation_string":"Uncertainty Decision-Making Laboratory, Sichuan University, Chengdu, P.R. China","institution_ids":["https://openalex.org/I24185976"]},{"raw_affiliation_string":", Sichuan University","institution_ids":["https://openalex.org/I24185976"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006749051","display_name":"Steven Li","orcid":"https://orcid.org/0000-0002-9190-4034"},"institutions":[{"id":"https://openalex.org/I170239107","display_name":"University of South Australia","ror":"https://ror.org/01p93h210","country_code":"AU","type":"education","lineage":["https://openalex.org/I170239107"]},{"id":"https://openalex.org/I5681781","display_name":"The University of Adelaide","ror":"https://ror.org/00892tw58","country_code":"AU","type":"education","lineage":["https://openalex.org/I5681781"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Steven Li","raw_affiliation_strings":["IGSB, Division of Business, University of South Australia, Adelaide, Australia","IGSB, Division of Business, University of South Australia, Adelaide, SA, 5001, Australia","University of South Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IGSB, Division of Business, University of South Australia, Adelaide, Australia","institution_ids":["https://openalex.org/I170239107"]},{"raw_affiliation_string":"IGSB, Division of Business, University of South Australia, Adelaide, SA, 5001, Australia","institution_ids":["https://openalex.org/I170239107","https://openalex.org/I5681781"]},{"raw_affiliation_string":"University of South Australia","institution_ids":["https://openalex.org/I170239107"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5006749051","https://openalex.org/A5007590900","https://openalex.org/A5100691507"],"corresponding_institution_ids":["https://openalex.org/I170239107","https://openalex.org/I24185976","https://openalex.org/I5681781"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.3688,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":{"value":0.81805069,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"150","issue":"3","first_page":"530","last_page":"552"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9994000196456909,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9991999864578247,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6146824955940247},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5877293348312378},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5328711867332458},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.4931582808494568},{"id":"https://openalex.org/keywords/efficient-frontier","display_name":"Efficient frontier","score":0.45021185278892517},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.44358372688293457},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.437913179397583},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3525282144546509},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2787320017814636},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.17200186848640442},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1530362069606781},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.10283300280570984}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6146824955940247},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5877293348312378},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5328711867332458},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.4931582808494568},{"id":"https://openalex.org/C51485801","wikidata":"https://www.wikidata.org/wiki/Q16966861","display_name":"Efficient frontier","level":3,"score":0.45021185278892517},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.44358372688293457},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.437913179397583},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3525282144546509},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2787320017814636},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.17200186848640442},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1530362069606781},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.10283300280570984}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/s10957-011-9852-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-011-9852-0","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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 Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:researchbank.rmit.edu.au:rmit:15403","is_oa":false,"landing_page_url":"http://researchbank.rmit.edu.au/view/rmit:15403","pdf_url":null,"source":{"id":"https://openalex.org/S4306402074","display_name":"RMIT Research Repository (RMIT University Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I82951845","host_organization_name":"RMIT University","host_organization_lineage":["https://openalex.org/I82951845"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal Article"},{"id":"pmh:oai:RePEc:spr:joptap:v:150:y:2011:i:3:d:10.1007_s10957-011-9852-0","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-011-9852-0","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"},{"id":"pmh:oai:alma.61RMIT_INST:11246653800001341","is_oa":false,"landing_page_url":"http:doi.org/10.1007/s10957-011-9852-0","pdf_url":null,"source":{"id":"https://openalex.org/S4306402074","display_name":"RMIT Research Repository (RMIT University Library)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I82951845","host_organization_name":"RMIT University","host_organization_lineage":["https://openalex.org/I82951845"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"pmh:oai:figshare.com:article/27448896","is_oa":true,"landing_page_url":"https://figshare.com/articles/journal_contribution/A_class_of_chance_constrained_multi-objective_portfolio_selection_model_under_fuzzy_random_environment/27448896","pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"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":"Text"}],"best_oa_location":{"id":"pmh:oai:figshare.com:article/27448896","is_oa":true,"landing_page_url":"https://figshare.com/articles/journal_contribution/A_class_of_chance_constrained_multi-objective_portfolio_selection_model_under_fuzzy_random_environment/27448896","pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"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":"Text"},"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.75}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W152337849","https://openalex.org/W1561610472","https://openalex.org/W1729590981","https://openalex.org/W1965564548","https://openalex.org/W1977914365","https://openalex.org/W1980314087","https://openalex.org/W1999279848","https://openalex.org/W1999697669","https://openalex.org/W2000873366","https://openalex.org/W2015856032","https://openalex.org/W2016260524","https://openalex.org/W2018081595","https://openalex.org/W2018182487","https://openalex.org/W2019950953","https://openalex.org/W2023686146","https://openalex.org/W2056826990","https://openalex.org/W2066344452","https://openalex.org/W2080658183","https://openalex.org/W2100939679","https://openalex.org/W2109556672","https://openalex.org/W2124613385","https://openalex.org/W2145965780","https://openalex.org/W2148675883","https://openalex.org/W2164987253","https://openalex.org/W2593781315","https://openalex.org/W2615737084","https://openalex.org/W2795413297","https://openalex.org/W4214637188","https://openalex.org/W4230588984","https://openalex.org/W4236670843"],"related_works":["https://openalex.org/W2356813921","https://openalex.org/W2388859841","https://openalex.org/W2350212927","https://openalex.org/W2389199290","https://openalex.org/W2537126811","https://openalex.org/W2123851407","https://openalex.org/W1954718630","https://openalex.org/W2359342376","https://openalex.org/W4239907772","https://openalex.org/W2360981267"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":4},{"year":2012,"cited_by_count":1}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}
