{"id":"https://openalex.org/W2020274275","doi":"https://doi.org/10.1007/s10957-012-0074-x","title":"Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection","display_name":"Risk-Return Trade-off with the Scenario Approach in Practice: A Case Study in Portfolio Selection","publication_year":2012,"publication_date":"2012-05-11","ids":{"openalex":"https://openalex.org/W2020274275","doi":"https://doi.org/10.1007/s10957-012-0074-x","mag":"2020274275"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-012-0074-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-012-0074-x","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":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025307220","display_name":"Bernardo K. Pagnoncelli","orcid":"https://orcid.org/0000-0003-2968-0073"},"institutions":[{"id":"https://openalex.org/I21067949","display_name":"Adolfo Ib\u00e1\u00f1ez University","ror":"https://ror.org/0326knt82","country_code":"CL","type":"education","lineage":["https://openalex.org/I21067949"]}],"countries":["CL"],"is_corresponding":true,"raw_author_name":"B. K. Pagnoncelli","raw_affiliation_strings":["Escuela de Negocios, Universidad Adolfo Iba\u00f1ez, Diagonal las Torres 2640 oficina 533-C, Pe\u00f1alol\u00e9n, Santiago, Chile","Escuela de Negocios , Universidad Adolfo Ib\u00e1\u00f1ez , Santiago, Chile"],"affiliations":[{"raw_affiliation_string":"Escuela de Negocios, Universidad Adolfo Iba\u00f1ez, Diagonal las Torres 2640 oficina 533-C, Pe\u00f1alol\u00e9n, Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]},{"raw_affiliation_string":"Escuela de Negocios , Universidad Adolfo Ib\u00e1\u00f1ez , Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076607365","display_name":"Daniel Reich","orcid":"https://orcid.org/0000-0002-5605-5065"},"institutions":[{"id":"https://openalex.org/I1292974536","display_name":"Ford Motor Company (United States)","ror":"https://ror.org/00g2tkw06","country_code":"US","type":"company","lineage":["https://openalex.org/I1292974536"]},{"id":"https://openalex.org/I21067949","display_name":"Adolfo Ib\u00e1\u00f1ez University","ror":"https://ror.org/0326knt82","country_code":"CL","type":"education","lineage":["https://openalex.org/I21067949"]}],"countries":["CL","US"],"is_corresponding":false,"raw_author_name":"D. Reich","raw_affiliation_strings":["Escuela de Negocios, Universidad Adolfo Iba\u00f1ez, Diagonal las Torres 2640 oficina 533-C, Pe\u00f1alol\u00e9n, Santiago, Chile","Ford Research and Advanced Engineering, Dearborn, MI, 48124, USA","Ford Research and Advanced Engineering, Dearborn, USA","Escuela de Negocios, Universidad Adolfo Iba\u00f1ez, Santiago, Chile"],"affiliations":[{"raw_affiliation_string":"Escuela de Negocios, Universidad Adolfo Iba\u00f1ez, Diagonal las Torres 2640 oficina 533-C, Pe\u00f1alol\u00e9n, Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]},{"raw_affiliation_string":"Ford Research and Advanced Engineering, Dearborn, MI, 48124, USA","institution_ids":["https://openalex.org/I1292974536"]},{"raw_affiliation_string":"Ford Research and Advanced Engineering, Dearborn, USA","institution_ids":["https://openalex.org/I1292974536"]},{"raw_affiliation_string":"Escuela de Negocios, Universidad Adolfo Iba\u00f1ez, Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068752903","display_name":"Marco C. Campi","orcid":"https://orcid.org/0000-0002-5209-3312"},"institutions":[{"id":"https://openalex.org/I79940851","display_name":"University of Brescia","ror":"https://ror.org/02q2d2610","country_code":"IT","type":"education","lineage":["https://openalex.org/I79940851"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"M. C. Campi","raw_affiliation_strings":["Department of Information Engineering, University of Brescia, Via Branze 38, 25123, Brescia, Italy","Department of Information Engineering, University of Brescia Brescia, Italy"],"affiliations":[{"raw_affiliation_string":"Department of Information Engineering, University of Brescia, Via Branze 38, 25123, Brescia, Italy","institution_ids":["https://openalex.org/I79940851"]},{"raw_affiliation_string":"Department of Information Engineering, University of Brescia Brescia, Italy","institution_ids":["https://openalex.org/I79940851"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5025307220"],"corresponding_institution_ids":["https://openalex.org/I21067949"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":4.5528,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.94380346,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"155","issue":"2","first_page":"707","last_page":"722"},"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/T10969","display_name":"Water resources management and optimization","score":0.9886999726295471,"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/T12709","display_name":"Optimization and Mathematical Programming","score":0.988099992275238,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.7445975542068481},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6388075351715088},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6274078488349915},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.627345860004425},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5075265169143677},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.48811420798301697},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.47750014066696167},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.42076438665390015},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.30747437477111816},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.29596561193466187},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.11892789602279663},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.11260434985160828},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.07867547869682312}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7445975542068481},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6388075351715088},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6274078488349915},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.627345860004425},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5075265169143677},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.48811420798301697},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.47750014066696167},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.42076438665390015},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.30747437477111816},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.29596561193466187},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.11892789602279663},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.11260434985160828},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.07867547869682312},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"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/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10957-012-0074-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-012-0074-x","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:RePEc:spr:joptap:v:155:y:2012:i:2:d:10.1007_s10957-012-0074-x","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-012-0074-x","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:iris.unibs.it:11379/175301","is_oa":false,"landing_page_url":"http://hdl.handle.net/11379/175301","pdf_url":null,"source":{"id":"https://openalex.org/S4306400804","display_name":"Institutional Research Information System (Universit\u00e0 degli Studi di Brescia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I66752286","host_organization_name":"University of Milano-Bicocca","host_organization_lineage":["https://openalex.org/I66752286"],"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":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.44999998807907104}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W5365639","https://openalex.org/W88909337","https://openalex.org/W418142924","https://openalex.org/W1541527977","https://openalex.org/W1931025732","https://openalex.org/W1976466849","https://openalex.org/W1989755892","https://openalex.org/W1995285162","https://openalex.org/W2007668370","https://openalex.org/W2019009320","https://openalex.org/W2032278446","https://openalex.org/W2066778083","https://openalex.org/W2095861442","https://openalex.org/W2099506495","https://openalex.org/W2117781171","https://openalex.org/W2140481308","https://openalex.org/W2143514150","https://openalex.org/W2144187183","https://openalex.org/W2151140685","https://openalex.org/W2164499670","https://openalex.org/W2908064020","https://openalex.org/W4212795778","https://openalex.org/W4247165901"],"related_works":["https://openalex.org/W4205762803","https://openalex.org/W2807251790","https://openalex.org/W2535856026","https://openalex.org/W3201861680","https://openalex.org/W4250775169","https://openalex.org/W2265065644","https://openalex.org/W2044090075","https://openalex.org/W2363364691","https://openalex.org/W2028885955","https://openalex.org/W1733367267"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}