{"id":"https://openalex.org/W2995312898","doi":"https://doi.org/10.1007/s11075-019-00831-6","title":"An incremental bundle method for portfolio selection problem under second-order stochastic dominance","display_name":"An incremental bundle method for portfolio selection problem under second-order stochastic dominance","publication_year":2019,"publication_date":"2019-12-11","ids":{"openalex":"https://openalex.org/W2995312898","doi":"https://doi.org/10.1007/s11075-019-00831-6","mag":"2995312898"},"language":"en","primary_location":{"id":"doi:10.1007/s11075-019-00831-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-019-00831-6","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"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":"Numerical Algorithms","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/A5055092097","display_name":"Jian Lv","orcid":"https://orcid.org/0000-0001-7633-366X"},"institutions":[{"id":"https://openalex.org/I90727586","display_name":"Zhejiang University of Finance and Economics","ror":"https://ror.org/055vj5234","country_code":"CN","type":"education","lineage":["https://openalex.org/I90727586"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jian Lv","raw_affiliation_strings":["School of Finance, Zhejiang University of Finance and Economics, Hangzhou, 310018, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Finance, Zhejiang University of Finance and Economics, Hangzhou, 310018, China","institution_ids":["https://openalex.org/I90727586"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5062286029","display_name":"Ze-Hao Xiao","orcid":null},"institutions":[{"id":"https://openalex.org/I27357992","display_name":"Dalian University of Technology","ror":"https://ror.org/023hj5876","country_code":"CN","type":"education","lineage":["https://openalex.org/I27357992"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ze-Hao Xiao","raw_affiliation_strings":["Dalian University of Technology, Dalian, 116024, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dalian University of Technology, Dalian, 116024, China","institution_ids":["https://openalex.org/I27357992"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044662952","display_name":"Li-Ping Pang","orcid":"https://orcid.org/0000-0003-2046-3582"},"institutions":[{"id":"https://openalex.org/I27357992","display_name":"Dalian University of Technology","ror":"https://ror.org/023hj5876","country_code":"CN","type":"education","lineage":["https://openalex.org/I27357992"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Li-Ping Pang","raw_affiliation_strings":["Dalian University of Technology, Dalian, 116024, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dalian University of Technology, Dalian, 116024, China","institution_ids":["https://openalex.org/I27357992"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5044662952"],"corresponding_institution_ids":["https://openalex.org/I27357992"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.4117,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.69854633,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"85","issue":"2","first_page":"653","last_page":"681"},"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9945999979972839,"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":0.9933000206947327,"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/mathematical-optimization","display_name":"Mathematical optimization","score":0.7080925107002258},{"id":"https://openalex.org/keywords/oracle","display_name":"Oracle","score":0.6833347082138062},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6742949485778809},{"id":"https://openalex.org/keywords/bundle","display_name":"Bundle","score":0.663932204246521},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.6035478115081787},{"id":"https://openalex.org/keywords/stochastic-dominance","display_name":"Stochastic dominance","score":0.5200721621513367},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5183385610580444},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.49605998396873474},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.48033490777015686},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4607793390750885},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.41488635540008545},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.258355051279068}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.7080925107002258},{"id":"https://openalex.org/C55166926","wikidata":"https://www.wikidata.org/wiki/Q2892946","display_name":"Oracle","level":2,"score":0.6833347082138062},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6742949485778809},{"id":"https://openalex.org/C2778134712","wikidata":"https://www.wikidata.org/wiki/Q1047307","display_name":"Bundle","level":2,"score":0.663932204246521},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.6035478115081787},{"id":"https://openalex.org/C33252445","wikidata":"https://www.wikidata.org/wiki/Q3713315","display_name":"Stochastic dominance","level":2,"score":0.5200721621513367},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5183385610580444},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.49605998396873474},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.48033490777015686},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4607793390750885},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.41488635540008545},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.258355051279068},{"id":"https://openalex.org/C115903868","wikidata":"https://www.wikidata.org/wiki/Q80993","display_name":"Software engineering","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/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"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},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11075-019-00831-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-019-00831-6","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"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":"Numerical Algorithms","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":52,"referenced_works":["https://openalex.org/W356322785","https://openalex.org/W561477130","https://openalex.org/W1508957056","https://openalex.org/W1526512085","https://openalex.org/W1541527977","https://openalex.org/W1558438642","https://openalex.org/W1647779468","https://openalex.org/W1965529951","https://openalex.org/W1966823320","https://openalex.org/W1968782695","https://openalex.org/W1972069020","https://openalex.org/W1978894191","https://openalex.org/W1983916623","https://openalex.org/W1990494141","https://openalex.org/W2002789039","https://openalex.org/W2004447866","https://openalex.org/W2005022214","https://openalex.org/W2008685729","https://openalex.org/W2009010905","https://openalex.org/W2011091913","https://openalex.org/W2023552566","https://openalex.org/W2027852107","https://openalex.org/W2033957915","https://openalex.org/W2040056636","https://openalex.org/W2050464653","https://openalex.org/W2051306216","https://openalex.org/W2072282266","https://openalex.org/W2076428552","https://openalex.org/W2079688774","https://openalex.org/W2079858007","https://openalex.org/W2080162860","https://openalex.org/W2081084362","https://openalex.org/W2081478515","https://openalex.org/W2089343684","https://openalex.org/W2089472568","https://openalex.org/W2094094274","https://openalex.org/W2099072671","https://openalex.org/W2105055176","https://openalex.org/W2116462758","https://openalex.org/W2121468937","https://openalex.org/W2140449165","https://openalex.org/W2146232856","https://openalex.org/W2161541280","https://openalex.org/W2164206203","https://openalex.org/W2238030762","https://openalex.org/W3124152630","https://openalex.org/W4212912562","https://openalex.org/W4247165901","https://openalex.org/W4247382041","https://openalex.org/W4249513058","https://openalex.org/W4249667877","https://openalex.org/W4253214256"],"related_works":["https://openalex.org/W2478439126","https://openalex.org/W2166189858","https://openalex.org/W2260220185","https://openalex.org/W2313224943","https://openalex.org/W2065491738","https://openalex.org/W2083996107","https://openalex.org/W2238030762","https://openalex.org/W3010333602","https://openalex.org/W1976667494","https://openalex.org/W2036105324"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}