{"id":"https://openalex.org/W7129743721","doi":"https://doi.org/10.1007/s12065-025-01140-9","title":"Portfolio optimization in stock investment","display_name":"Portfolio optimization in stock investment","publication_year":2026,"publication_date":"2026-02-17","ids":{"openalex":"https://openalex.org/W7129743721","doi":"https://doi.org/10.1007/s12065-025-01140-9"},"language":"en","primary_location":{"id":"doi:10.1007/s12065-025-01140-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12065-025-01140-9","pdf_url":null,"source":{"id":"https://openalex.org/S182392644","display_name":"Evolutionary Intelligence","issn_l":"1864-5909","issn":["1864-5909","1864-5917"],"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":"Evolutionary Intelligence","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/A5119076286","display_name":"Tram Thi Hoai Vo","orcid":null},"institutions":[{"id":"https://openalex.org/I92582371","display_name":"Southern Taiwan University of Science and Technology","ror":"https://ror.org/0029n1t76","country_code":"TW","type":"education","lineage":["https://openalex.org/I92582371"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Tram Thi Hoai Vo","raw_affiliation_strings":["College of Business, Southern Taiwan University of Science and Technology, Tainan, 710301, Taiwan ROC"],"affiliations":[{"raw_affiliation_string":"College of Business, Southern Taiwan University of Science and Technology, Tainan, 710301, Taiwan ROC","institution_ids":["https://openalex.org/I92582371"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032454671","display_name":"Pai-Chou Wang","orcid":null},"institutions":[{"id":"https://openalex.org/I92582371","display_name":"Southern Taiwan University of Science and Technology","ror":"https://ror.org/0029n1t76","country_code":"TW","type":"education","lineage":["https://openalex.org/I92582371"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Pai-Chou Wang","raw_affiliation_strings":["Department of Information Management, Southern Taiwan University of Science and Technology, Tainan, 710301, Taiwan ROC"],"affiliations":[{"raw_affiliation_string":"Department of Information Management, Southern Taiwan University of Science and Technology, Tainan, 710301, Taiwan ROC","institution_ids":["https://openalex.org/I92582371"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5126227810","display_name":"Tien-Thinh Nguyen","orcid":null},"institutions":[{"id":"https://openalex.org/I228151691","display_name":"Ho Chi Minh City International University","ror":"https://ror.org/003szmg30","country_code":"VN","type":"education","lineage":["https://openalex.org/I123565023","https://openalex.org/I228151691"]},{"id":"https://openalex.org/I67255865","display_name":"Hoa Sen University","ror":"https://ror.org/05pq46g90","country_code":"VN","type":"education","lineage":["https://openalex.org/I67255865"]}],"countries":["VN"],"is_corresponding":true,"raw_author_name":"Tien-Thinh Nguyen","raw_affiliation_strings":["Faculty of Logistics - International Trade, Hoa Sen University, Ho Chi Minh city, 700000, Vietnam"],"affiliations":[{"raw_affiliation_string":"Faculty of Logistics - International Trade, Hoa Sen University, Ho Chi Minh city, 700000, Vietnam","institution_ids":["https://openalex.org/I67255865","https://openalex.org/I228151691"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5126227810"],"corresponding_institution_ids":["https://openalex.org/I228151691","https://openalex.org/I67255865"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.58251953,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"19","issue":"2","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.6934000253677368,"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":0.6934000253677368,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.19519999623298645,"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/T11612","display_name":"Stochastic Gradient Optimization Techniques","score":0.01850000023841858,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.7185999751091003},{"id":"https://openalex.org/keywords/sharpe-ratio","display_name":"Sharpe ratio","score":0.6919000148773193},{"id":"https://openalex.org/keywords/diversification","display_name":"Diversification (marketing strategy)","score":0.656000018119812},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6406999826431274},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"Asset allocation","score":0.4934000074863434},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.46299999952316284},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.4494999945163727},{"id":"https://openalex.org/keywords/ant-colony-optimization-algorithms","display_name":"Ant colony optimization algorithms","score":0.4219000041484833}],"concepts":[{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.7185999751091003},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.6919000148773193},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.656000018119812},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6406999826431274},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6065999865531921},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.4934000074863434},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.46299999952316284},{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.4494999945163727},{"id":"https://openalex.org/C40128228","wikidata":"https://www.wikidata.org/wiki/Q460851","display_name":"Ant colony optimization algorithms","level":2,"score":0.4219000041484833},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38659998774528503},{"id":"https://openalex.org/C67051015","wikidata":"https://www.wikidata.org/wiki/Q7233558","display_name":"Post-modern portfolio theory","level":5,"score":0.37310001254081726},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.35510000586509705},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.33880001306533813},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3228999972343445},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.31679999828338623},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.2831000089645386},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.28200000524520874},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.2809999883174896},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.2605000138282776},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.26010000705718994},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.251800000667572}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s12065-025-01140-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12065-025-01140-9","pdf_url":null,"source":{"id":"https://openalex.org/S182392644","display_name":"Evolutionary Intelligence","issn_l":"1864-5909","issn":["1864-5909","1864-5917"],"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":"Evolutionary Intelligence","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure","score":0.5012977123260498}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W1584444527","https://openalex.org/W1971432209","https://openalex.org/W1987971958","https://openalex.org/W1995834279","https://openalex.org/W2000016398","https://openalex.org/W2039085300","https://openalex.org/W2051224630","https://openalex.org/W2073103707","https://openalex.org/W2085487226","https://openalex.org/W2136120210","https://openalex.org/W2154929945","https://openalex.org/W2163969674","https://openalex.org/W2487898712","https://openalex.org/W2736767837","https://openalex.org/W2893643336","https://openalex.org/W3000538773","https://openalex.org/W3010785794","https://openalex.org/W3036910872","https://openalex.org/W3110845139","https://openalex.org/W3121324299","https://openalex.org/W3122780569","https://openalex.org/W3137774199","https://openalex.org/W3199351510","https://openalex.org/W4230576380","https://openalex.org/W4230661391","https://openalex.org/W4236670843","https://openalex.org/W4237239309","https://openalex.org/W4239488419","https://openalex.org/W4247128285","https://openalex.org/W4251616545","https://openalex.org/W4295725512","https://openalex.org/W4295926801","https://openalex.org/W4311488787","https://openalex.org/W4313402616","https://openalex.org/W4386632773","https://openalex.org/W4391971069","https://openalex.org/W4394019186","https://openalex.org/W4396547209","https://openalex.org/W4400366966","https://openalex.org/W4401487120","https://openalex.org/W4404890339","https://openalex.org/W4405321085","https://openalex.org/W4406488705","https://openalex.org/W4409618496","https://openalex.org/W4410742123","https://openalex.org/W4411333545"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-02-19T06:27:42.648592","created_date":"2026-02-18T00:00:00"}
