{"id":"https://openalex.org/W2371181793","doi":"https://doi.org/10.1007/978-3-319-31204-0_6","title":"Evolutionary Multiobjective Optimization for Portfolios in Emerging Markets: Contrasting Higher Moments and Median Models","display_name":"Evolutionary Multiobjective Optimization for Portfolios in Emerging Markets: Contrasting Higher Moments and Median Models","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2371181793","doi":"https://doi.org/10.1007/978-3-319-31204-0_6","mag":"2371181793"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-31204-0_6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-31204-0_6","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"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":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","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/A5049409730","display_name":"Mai A. Ibrahim","orcid":null},"institutions":[{"id":"https://openalex.org/I145487455","display_name":"Cairo University","ror":"https://ror.org/03q21mh05","country_code":"EG","type":"education","lineage":["https://openalex.org/I145487455"]}],"countries":["EG"],"is_corresponding":true,"raw_author_name":"Mai A. Ibrahim","raw_affiliation_strings":["Operations Research and Decision Support Department, Faculty of Computers and Information, Cairo University, Giza, Egypt"],"affiliations":[{"raw_affiliation_string":"Operations Research and Decision Support Department, Faculty of Computers and Information, Cairo University, Giza, Egypt","institution_ids":["https://openalex.org/I145487455"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5108204379","display_name":"Mohammed El-Beltagy","orcid":null},"institutions":[{"id":"https://openalex.org/I145487455","display_name":"Cairo University","ror":"https://ror.org/03q21mh05","country_code":"EG","type":"education","lineage":["https://openalex.org/I145487455"]}],"countries":["EG"],"is_corresponding":false,"raw_author_name":"Mohammed El-Beltagy","raw_affiliation_strings":["Operations Research and Decision Support Department, Faculty of Computers and Information, Cairo University, Giza, Egypt"],"affiliations":[{"raw_affiliation_string":"Operations Research and Decision Support Department, Faculty of Computers and Information, Cairo University, Giza, Egypt","institution_ids":["https://openalex.org/I145487455"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011805314","display_name":"Motaz Khorshid","orcid":"https://orcid.org/0000-0002-5932-0098"},"institutions":[{"id":"https://openalex.org/I145487455","display_name":"Cairo University","ror":"https://ror.org/03q21mh05","country_code":"EG","type":"education","lineage":["https://openalex.org/I145487455"]}],"countries":["EG"],"is_corresponding":false,"raw_author_name":"Motaz Khorshid","raw_affiliation_strings":["Operations Research and Decision Support Department, Faculty of Computers and Information, Cairo University, Giza, Egypt"],"affiliations":[{"raw_affiliation_string":"Operations Research and Decision Support Department, Faculty of Computers and Information, Cairo University, Giza, Egypt","institution_ids":["https://openalex.org/I145487455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5049409730"],"corresponding_institution_ids":["https://openalex.org/I145487455"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":5.008,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.95106696,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"73","last_page":"87"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9997000098228455,"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":0.9997000098228455,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9965000152587891,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9952999949455261,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/kurtosis","display_name":"Kurtosis","score":0.8725192546844482},{"id":"https://openalex.org/keywords/skewness","display_name":"Skewness","score":0.807249903678894},{"id":"https://openalex.org/keywords/sorting","display_name":"Sorting","score":0.620535135269165},{"id":"https://openalex.org/keywords/standard-deviation","display_name":"Standard deviation","score":0.5147992968559265},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.4948992133140564},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.4754347801208496},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4625932574272156},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4595112204551697},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.45424139499664307},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.45161229372024536},{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.43637174367904663},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4041934609413147},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3937838077545166},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.34558045864105225},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.20755034685134888},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17194363474845886},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1534210443496704},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.13722020387649536}],"concepts":[{"id":"https://openalex.org/C166963901","wikidata":"https://www.wikidata.org/wiki/Q287251","display_name":"Kurtosis","level":2,"score":0.8725192546844482},{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.807249903678894},{"id":"https://openalex.org/C111696304","wikidata":"https://www.wikidata.org/wiki/Q2303697","display_name":"Sorting","level":2,"score":0.620535135269165},{"id":"https://openalex.org/C22679943","wikidata":"https://www.wikidata.org/wiki/Q159375","display_name":"Standard deviation","level":2,"score":0.5147992968559265},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4948992133140564},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.4754347801208496},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4625932574272156},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4595112204551697},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.45424139499664307},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45161229372024536},{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.43637174367904663},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4041934609413147},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3937838077545166},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.34558045864105225},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.20755034685134888},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17194363474845886},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1534210443496704},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.13722020387649536},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-31204-0_6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-31204-0_6","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"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":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W653327219","https://openalex.org/W1516131670","https://openalex.org/W1516216243","https://openalex.org/W1561025185","https://openalex.org/W1577117919","https://openalex.org/W1589352623","https://openalex.org/W1594460652","https://openalex.org/W1607656610","https://openalex.org/W1647779468","https://openalex.org/W1847738297","https://openalex.org/W1965580822","https://openalex.org/W2007129483","https://openalex.org/W2011123651","https://openalex.org/W2011180631","https://openalex.org/W2013704165","https://openalex.org/W2032453361","https://openalex.org/W2038865108","https://openalex.org/W2045547871","https://openalex.org/W2051580823","https://openalex.org/W2078958917","https://openalex.org/W2103244737","https://openalex.org/W2143245714","https://openalex.org/W2150402667","https://openalex.org/W2155320704","https://openalex.org/W2161896575","https://openalex.org/W2165975239","https://openalex.org/W2166907582","https://openalex.org/W2172364747","https://openalex.org/W2187970449","https://openalex.org/W3122732812","https://openalex.org/W3124407081","https://openalex.org/W3124454571","https://openalex.org/W3126123499"],"related_works":["https://openalex.org/W4225568567","https://openalex.org/W4286378979","https://openalex.org/W1496883226","https://openalex.org/W4297337052","https://openalex.org/W2028605949","https://openalex.org/W2282665605","https://openalex.org/W3216026256","https://openalex.org/W3129919015","https://openalex.org/W4390742338","https://openalex.org/W2037499216"],"abstract_inverted_index":null,"counts_by_year":[{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}