{"id":"https://openalex.org/W2075587829","doi":"https://doi.org/10.1007/s10287-006-0038-4","title":"A global optimization problem in portfolio selection","display_name":"A global optimization problem in portfolio selection","publication_year":2007,"publication_date":"2007-01-19","ids":{"openalex":"https://openalex.org/W2075587829","doi":"https://doi.org/10.1007/s10287-006-0038-4","mag":"2075587829"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-006-0038-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-006-0038-4","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"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":"Computational Management Science","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://uhra.herts.ac.uk/id/eprint/1819/1/901025.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090102405","display_name":"M. C. Bartholomew\u2010Biggs","orcid":"https://orcid.org/0000-0001-9500-5274"},"institutions":[{"id":"https://openalex.org/I141584323","display_name":"University of Hertfordshire","ror":"https://ror.org/0267vjk41","country_code":"GB","type":"education","lineage":["https://openalex.org/I141584323"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"M. C. Bartholomew-Biggs","raw_affiliation_strings":["School of Physics Astronomy and Mathematics, University of Hertfordshire, Hatfield, AL10 9AB, England","University of Hertfordshire,#TAB#"],"affiliations":[{"raw_affiliation_string":"School of Physics Astronomy and Mathematics, University of Hertfordshire, Hatfield, AL10 9AB, England","institution_ids":["https://openalex.org/I141584323"]},{"raw_affiliation_string":"University of Hertfordshire,#TAB#","institution_ids":["https://openalex.org/I141584323"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5021810602","display_name":"S. J. Kane","orcid":null},"institutions":[{"id":"https://openalex.org/I141584323","display_name":"University of Hertfordshire","ror":"https://ror.org/0267vjk41","country_code":"GB","type":"education","lineage":["https://openalex.org/I141584323"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"S. J. Kane","raw_affiliation_strings":["School of Physics Astronomy and Mathematics, University of Hertfordshire, Hatfield, AL10 9AB, England","University of Hertfordshire,#TAB#"],"affiliations":[{"raw_affiliation_string":"School of Physics Astronomy and Mathematics, University of Hertfordshire, Hatfield, AL10 9AB, England","institution_ids":["https://openalex.org/I141584323"]},{"raw_affiliation_string":"University of Hertfordshire,#TAB#","institution_ids":["https://openalex.org/I141584323"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5090102405"],"corresponding_institution_ids":["https://openalex.org/I141584323"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.3955,"has_fulltext":true,"cited_by_count":23,"citation_normalized_percentile":{"value":0.69997726,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"6","issue":"3","first_page":"329","last_page":"345"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9947999715805054,"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":0.9947999715805054,"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":0.9843999743461609,"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/T12137","display_name":"Economic theories and models","score":0.9778000116348267,"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/portfolio","display_name":"Portfolio","score":0.7730439305305481},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6843909025192261},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.6585230231285095},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.656681478023529},{"id":"https://openalex.org/keywords/fraction","display_name":"Fraction (chemistry)","score":0.5705498456954956},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5319583415985107},{"id":"https://openalex.org/keywords/optimization-problem","display_name":"Optimization problem","score":0.46437138319015503},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.31241118907928467},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.30014246702194214},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.12563511729240417},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.07328775525093079}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7730439305305481},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6843909025192261},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6585230231285095},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.656681478023529},{"id":"https://openalex.org/C149629883","wikidata":"https://www.wikidata.org/wiki/Q660926","display_name":"Fraction (chemistry)","level":2,"score":0.5705498456954956},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5319583415985107},{"id":"https://openalex.org/C137836250","wikidata":"https://www.wikidata.org/wiki/Q984063","display_name":"Optimization problem","level":2,"score":0.46437138319015503},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.31241118907928467},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30014246702194214},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.12563511729240417},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.07328775525093079},{"id":"https://openalex.org/C178790620","wikidata":"https://www.wikidata.org/wiki/Q11351","display_name":"Organic chemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10287-006-0038-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-006-0038-4","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"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":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:uhra.herts.ac.uk:2299/3644","is_oa":true,"landing_page_url":"http://hdl.handle.net/2299/3644","pdf_url":"https://uhra.herts.ac.uk/id/eprint/1819/1/901025.pdf","source":{"id":"https://openalex.org/S4306400241","display_name":"University of Hertfordshire Research Archive (University of Hertfordshire)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I141584323","host_organization_name":"University of Hertfordshire","host_organization_lineage":["https://openalex.org/I141584323"],"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":null},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.507.5625","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.507.5625","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.optimization-online.org/DB_FILE/2004/06/894.pdf","raw_type":"text"},{"id":"pmh:oai:RePEc:spr:comgts:v:6:y:2009:i:3:p:329-345","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10287-006-0038-4","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"}],"best_oa_location":{"id":"pmh:oai:uhra.herts.ac.uk:2299/3644","is_oa":true,"landing_page_url":"http://hdl.handle.net/2299/3644","pdf_url":"https://uhra.herts.ac.uk/id/eprint/1819/1/901025.pdf","source":{"id":"https://openalex.org/S4306400241","display_name":"University of Hertfordshire Research Archive (University of Hertfordshire)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I141584323","host_organization_name":"University of Hertfordshire","host_organization_lineage":["https://openalex.org/I141584323"],"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":null},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2075587829.pdf","grobid_xml":"https://content.openalex.org/works/W2075587829.grobid-xml"},"referenced_works_count":21,"referenced_works":["https://openalex.org/W605605128","https://openalex.org/W1594264634","https://openalex.org/W1604314819","https://openalex.org/W1606936167","https://openalex.org/W1969144558","https://openalex.org/W1987427249","https://openalex.org/W2000653669","https://openalex.org/W2015856032","https://openalex.org/W2056641273","https://openalex.org/W2057338659","https://openalex.org/W2061517489","https://openalex.org/W2080162860","https://openalex.org/W2103111465","https://openalex.org/W2113741278","https://openalex.org/W2170221568","https://openalex.org/W2185426459","https://openalex.org/W2318499061","https://openalex.org/W2610216665","https://openalex.org/W2795413297","https://openalex.org/W2989128237","https://openalex.org/W4298872671"],"related_works":["https://openalex.org/W2363364691","https://openalex.org/W2124216144","https://openalex.org/W1961740865","https://openalex.org/W1542788557","https://openalex.org/W1954718630","https://openalex.org/W2388240242","https://openalex.org/W2352891472","https://openalex.org/W2360914735","https://openalex.org/W2012616576","https://openalex.org/W2241674037"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
