{"id":"https://openalex.org/W4281678258","doi":"https://doi.org/10.1007/s11590-022-01885-7","title":"Hybrid strategy in multiperiod mean-variance framework","display_name":"Hybrid strategy in multiperiod mean-variance framework","publication_year":2022,"publication_date":"2022-06-07","ids":{"openalex":"https://openalex.org/W4281678258","doi":"https://doi.org/10.1007/s11590-022-01885-7"},"language":"en","primary_location":{"id":"doi:10.1007/s11590-022-01885-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11590-022-01885-7","pdf_url":null,"source":{"id":"https://openalex.org/S12647387","display_name":"Optimization Letters","issn_l":"1862-4472","issn":["1862-4472","1862-4480"],"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":"Optimization Letters","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/A5027772944","display_name":"Xiangyu Cui","orcid":"https://orcid.org/0000-0003-1749-4513"},"institutions":[{"id":"https://openalex.org/I181679659","display_name":"Shanghai University of Finance and Economics","ror":"https://ror.org/00wtvfq62","country_code":"CN","type":"education","lineage":["https://openalex.org/I181679659"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xiangyu Cui","raw_affiliation_strings":["School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China","institution_ids":["https://openalex.org/I181679659"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100745907","display_name":"Duan Li","orcid":"https://orcid.org/0000-0001-9786-6238"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Duan Li","raw_affiliation_strings":["School of Data Science, City University of Hong Kong, Hong Kong, China"],"affiliations":[{"raw_affiliation_string":"School of Data Science, City University of Hong Kong, Hong Kong, China","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5010537159","display_name":"Yun Shi","orcid":"https://orcid.org/0000-0002-4746-2312"},"institutions":[{"id":"https://openalex.org/I66867065","display_name":"East China Normal University","ror":"https://ror.org/02n96ep67","country_code":"CN","type":"education","lineage":["https://openalex.org/I66867065"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yun Shi","raw_affiliation_strings":["Academy of Statistics and Interdisciplinary Sciences, Faculty of Economics and Management, East China Normal University, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Academy of Statistics and Interdisciplinary Sciences, Faculty of Economics and Management, East China Normal University, Shanghai, China","institution_ids":["https://openalex.org/I66867065"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5028371155","display_name":"Mingjia Zhu","orcid":"https://orcid.org/0009-0003-2216-0902"},"institutions":[{"id":"https://openalex.org/I181679659","display_name":"Shanghai University of Finance and Economics","ror":"https://ror.org/00wtvfq62","country_code":"CN","type":"education","lineage":["https://openalex.org/I181679659"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Mingjia Zhu","raw_affiliation_strings":["School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China","institution_ids":["https://openalex.org/I181679659"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5027772944"],"corresponding_institution_ids":["https://openalex.org/I181679659"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.06044043,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"17","issue":"2","first_page":"493","last_page":"509"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9839000105857849,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9711999893188477,"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/T10136","display_name":"Statistical Methods and Inference","score":0.9704999923706055,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.6884540915489197},{"id":"https://openalex.org/keywords/planner","display_name":"Planner","score":0.6614822149276733},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.5518093705177307},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5404021143913269},{"id":"https://openalex.org/keywords/computational-intelligence","display_name":"Computational intelligence","score":0.529930055141449},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5209875702857971},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.36740750074386597},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.34443119168281555},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24591100215911865},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1192609965801239}],"concepts":[{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.6884540915489197},{"id":"https://openalex.org/C2776999362","wikidata":"https://www.wikidata.org/wiki/Q2349274","display_name":"Planner","level":2,"score":0.6614822149276733},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.5518093705177307},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5404021143913269},{"id":"https://openalex.org/C139502532","wikidata":"https://www.wikidata.org/wiki/Q1122090","display_name":"Computational intelligence","level":2,"score":0.529930055141449},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5209875702857971},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.36740750074386597},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.34443119168281555},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24591100215911865},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1192609965801239},{"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/s11590-022-01885-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11590-022-01885-7","pdf_url":null,"source":{"id":"https://openalex.org/S12647387","display_name":"Optimization Letters","issn_l":"1862-4472","issn":["1862-4472","1862-4480"],"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":"Optimization Letters","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1649416926","display_name":null,"funder_award_id":"2021YFA1000100","funder_id":"https://openalex.org/F4320335777","funder_display_name":"National Key Research and Development Program of China"},{"id":"https://openalex.org/G3935064645","display_name":null,"funder_award_id":"71931004","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3994723575","display_name":null,"funder_award_id":"2021YFA1000104","funder_id":"https://openalex.org/F4320335777","funder_display_name":"National Key Research and Development Program of China"},{"id":"https://openalex.org/G5753598139","display_name":null,"funder_award_id":"71971083","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320335777","display_name":"National Key Research and Development Program of China","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":15,"referenced_works":["https://openalex.org/W1527151125","https://openalex.org/W1791174547","https://openalex.org/W1946848043","https://openalex.org/W1959184493","https://openalex.org/W1983641333","https://openalex.org/W2002788332","https://openalex.org/W2056981121","https://openalex.org/W2058958060","https://openalex.org/W2091519802","https://openalex.org/W2138562182","https://openalex.org/W2166040369","https://openalex.org/W2560841708","https://openalex.org/W2963939707","https://openalex.org/W3124854273","https://openalex.org/W4251562186"],"related_works":["https://openalex.org/W2021204413","https://openalex.org/W2610446193","https://openalex.org/W2762832356","https://openalex.org/W3082993789","https://openalex.org/W2115920894","https://openalex.org/W2312347762","https://openalex.org/W2113450920","https://openalex.org/W804484174","https://openalex.org/W4238966900","https://openalex.org/W4281678258"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}