{"id":"https://openalex.org/W7166320061","doi":"https://doi.org/10.1016/j.cor.2026.107592","title":"Network-based online portfolio selection with ESG scores","display_name":"Network-based online portfolio selection with ESG scores","publication_year":2026,"publication_date":"2026-06-27","ids":{"openalex":"https://openalex.org/W7166320061","doi":"https://doi.org/10.1016/j.cor.2026.107592"},"language":"en","primary_location":{"id":"doi:10.1016/j.cor.2026.107592","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.cor.2026.107592","pdf_url":null,"source":{"id":"https://openalex.org/S173256270","display_name":"Computers & Operations Research","issn_l":"0305-0548","issn":["0305-0548","1873-765X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computers & Operations Research","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/A5074924691","display_name":"Sini Guo","orcid":"https://orcid.org/0000-0001-6905-8591"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Sini Guo","raw_affiliation_strings":["School of Management, Beijing Institute of Technology, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0001-6905-8591","affiliations":[{"raw_affiliation_string":"School of Management, Beijing Institute of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5072576750","display_name":"Mengzi Yin","orcid":"https://orcid.org/0000-0002-3221-2206"},"institutions":[{"id":"https://openalex.org/I125839683","display_name":"Beijing Institute of Technology","ror":"https://ror.org/01skt4w74","country_code":"CN","type":"education","lineage":["https://openalex.org/I125839683","https://openalex.org/I890469752"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Mengzi Yin","raw_affiliation_strings":["School of Management, Beijing Institute of Technology, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Beijing Institute of Technology, Beijing, China","institution_ids":["https://openalex.org/I125839683"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5139500393","display_name":"Wai-Ki Ching","orcid":null},"institutions":[{"id":"https://openalex.org/I889458895","display_name":"University of Hong Kong","ror":"https://ror.org/02zhqgq86","country_code":"HK","type":"education","lineage":["https://openalex.org/I889458895"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Wai-Ki Ching","raw_affiliation_strings":["Department of Mathematics, The University of Hong Kong, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, The University of Hong Kong, Hong Kong, China","institution_ids":["https://openalex.org/I889458895"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5074924691"],"corresponding_institution_ids":["https://openalex.org/I125839683"],"apc_list":{"value":3210,"currency":"USD","value_usd":3210},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.86325244,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"194","issue":null,"first_page":"107592","last_page":"107592"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.8184000253677368,"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/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.8184000253677368,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.060100000351667404,"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/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.025599999353289604,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"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","display_name":"Portfolio","score":0.5809000134468079},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4368000030517578},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.42010000348091125},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.4133000075817108},{"id":"https://openalex.org/keywords/weighting","display_name":"Weighting","score":0.4016999900341034},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.3783000111579895},{"id":"https://openalex.org/keywords/profitability-index","display_name":"Profitability index","score":0.3481000065803528},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.3458000123500824},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.33160001039505005},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.32589998841285706}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5809000134468079},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5304999947547913},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4368000030517578},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.42010000348091125},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.4133000075817108},{"id":"https://openalex.org/C183115368","wikidata":"https://www.wikidata.org/wiki/Q856577","display_name":"Weighting","level":2,"score":0.4016999900341034},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38499999046325684},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.3783000111579895},{"id":"https://openalex.org/C129361004","wikidata":"https://www.wikidata.org/wiki/Q2470236","display_name":"Profitability index","level":2,"score":0.3481000065803528},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.3458000123500824},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.33160001039505005},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.32589998841285706},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.32249999046325684},{"id":"https://openalex.org/C2778813691","wikidata":"https://www.wikidata.org/wiki/Q1369832","display_name":"Purchasing","level":2,"score":0.3172000050544739},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3098999857902527},{"id":"https://openalex.org/C154611145","wikidata":"https://www.wikidata.org/wiki/Q4331879","display_name":"Expected return","level":3,"score":0.3077999949455261},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.3059000074863434},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.3028999865055084},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.302700012922287},{"id":"https://openalex.org/C26503482","wikidata":"https://www.wikidata.org/wiki/Q1898080","display_name":"Underwriting","level":2,"score":0.2992999851703644},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.2906999886035919},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.28850001096725464},{"id":"https://openalex.org/C2778865806","wikidata":"https://www.wikidata.org/wiki/Q6060850","display_name":"Investment decisions","level":3,"score":0.2802000045776367},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.2784000039100647},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.2768000066280365},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.2743000090122223},{"id":"https://openalex.org/C189188589","wikidata":"https://www.wikidata.org/wiki/Q14864997","display_name":"Investment management","level":3,"score":0.2736000120639801},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.2727000117301941},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.2685000002384186},{"id":"https://openalex.org/C2776517139","wikidata":"https://www.wikidata.org/wiki/Q873442","display_name":"Asset management","level":2,"score":0.25999999046325684},{"id":"https://openalex.org/C68781425","wikidata":"https://www.wikidata.org/wiki/Q2052203","display_name":"Multi-objective optimization","level":2,"score":0.25760000944137573},{"id":"https://openalex.org/C76073288","wikidata":"https://www.wikidata.org/wiki/Q1337875","display_name":"Financial risk","level":2,"score":0.25360000133514404},{"id":"https://openalex.org/C66204764","wikidata":"https://www.wikidata.org/wiki/Q219416","display_name":"Sustainability","level":2,"score":0.2533000111579895},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.2531999945640564},{"id":"https://openalex.org/C30755413","wikidata":"https://www.wikidata.org/wiki/Q1245402","display_name":"Risk\u2013return spectrum","level":3,"score":0.25029999017715454}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.cor.2026.107592","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.cor.2026.107592","pdf_url":null,"source":{"id":"https://openalex.org/S173256270","display_name":"Computers & Operations Research","issn_l":"0305-0548","issn":["0305-0548","1873-765X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computers & Operations Research","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321543","display_name":"China Postdoctoral Science Foundation","ror":"https://ror.org/0426zh255"},{"id":"https://openalex.org/F4320327514","display_name":"Beijing Institute of Technology Research Fund Program for Young Scholars","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":40,"referenced_works":["https://openalex.org/W1647779468","https://openalex.org/W1933453720","https://openalex.org/W1964964840","https://openalex.org/W1995236272","https://openalex.org/W2029480990","https://openalex.org/W2068643490","https://openalex.org/W2106052345","https://openalex.org/W2158100334","https://openalex.org/W2163325343","https://openalex.org/W2346153109","https://openalex.org/W2746758043","https://openalex.org/W2953899168","https://openalex.org/W2955411801","https://openalex.org/W2969471676","https://openalex.org/W2999420093","https://openalex.org/W3025264793","https://openalex.org/W3124094741","https://openalex.org/W3125969230","https://openalex.org/W3138591600","https://openalex.org/W3199715721","https://openalex.org/W4231450980","https://openalex.org/W4237883889","https://openalex.org/W4241584625","https://openalex.org/W4288056379","https://openalex.org/W4293165890","https://openalex.org/W4368340980","https://openalex.org/W4368346546","https://openalex.org/W4383873556","https://openalex.org/W4387410807","https://openalex.org/W4388037505","https://openalex.org/W4388785059","https://openalex.org/W4389950213","https://openalex.org/W4394858418","https://openalex.org/W4395080787","https://openalex.org/W4400438879","https://openalex.org/W4401270435","https://openalex.org/W4403404715","https://openalex.org/W4409907305","https://openalex.org/W4414280252","https://openalex.org/W4415244114"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-29T06:13:29.287314","created_date":"2026-06-28T00:00:00"}