{"id":"https://openalex.org/W2017105311","doi":"https://doi.org/10.1016/s0377-2217(01)00053-4","title":"Buying and selling an asset over the finite time horizon: A non-parametric approach","display_name":"Buying and selling an asset over the finite time horizon: A non-parametric approach","publication_year":2002,"publication_date":"2002-01-01","ids":{"openalex":"https://openalex.org/W2017105311","doi":"https://doi.org/10.1016/s0377-2217(01)00053-4","mag":"2017105311"},"language":"en","primary_location":{"id":"doi:10.1016/s0377-2217(01)00053-4","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0377-2217(01)00053-4","pdf_url":null,"source":{"id":"https://openalex.org/S103321696","display_name":"European Journal of Operational Research","issn_l":"0377-2217","issn":["0377-2217","1872-6860"],"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":"European Journal of Operational 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/A5091408119","display_name":"Young H. Chun","orcid":"https://orcid.org/0000-0001-6067-0207"},"institutions":[{"id":"https://openalex.org/I4210133369","display_name":"Decision Sciences (United States)","ror":"https://ror.org/03gcvf773","country_code":"US","type":"company","lineage":["https://openalex.org/I4210133369"]},{"id":"https://openalex.org/I121820613","display_name":"Louisiana State University","ror":"https://ror.org/05ect4e57","country_code":"US","type":"education","lineage":["https://openalex.org/I121820613"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Young H. Chun","raw_affiliation_strings":["Department of Information Systems and Decision Sciences, E.J. Ourso College of Business Administration, Louisiana State University, Baton Rouge, LA 70803-6316, USA","Department of Information Systems and Decision Sciences , E. J. Ourso College of Business Administration, Louisiana State University , Baton Rouge, LA, 70803-6316, USA"],"affiliations":[{"raw_affiliation_string":"Department of Information Systems and Decision Sciences, E.J. Ourso College of Business Administration, Louisiana State University, Baton Rouge, LA 70803-6316, USA","institution_ids":["https://openalex.org/I121820613","https://openalex.org/I4210133369"]},{"raw_affiliation_string":"Department of Information Systems and Decision Sciences , E. J. Ourso College of Business Administration, Louisiana State University , Baton Rouge, LA, 70803-6316, USA","institution_ids":["https://openalex.org/I121820613","https://openalex.org/I4210133369"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063559256","display_name":"Robert Plante","orcid":null},"institutions":[{"id":"https://openalex.org/I219193219","display_name":"Purdue University West Lafayette","ror":"https://ror.org/02dqehb95","country_code":"US","type":"education","lineage":["https://openalex.org/I219193219"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Robert D. Plante","raw_affiliation_strings":["Krannert Graduate School of Management, Purdue University, West Lafayette, IN 47907-1310, USA"],"affiliations":[{"raw_affiliation_string":"Krannert Graduate School of Management, Purdue University, West Lafayette, IN 47907-1310, USA","institution_ids":["https://openalex.org/I219193219"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008454417","display_name":"Helmut Schneider","orcid":"https://orcid.org/0000-0001-5594-2220"},"institutions":[{"id":"https://openalex.org/I4210133369","display_name":"Decision Sciences (United States)","ror":"https://ror.org/03gcvf773","country_code":"US","type":"company","lineage":["https://openalex.org/I4210133369"]},{"id":"https://openalex.org/I121820613","display_name":"Louisiana State University","ror":"https://ror.org/05ect4e57","country_code":"US","type":"education","lineage":["https://openalex.org/I121820613"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Helmut Schneider","raw_affiliation_strings":["Department of Information Systems and Decision Sciences, E.J. Ourso College of Business Administration, Louisiana State University, Baton Rouge, LA 70803-6316, USA","Department of Information Systems and Decision Sciences , E. J. Ourso College of Business Administration, Louisiana State University , Baton Rouge, LA, 70803-6316, USA"],"affiliations":[{"raw_affiliation_string":"Department of Information Systems and Decision Sciences, E.J. Ourso College of Business Administration, Louisiana State University, Baton Rouge, LA 70803-6316, USA","institution_ids":["https://openalex.org/I121820613","https://openalex.org/I4210133369"]},{"raw_affiliation_string":"Department of Information Systems and Decision Sciences , E. J. Ourso College of Business Administration, Louisiana State University , Baton Rouge, LA, 70803-6316, USA","institution_ids":["https://openalex.org/I121820613","https://openalex.org/I4210133369"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5091408119"],"corresponding_institution_ids":["https://openalex.org/I121820613","https://openalex.org/I4210133369"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.13983983,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"136","issue":"1","first_page":"106","last_page":"120"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12288","display_name":"Optimization and Search Problems","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12288","display_name":"Optimization and Search Problems","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","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/T10328","display_name":"Supply Chain and Inventory Management","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/rank","display_name":"Rank (graph theory)","score":0.7076162695884705},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.6878077387809753},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.4948112368583679},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.4893495440483093},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.47535771131515503},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.4743308424949646},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.44643980264663696},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.4108968675136566},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.35078269243240356},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3427756428718567},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.1911585032939911},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14376971125602722},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.09149950742721558}],"concepts":[{"id":"https://openalex.org/C164226766","wikidata":"https://www.wikidata.org/wiki/Q7293202","display_name":"Rank (graph theory)","level":2,"score":0.7076162695884705},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.6878077387809753},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.4948112368583679},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4893495440483093},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.47535771131515503},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.4743308424949646},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.44643980264663696},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.4108968675136566},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35078269243240356},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3427756428718567},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.1911585032939911},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14376971125602722},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09149950742721558},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/s0377-2217(01)00053-4","is_oa":false,"landing_page_url":"https://doi.org/10.1016/s0377-2217(01)00053-4","pdf_url":null,"source":{"id":"https://openalex.org/S103321696","display_name":"European Journal of Operational Research","issn_l":"0377-2217","issn":["0377-2217","1872-6860"],"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":"European Journal of Operational Research","raw_type":"journal-article"},{"id":"pmh:oai:repository.lsu.edu:infosys_pubs-1074","is_oa":false,"landing_page_url":"https://repository.lsu.edu/infosys_pubs/75","pdf_url":null,"source":{"id":"https://openalex.org/S4210169993","display_name":"Civil War Book Review","issn_l":"1528-6592","issn":["1528-6592"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310315936","host_organization_name":"Louisiana State University","host_organization_lineage":["https://openalex.org/P4310315936"],"host_organization_lineage_names":["Louisiana State University"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Faculty Publications","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5199999809265137,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1496946895","https://openalex.org/W1976527713","https://openalex.org/W1989174203","https://openalex.org/W1991936439","https://openalex.org/W2002280713","https://openalex.org/W2006645885","https://openalex.org/W2013038332","https://openalex.org/W2014819816","https://openalex.org/W2019674526","https://openalex.org/W2042026907","https://openalex.org/W2044335360","https://openalex.org/W2051220593","https://openalex.org/W2054565889","https://openalex.org/W2085480884","https://openalex.org/W2087260793","https://openalex.org/W2116459287","https://openalex.org/W2117569424","https://openalex.org/W2122099374","https://openalex.org/W2407487927","https://openalex.org/W2797720335","https://openalex.org/W3033072634","https://openalex.org/W3123598380","https://openalex.org/W3135604143","https://openalex.org/W4247745676","https://openalex.org/W6629650907","https://openalex.org/W6779046807"],"related_works":["https://openalex.org/W2152992791","https://openalex.org/W2112835755","https://openalex.org/W2349674371","https://openalex.org/W4291951920","https://openalex.org/W2097495471","https://openalex.org/W1696545756","https://openalex.org/W4301867002","https://openalex.org/W2952827811","https://openalex.org/W2056202066","https://openalex.org/W2963262648"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-03-21T08:13:44.787528","created_date":"2025-10-10T00:00:00"}