{"id":"https://openalex.org/W185892825","doi":"https://doi.org/10.1023/a:1021806200854","title":"Portfolio Selection and Transactions Costs","display_name":"Portfolio Selection and Transactions Costs","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W185892825","doi":"https://doi.org/10.1023/a:1021806200854","mag":"185892825"},"language":"en","primary_location":{"id":"doi:10.1023/a:1021806200854","is_oa":false,"landing_page_url":"https://doi.org/10.1023/a:1021806200854","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"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 Optimization and Applications","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/A5052345210","display_name":"Michael J. Best","orcid":null},"institutions":[{"id":"https://openalex.org/I151746483","display_name":"University of Waterloo","ror":"https://ror.org/01aff2v68","country_code":"CA","type":"education","lineage":["https://openalex.org/I151746483"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Michael J. Best","raw_affiliation_strings":["Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, N2L 3G1, Canada","Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada. mjbest@math.uwaterloo.ca#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, N2L 3G1, Canada","institution_ids":["https://openalex.org/I151746483"]},{"raw_affiliation_string":"Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario N2L 3G1, Canada. mjbest@math.uwaterloo.ca#TAB#","institution_ids":["https://openalex.org/I151746483"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5035452310","display_name":"Jaroslava Hlouskova","orcid":"https://orcid.org/0000-0002-2298-0068"},"institutions":[{"id":"https://openalex.org/I4210156362","display_name":"Institut f\u00fcr H\u00f6here Studien - Institute for Advanced Studies (IHS)","ror":"https://ror.org/05ag62t55","country_code":"AT","type":"nonprofit","lineage":["https://openalex.org/I4210156362"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"Jaroslava Hlouskova","raw_affiliation_strings":["Department of Economics and Finance, Institute for Advanced Studies, Stumpergasse 56, A-1060, Vienna, Austria","Department of Economics and Finance, Institute for Advanced Studies, Stumpergasse 56 A-1060, Vienna, Austria. hlouskov@ihs.ac.at#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Economics and Finance, Institute for Advanced Studies, Stumpergasse 56, A-1060, Vienna, Austria","institution_ids":["https://openalex.org/I4210156362"]},{"raw_affiliation_string":"Department of Economics and Finance, Institute for Advanced Studies, Stumpergasse 56 A-1060, Vienna, Austria. hlouskov@ihs.ac.at#TAB#","institution_ids":["https://openalex.org/I4210156362"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5052345210"],"corresponding_institution_ids":["https://openalex.org/I151746483"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.3236,"has_fulltext":false,"cited_by_count":44,"citation_normalized_percentile":{"value":0.79799041,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"24","issue":"1","first_page":"95","last_page":"116"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.994700014591217,"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":0.994700014591217,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9926999807357788,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9883000254631042,"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/portfolio","display_name":"Portfolio","score":0.7458368539810181},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6875545978546143},{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.6271971464157104},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5774978995323181},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5150651335716248},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.466397225856781},{"id":"https://openalex.org/keywords/covariance-matrix","display_name":"Covariance matrix","score":0.4591597318649292},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3495769500732422},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.20039337873458862},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17281818389892578},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16106069087982178},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1466793715953827}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7458368539810181},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6875545978546143},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.6271971464157104},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5774978995323181},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5150651335716248},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.466397225856781},{"id":"https://openalex.org/C185142706","wikidata":"https://www.wikidata.org/wiki/Q1134404","display_name":"Covariance matrix","level":2,"score":0.4591597318649292},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3495769500732422},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.20039337873458862},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17281818389892578},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16106069087982178},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1466793715953827},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","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:10.1023/a:1021806200854","is_oa":false,"landing_page_url":"https://doi.org/10.1023/a:1021806200854","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"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 Optimization and Applications","raw_type":"journal-article"},{"id":"pmh:oai::3392","is_oa":false,"landing_page_url":"https://irihs.ihs.ac.at/id/eprint/3392/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401710","display_name":"Institutional Repository (IHS Vienna)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210156362","host_organization_name":"Institut f\u00fcr H\u00f6here Studien - Institute for Advanced Studies (IHS)","host_organization_lineage":["https://openalex.org/I4210156362"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article in Academic Journal"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W127897791","https://openalex.org/W599644629","https://openalex.org/W1489872560","https://openalex.org/W1564017276","https://openalex.org/W1579583813","https://openalex.org/W1975954757","https://openalex.org/W1984697146","https://openalex.org/W1985342952","https://openalex.org/W1990986169","https://openalex.org/W1995695651","https://openalex.org/W2005158847","https://openalex.org/W2021944927","https://openalex.org/W2025611071","https://openalex.org/W2032712062","https://openalex.org/W2041147107","https://openalex.org/W2056858451","https://openalex.org/W2064214802","https://openalex.org/W2068689926","https://openalex.org/W2068745433","https://openalex.org/W2070670642","https://openalex.org/W2075756660","https://openalex.org/W2080202273","https://openalex.org/W2093404847","https://openalex.org/W2093629426","https://openalex.org/W2123829975","https://openalex.org/W2123908125","https://openalex.org/W2127576890","https://openalex.org/W2134807435","https://openalex.org/W2135441755","https://openalex.org/W2580645530","https://openalex.org/W2767789843","https://openalex.org/W2795413297","https://openalex.org/W3023408194","https://openalex.org/W4294288759"],"related_works":["https://openalex.org/W4205762803","https://openalex.org/W2535856026","https://openalex.org/W2265065644","https://openalex.org/W3201861680","https://openalex.org/W2044090075","https://openalex.org/W2996452312","https://openalex.org/W2134699697","https://openalex.org/W3017188156","https://openalex.org/W2322875716","https://openalex.org/W2363364691"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":9},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2016-06-24T00:00:00"}
