{"id":"https://openalex.org/W2159918705","doi":"https://doi.org/10.1109/fuzzy.2008.4630478","title":"A risk-minimizing portfolio model with fuzziness","display_name":"A risk-minimizing portfolio model with fuzziness","publication_year":2008,"publication_date":"2008-06-01","ids":{"openalex":"https://openalex.org/W2159918705","doi":"https://doi.org/10.1109/fuzzy.2008.4630478","mag":"2159918705"},"language":"en","primary_location":{"id":"doi:10.1109/fuzzy.2008.4630478","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzzy.2008.4630478","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 IEEE International Conference on Fuzzy Systems (IEEE World Congress on Computational Intelligence)","raw_type":"proceedings-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/A5057069621","display_name":"Y\u016bji Yoshida","orcid":"https://orcid.org/0000-0002-3302-3140"},"institutions":[{"id":"https://openalex.org/I17056963","display_name":"The University of Kitakyushu","ror":"https://ror.org/03mfefw72","country_code":"JP","type":"education","lineage":["https://openalex.org/I17056963"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Yuji Yoshida","raw_affiliation_strings":["Faculty of economics and business administration, University of kitakyushu, Kitakyushu, Japan"],"affiliations":[{"raw_affiliation_string":"Faculty of economics and business administration, University of kitakyushu, Kitakyushu, Japan","institution_ids":["https://openalex.org/I17056963"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5057069621"],"corresponding_institution_ids":["https://openalex.org/I17056963"],"apc_list":null,"apc_paid":null,"fwci":0.6074,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.73237503,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"909","last_page":"914"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9998999834060669,"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":0.9998999834060669,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9980999827384949,"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":0.9976999759674072,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/randomness","display_name":"Randomness","score":0.7537862658500671},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6562941670417786},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6417123079299927},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.6139575839042664},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5487523674964905},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5117571353912354},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.49631744623184204},{"id":"https://openalex.org/keywords/quadratic-programming","display_name":"Quadratic programming","score":0.4907914102077484},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4337870478630066},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.42932236194610596},{"id":"https://openalex.org/keywords/tangent","display_name":"Tangent","score":0.41591185331344604},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4079952538013458},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1857447624206543},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14251312613487244},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.07922744750976562}],"concepts":[{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.7537862658500671},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6562941670417786},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6417123079299927},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.6139575839042664},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5487523674964905},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5117571353912354},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.49631744623184204},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.4907914102077484},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4337870478630066},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.42932236194610596},{"id":"https://openalex.org/C138187205","wikidata":"https://www.wikidata.org/wiki/Q131251","display_name":"Tangent","level":2,"score":0.41591185331344604},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4079952538013458},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1857447624206543},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14251312613487244},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.07922744750976562},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fuzzy.2008.4630478","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzzy.2008.4630478","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2008 IEEE International Conference on Fuzzy Systems (IEEE World Congress on Computational Intelligence)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W406138538","https://openalex.org/W1488963463","https://openalex.org/W1588637240","https://openalex.org/W1602140841","https://openalex.org/W1976658031","https://openalex.org/W1977914365","https://openalex.org/W1979366876","https://openalex.org/W1991901402","https://openalex.org/W1994178762","https://openalex.org/W2009721924","https://openalex.org/W2039796074","https://openalex.org/W2056826990","https://openalex.org/W2072915888","https://openalex.org/W2148083797","https://openalex.org/W2148675883","https://openalex.org/W4211007335","https://openalex.org/W6613986365"],"related_works":["https://openalex.org/W3034924094","https://openalex.org/W3094954546","https://openalex.org/W1488708774","https://openalex.org/W1982811510","https://openalex.org/W4391100477","https://openalex.org/W2402189625","https://openalex.org/W4327779705","https://openalex.org/W4310560702","https://openalex.org/W1513698804","https://openalex.org/W2029712093"],"abstract_inverted_index":{"A":[0,71],"variance-minimizing":[1],"portfolio":[2,60],"model":[3],"is":[4,67,74],"discussed":[5],"under":[6],"randomness":[7,11],"and":[8,12,21,27,32,45,62],"fuzziness.":[9],"The":[10,30],"fuzziness":[13],"are":[14,39],"evaluated":[15],"respectively":[16],"by":[17],"the":[18,42,46,58,65],"probabilistic":[19],"expectation":[20],"mean":[22],"values":[23],"with":[24],"evaluation":[25],"weights":[26],"lambda-mean":[28],"functions.":[29],"means":[31],"variances":[33],"for":[34],"fuzzy":[35],"numbers/fuzzy":[36],"random":[37],"variables":[38],"applied":[40],"in":[41],"possibility":[43],"case":[44],"necessity":[47],"case.":[48],"By":[49],"quadratic":[50],"programming":[51],"approach,":[52],"we":[53,63],"derive":[54],"a":[55,68],"solution":[56,66],"of":[57],"risk-minimizing":[59],"problem":[61],"show":[64],"tangency":[69],"portfolio.":[70],"numerical":[72],"example":[73],"given":[75],"to":[76],"illustrate":[77],"our":[78],"idea.":[79]},"counts_by_year":[{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}