{"id":"https://openalex.org/W2005766795","doi":"https://doi.org/10.1145/1389095.1389387","title":"Multiobjective robustness for portfolio optimization in volatile environments","display_name":"Multiobjective robustness for portfolio optimization in volatile environments","publication_year":2008,"publication_date":"2008-07-12","ids":{"openalex":"https://openalex.org/W2005766795","doi":"https://doi.org/10.1145/1389095.1389387","mag":"2005766795"},"language":"en","primary_location":{"id":"doi:10.1145/1389095.1389387","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1389095.1389387","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 10th annual conference on Genetic and evolutionary computation","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://discovery.ucl.ac.uk/10087095/1/t14pap531-hassan.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5000769467","display_name":"Ghada Hassan","orcid":"https://orcid.org/0000-0001-6732-231X"},"institutions":[{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Ghada Hassan","raw_affiliation_strings":["UCL, London, United Kngdm"],"affiliations":[{"raw_affiliation_string":"UCL, London, United Kngdm","institution_ids":["https://openalex.org/I45129253"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000099020","display_name":"Christopher D. Clack","orcid":"https://orcid.org/0000-0002-2274-8568"},"institutions":[{"id":"https://openalex.org/I45129253","display_name":"University College London","ror":"https://ror.org/02jx3x895","country_code":"GB","type":"education","lineage":["https://openalex.org/I124357947","https://openalex.org/I45129253"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Christopher D. Clack","raw_affiliation_strings":["UCL, London, United Kngdm"],"affiliations":[{"raw_affiliation_string":"UCL, London, United Kngdm","institution_ids":["https://openalex.org/I45129253"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5000769467"],"corresponding_institution_ids":["https://openalex.org/I45129253"],"apc_list":null,"apc_paid":null,"fwci":2.8811,"has_fulltext":true,"cited_by_count":20,"citation_normalized_percentile":{"value":0.90301804,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1507","last_page":"1514"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9983999729156494,"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"}},"topics":[{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9983999729156494,"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"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9939000010490417,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9939000010490417,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6945505738258362},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.6925565004348755},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6495345234870911},{"id":"https://openalex.org/keywords/efficient-frontier","display_name":"Efficient frontier","score":0.6053780913352966},{"id":"https://openalex.org/keywords/multi-objective-optimization","display_name":"Multi-objective optimization","score":0.5814563035964966},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5633193254470825},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.4393388032913208},{"id":"https://openalex.org/keywords/risk\u2013return-spectrum","display_name":"Risk\u2013return spectrum","score":0.4358220398426056},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4354993999004364},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.4270462095737457},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3256765604019165},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.18834978342056274},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18716111779212952},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.18545427918434143},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.13825565576553345},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.13409245014190674}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6945505738258362},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.6925565004348755},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6495345234870911},{"id":"https://openalex.org/C51485801","wikidata":"https://www.wikidata.org/wiki/Q16966861","display_name":"Efficient frontier","level":3,"score":0.6053780913352966},{"id":"https://openalex.org/C68781425","wikidata":"https://www.wikidata.org/wiki/Q2052203","display_name":"Multi-objective optimization","level":2,"score":0.5814563035964966},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5633193254470825},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.4393388032913208},{"id":"https://openalex.org/C30755413","wikidata":"https://www.wikidata.org/wiki/Q1245402","display_name":"Risk\u2013return spectrum","level":3,"score":0.4358220398426056},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4354993999004364},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.4270462095737457},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3256765604019165},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.18834978342056274},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18716111779212952},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.18545427918434143},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.13825565576553345},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.13409245014190674},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1145/1389095.1389387","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1389095.1389387","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 10th annual conference on Genetic and evolutionary computation","raw_type":"proceedings-article"},{"id":"pmh:oai:eprints.ucl.ac.uk.OAI2:10087095","is_oa":true,"landing_page_url":"https://discovery.ucl.ac.uk/id/eprint/10087095/","pdf_url":"https://discovery.ucl.ac.uk/10087095/1/t14pap531-hassan.pdf","source":{"id":"https://openalex.org/S4306400024","display_name":"UCL Discovery (University College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I45129253","host_organization_name":"University College London","host_organization_lineage":["https://openalex.org/I45129253"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"     In:  Proceedings of the 10th annual conference on Genetic and evolutionary computation.  (pp. pp. 1507-1514).  ACM: Association for Computing Machinery: Atlanta, GA, USA. (2008)     ","raw_type":"Proceedings paper"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.170.4281","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.170.4281","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.cs.ucl.ac.uk/staff/C.Clack/research/t14pap531-hassan.pdf","raw_type":"text"},{"id":"pmh:oai:eprints.ucl.ac.uk.OAI2:124712","is_oa":false,"landing_page_url":"http://discovery.ucl.ac.uk/124712/","pdf_url":null,"source":{"id":"https://openalex.org/S4306400024","display_name":"UCL Discovery (University College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I45129253","host_organization_name":"University College London","host_organization_lineage":["https://openalex.org/I45129253"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"     In:    (pp. pp. 1507-1514).   (2008)     ","raw_type":"Proceedings paper"}],"best_oa_location":{"id":"pmh:oai:eprints.ucl.ac.uk.OAI2:10087095","is_oa":true,"landing_page_url":"https://discovery.ucl.ac.uk/id/eprint/10087095/","pdf_url":"https://discovery.ucl.ac.uk/10087095/1/t14pap531-hassan.pdf","source":{"id":"https://openalex.org/S4306400024","display_name":"UCL Discovery (University College London)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I45129253","host_organization_name":"University College London","host_organization_lineage":["https://openalex.org/I45129253"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"     In:  Proceedings of the 10th annual conference on Genetic and evolutionary computation.  (pp. pp. 1507-1514).  ACM: Association for Computing Machinery: Atlanta, GA, USA. (2008)     ","raw_type":"Proceedings paper"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2005766795.pdf","grobid_xml":"https://content.openalex.org/works/W2005766795.grobid-xml"},"referenced_works_count":31,"referenced_works":["https://openalex.org/W162532313","https://openalex.org/W1493556633","https://openalex.org/W1499692130","https://openalex.org/W1509672697","https://openalex.org/W1512891209","https://openalex.org/W1533748389","https://openalex.org/W1544463807","https://openalex.org/W1571947545","https://openalex.org/W1576818901","https://openalex.org/W1595498733","https://openalex.org/W1608348795","https://openalex.org/W1612556207","https://openalex.org/W2059402937","https://openalex.org/W2096258287","https://openalex.org/W2101008160","https://openalex.org/W2136602369","https://openalex.org/W2140066605","https://openalex.org/W2149439422","https://openalex.org/W2158406371","https://openalex.org/W2166364496","https://openalex.org/W2167159964","https://openalex.org/W2170064181","https://openalex.org/W2170440811","https://openalex.org/W2222230941","https://openalex.org/W2261054240","https://openalex.org/W2324246482","https://openalex.org/W2612597751","https://openalex.org/W3203633735","https://openalex.org/W4285719527","https://openalex.org/W4301257924","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W4312259442","https://openalex.org/W3198789915","https://openalex.org/W4387811153","https://openalex.org/W2331875448","https://openalex.org/W4327779378","https://openalex.org/W2113583687","https://openalex.org/W4211157640","https://openalex.org/W4386639229","https://openalex.org/W2778545980","https://openalex.org/W2015230868"],"abstract_inverted_index":{"Multiobjective":[0],"methods":[1],"are":[2,34],"ideal":[3],"for":[4],"evolving":[5],"a":[6,14,38],"set":[7],"of":[8,52],"portfolio":[9],"optimisation":[10],"solutions":[11,55],"that":[12,37],"span":[13],"range":[15],"from":[16],"high-return/high-risk":[17],"to":[18],"low-return/low-risk,":[19],"and":[20,64],"an":[21],"investor":[22],"can":[23],"choose":[24],"her":[25],"preferred":[26],"point":[27],"on":[28],"the":[29,46,49],"risk-return":[30],"frontier.":[31],"However,":[32],"there":[33],"no":[35],"guarantees":[36],"low-risk":[39,43,59],"solution":[40,60],"will":[41],"remain":[42],".":[44],"if":[45],"environment":[47],"changes,":[48],"relative":[50],"positions":[51],"previously":[53],"identified":[54],"may":[56,61],"alter.":[57],"A":[58],"become":[62],"high-risk":[63],"vice":[65],"versa.":[66]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":3},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}