{"id":"https://openalex.org/W4224235867","doi":"https://doi.org/10.1145/3514262.3514343","title":"The Impact of Special Constraints on Portfolios in Two Conditions","display_name":"The Impact of Special Constraints on Portfolios in Two Conditions","publication_year":2022,"publication_date":"2022-01-14","ids":{"openalex":"https://openalex.org/W4224235867","doi":"https://doi.org/10.1145/3514262.3514343"},"language":"en","primary_location":{"id":"doi:10.1145/3514262.3514343","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3514262.3514343","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3514262.3514343","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 13th International Conference on E-Education, E-Business, E-Management, and E-Learning (IC4E)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3514262.3514343","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5017569439","display_name":"Jinhao Ji","orcid":null},"institutions":[{"id":"https://openalex.org/I88830068","display_name":"Shaanxi Normal University","ror":"https://ror.org/0170z8493","country_code":"CN","type":"education","lineage":["https://openalex.org/I88830068"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jinhao Ji","raw_affiliation_strings":["Shaanxi Normal University, China"],"affiliations":[{"raw_affiliation_string":"Shaanxi Normal University, China","institution_ids":["https://openalex.org/I88830068"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5017569439"],"corresponding_institution_ids":["https://openalex.org/I88830068"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.04136507,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"526","last_page":"532"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10517","display_name":"Financial Literacy, Pension, Retirement Analysis","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10517","display_name":"Financial Literacy, Pension, Retirement Analysis","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9958000183105469,"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":0.8133306503295898},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.575890839099884},{"id":"https://openalex.org/keywords/rate-of-return-on-a-portfolio","display_name":"Rate of return on a portfolio","score":0.5643467903137207},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5508038997650146},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5223663449287415},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4907594621181488},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4897496700286865},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4540664553642273},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3893916606903076},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.33961713314056396},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.28946036100387573},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11388599872589111}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.8133306503295898},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.575890839099884},{"id":"https://openalex.org/C104946779","wikidata":"https://www.wikidata.org/wiki/Q7295542","display_name":"Rate of return on a portfolio","level":4,"score":0.5643467903137207},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5508038997650146},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5223663449287415},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4907594621181488},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4897496700286865},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4540664553642273},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3893916606903076},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.33961713314056396},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.28946036100387573},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11388599872589111},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3514262.3514343","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3514262.3514343","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3514262.3514343","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 13th International Conference on E-Education, E-Business, E-Management, and E-Learning (IC4E)","raw_type":"proceedings-article"}],"best_oa_location":{"id":"doi:10.1145/3514262.3514343","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3514262.3514343","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3514262.3514343","source":null,"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 13th International Conference on E-Education, E-Business, E-Management, and E-Learning (IC4E)","raw_type":"proceedings-article"},"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9","score":0.5299999713897705}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4224235867.pdf","grobid_xml":"https://content.openalex.org/works/W4224235867.grobid-xml"},"referenced_works_count":10,"referenced_works":["https://openalex.org/W1993980382","https://openalex.org/W2089819736","https://openalex.org/W2303869276","https://openalex.org/W3121457514","https://openalex.org/W3121646377","https://openalex.org/W3121895333","https://openalex.org/W3122732812","https://openalex.org/W3123994138","https://openalex.org/W3124599935","https://openalex.org/W3188199600"],"related_works":["https://openalex.org/W2527743196","https://openalex.org/W2052556080","https://openalex.org/W1986311305","https://openalex.org/W2221832056","https://openalex.org/W2367990330","https://openalex.org/W2283036553","https://openalex.org/W2911983815","https://openalex.org/W4360613713","https://openalex.org/W4225528185","https://openalex.org/W4206877017"],"abstract_inverted_index":{"This":[0,161],"paper":[1,177,183],"proposes":[2],"to":[3,39,78,98],"find":[4],"how":[5],"some":[6,107],"specific":[7],"constraints":[8,97,108,127,139],"affect":[9],"portfolio":[10,101,114,119,146],"choice":[11],"under":[12,95,120],"two":[13,87],"dynamic":[14],"situations":[15],"which":[16,193],"are":[17],"only":[18],"considering":[19,22],"risk":[20,24,142,152,168],"and":[21,25,34,76,92,151,178,191],"both":[23],"return":[26,150],"respectively.":[27],"Ten":[28],"individual":[29],"stocks":[30],"from":[31,37],"different":[32],"industries":[33],"SPX":[35],"500":[36],"2001":[38],"2021":[40],"have":[41,66,84,109],"been":[42],"selected":[43],"as":[44],"the":[45,49,58,63,69,100,118,121,131,141,145,154,159,167,170,173,176,179],"data.":[46],"For":[47,116],"example,":[48,117],"COVID-19":[50],"has":[51,72,123,147,184],"brought":[52],"a":[53,73,110],"great":[54],"negative":[55,111],"impact":[56,112],"on":[57,113],"aviation":[59],"industry.":[60],"By":[61],"analyzing":[62],"data,":[64],"I":[65,83],"found":[67],"that":[68,106],"stock":[70,187],"market":[71],"strong":[74],"resilience":[75],"ability":[77],"deal":[79],"with":[80,130],"external":[81],"shocks.":[82],"also":[85],"chosen":[86],"models,":[88],"namely":[89],"Markowitz":[90],"Model":[91,94],"Index":[93],"five":[96],"examine":[99],"performance.":[102],"These":[103],"results":[104,174],"indicate":[105],"choice.":[115],"benchmark":[122],"meant":[124],"having":[125],"no":[126],"being":[128],"ones":[129],"minimum":[132],"risk.":[133],"In":[134],"other":[135],"words,":[136],"too":[137],"many":[138],"make":[140],"higher.":[143],"Additionally,":[144],"its":[148],"maximum":[149],"if":[153],"broad":[155,163,195],"index":[156,164],"isn't":[157],"in":[158],"portfolio.":[160,171],"means":[162],"can":[165],"control":[166],"of":[169,175],"From":[172],"research":[180],"direction,":[181],"this":[182],"applications":[185],"for":[186],"investors":[188],"during":[189],"shocks":[190],"events":[192],"had":[194],"impacts.":[196]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
