{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,6]],"date-time":"2022-04-06T03:27:47Z","timestamp":1649215667202},"reference-count":9,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[1993,12,1]],"date-time":"1993-12-01T00:00:00Z","timestamp":754704000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[1993,12]]},"DOI":"10.1007\/bf02282049","type":"journal-article","created":{"date-parts":[[2006,1,25]],"date-time":"2006-01-25T16:39:17Z","timestamp":1138207157000},"page":"187-204","source":"Crossref","is-referenced-by-count":12,"title":["Optimal portfolios with asymptotic criteria"],"prefix":"10.1007","volume":"45","author":[{"given":"Hiroshi","family":"Konno","sequence":"first","affiliation":[]},{"given":"Stanley R.","family":"Pliska","sequence":"additional","affiliation":[]},{"given":"Ken-Ichi","family":"Suzuki","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"key":"BF02282049_CR1","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/j.1467-9965.1991.tb00002.x","volume":"1","author":"T. Cover","year":"1991","unstructured":"T. Cover, Universal portfolios, Math. Fin. 1 (1991) 1\u201331.","journal-title":"Math. Fin."},{"key":"BF02282049_CR2","first-page":"857","volume":"26","author":"N. Hakansson","year":"1971","unstructured":"N. Hakansson, Multi-period mean-variance analysis: Toward a general theory of portfolio choice, J. Fin. 26 (1971) 857\u2013884.","journal-title":"J. Fin."},{"key":"BF02282049_CR3","first-page":"93","volume":"35","author":"H. Konno","year":"1992","unstructured":"H. Konno and K. Suzuki, A fast agorithm for solving large scale mean-variance models by compact factorization of covariance matrices, J. Oper. Res. Soc. Japan 35 (1992) 93\u2013104.","journal-title":"J. Oper. Res. Soc. Japan"},{"key":"BF02282049_CR4","unstructured":"H. Markowitz,Portfolio Selection: Efficient Diversification of Investments (Wiley, 1959)."},{"key":"BF02282049_CR5","volume-title":"Fast Computation of Mean-Variance Efficient Sets using Historical Covariance","author":"H. Markowitz","year":"1991","unstructured":"H. Markowitz et al.,Fast Computation of Mean-Variance Efficient Sets using Historical Covariance (Daiwa Securities Trust Co., New Jersey, 1991)."},{"key":"BF02282049_CR6","doi-asserted-by":"crossref","first-page":"67","DOI":"10.1016\/0304-405X(74)90009-9","volume":"1","author":"R.C. Merton","year":"1974","unstructured":"R.C. Merton and P.A. Samuelson, Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods, J. Fin. Econ. 1 (1974) 67\u201394.","journal-title":"J. Fin. Econ."},{"key":"BF02282049_CR7","unstructured":"A. Morton and S. Pliska, Optimal portfolio management with fixed transaction costs (1993) in preparation."},{"key":"BF02282049_CR8","doi-asserted-by":"crossref","DOI":"10.1515\/9781400873173","volume-title":"Convex Analysis","author":"R.T. Rockafellar","year":"1970","unstructured":"R.T. Rockafellar,Convex Analysis (Princeton University Press, Princeton, NJ, 1970)."},{"key":"BF02282049_CR9","first-page":"1","volume":"29","author":"T. Tone","year":"1976","unstructured":"T. Tone, Postoptimization of the quadratic programming, Keio Eng. Reports 29 (1976) 1\u20136.","journal-title":"Keio Eng. Reports"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/BF02282049.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/BF02282049\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/BF02282049","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,16]],"date-time":"2019-05-16T16:53:58Z","timestamp":1558025638000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/BF02282049"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1993,12]]},"references-count":9,"journal-issue":{"issue":"1","published-print":{"date-parts":[[1993,12]]}},"alternative-id":["BF02282049"],"URL":"https:\/\/doi.org\/10.1007\/bf02282049","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[1993,12]]}}}