{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,5]],"date-time":"2022-04-05T12:16:42Z","timestamp":1649161002754},"reference-count":13,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2006,7,29]],"date-time":"2006-07-29T00:00:00Z","timestamp":1154131200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["CMS"],"published-print":{"date-parts":[[2006,11,10]]},"DOI":"10.1007\/s10287-006-0017-9","type":"journal-article","created":{"date-parts":[[2006,7,28]],"date-time":"2006-07-28T03:27:43Z","timestamp":1154057263000},"page":"41-57","source":"Crossref","is-referenced-by-count":1,"title":["Studies on a general stock-bond integrated portfolio optimization model"],"prefix":"10.1007","volume":"4","author":[{"given":"Koji","family":"Kato","sequence":"first","affiliation":[]},{"given":"Hiroshi","family":"Konno","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2006,7,29]]},"reference":[{"key":"17_CR1","doi-asserted-by":"crossref","first-page":"385","DOI":"10.1093\/rfs\/9.2.385","volume":"9","author":"Y Ait-Sahalia","year":"1996","unstructured":"Ait-Sahalia Y (1996)Testing continuous-time models of the spot interest rate.Rev Financ Stud 9:385\u2013426","journal-title":"Rev Financ Stud"},{"key":"17_CR2","volume-title":"Aseet\u00a0allocation: a handbook of portfolio polices, strategies and tactics","year":"1988","unstructured":"Arnott RD, Fabozzi FJ (eds)(1988) Aseet\u00a0allocation: a handbook of portfolio polices, strategies and tactics. Probus, New York"},{"key":"17_CR3","doi-asserted-by":"crossref","unstructured":"Brinson GP, Hood LR, Beebower GL (1986)Determinants of portfolio performance. Finan Anal J July-August 133\u2013138","DOI":"10.2469\/faj.v42.n4.39"},{"key":"17_CR4","doi-asserted-by":"crossref","first-page":"433","DOI":"10.3934\/jimo.2005.1.433","volume":"1","author":"S Komuro","year":"2005","unstructured":"Komuro S, Konno H (2005)Empirical studies on internationally diversified investment using a stock-bond itegrated model. J. Industrial Manage Optimiz, 1:433\u2013442","journal-title":"J. Industrial Manage Optimiz,"},{"key":"17_CR5","doi-asserted-by":"crossref","first-page":"989","DOI":"10.1142\/S0219024905003293","volume":"8","author":"H Konno","year":"2005","unstructured":"Konno H, Ito S (2005)A constrained least square method for estimating a smooth foward rate sequence\u2019. Int J Theoret Appl Financ, 8:989\u2013998","journal-title":"Int J Theoret Appl Financ,"},{"key":"17_CR6","doi-asserted-by":"crossref","first-page":"1427","DOI":"10.1016\/S0165-1889(97)00033-X","volume":"21","author":"H Konno","year":"1997","unstructured":"Konno H, Kobayashi K (1997)An integrated stock-bond portfolio optimization model. J Econ Dyn contr, 21:1427\u20131444","journal-title":"J Econ Dyn contr,"},{"key":"17_CR7","doi-asserted-by":"crossref","unstructured":"Konno H, Li, J (1998)Internationally diversified portfolio using an integrated portfolio model. Int J Theoret Appl Financ 1:145\u2013160 (Reprinted in International Securities, Volume 1, (Philippatos, G.C., and Koutmos, G. eds.) Edward Elgar, 2001)","DOI":"10.1142\/S0219024998000072"},{"key":"17_CR8","doi-asserted-by":"crossref","first-page":"519","DOI":"10.1287\/mnsc.37.5.519","volume":"37","author":"H Konno","year":"1991","unstructured":"Konno H, Yamazaki H (1991)Mean-absolute deviation portfolio optimization model and its application to Tokyo stock market. Manage Sci, 37:519\u2013531","journal-title":"Manage Sci,"},{"key":"17_CR9","unstructured":"Luenberger DG (1997)Investment science, Oxford University Oxford"},{"key":"17_CR10","volume-title":"to linear and nonlinear programming","author":"DG Luenberger","year":"2003","unstructured":"Luenberger DG (2003)Introduction to linear and nonlinear programming, 2nd ed. Kluwer, Dordrecht","edition":"2"},{"key":"17_CR11","unstructured":"Markowitz HM (1959)Portfolio selection: efficient diversification of investments. Wiley New york"},{"key":"17_CR12","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1016\/S0377-2217(98)00167-2","volume":"116","author":"O Ogryczak","year":"1999","unstructured":"Ogryczak O, Ruszczynski A (1999)From stochastic dominance to mean-risk models. Eur J Oper Res 116:33\u201350","journal-title":"Eur J Oper Res"},{"key":"17_CR13","doi-asserted-by":"crossref","unstructured":"Pardalos PM (1997)Optimization techniques for portfolio selection In:Zopunidis c(ed) New operational approaches for financial modelling. Physica-Verlag 19\u201333","DOI":"10.1007\/978-3-642-59270-6_2"}],"container-title":["Computational Management Science"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-006-0017-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10287-006-0017-9\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-006-0017-9","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T08:12:46Z","timestamp":1559117566000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10287-006-0017-9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2006,7,29]]},"references-count":13,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2006,11,10]]}},"alternative-id":["17"],"URL":"https:\/\/doi.org\/10.1007\/s10287-006-0017-9","relation":{},"ISSN":["1619-697X","1619-6988"],"issn-type":[{"value":"1619-697X","type":"print"},{"value":"1619-6988","type":"electronic"}],"subject":[],"published":{"date-parts":[[2006,7,29]]}}}