{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,21]],"date-time":"2025-02-21T12:18:44Z","timestamp":1740140324623,"version":"3.37.3"},"reference-count":20,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2018,8,20]],"date-time":"2018-08-20T00:00:00Z","timestamp":1534723200000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001824","name":"Czech science fundation","doi-asserted-by":"crossref","award":["402\/12\/G097"],"award-info":[{"award-number":["402\/12\/G097"]}],"id":[{"id":"10.13039\/501100001824","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Comput Manag Sci"],"published-print":{"date-parts":[[2019,2]]},"DOI":"10.1007\/s10287-018-0334-9","type":"journal-article","created":{"date-parts":[[2018,8,20]],"date-time":"2018-08-20T05:27:52Z","timestamp":1534742872000},"page":"17-46","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Multistage portfolio optimization with multivariate dominance constraints"],"prefix":"10.1007","volume":"16","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-1795-9037","authenticated-orcid":false,"given":"Barbora","family":"Petrov\u00e1","sequence":"first","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2018,8,20]]},"reference":[{"key":"334_CR1","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1080\/0740817X.2014.889336","volume":"47","author":"B Armbruster","year":"2015","unstructured":"Armbruster B, Luedtke J (2015) Models and formulations for multivariate dominance-constrained stochastic programs. IIE Trans 47:1\u201314","journal-title":"IIE Trans"},{"key":"334_CR2","doi-asserted-by":"publisher","first-page":"322","DOI":"10.1016\/j.ejor.2016.10.006","volume":"259","author":"R Bruni","year":"2017","unstructured":"Bruni R, Cesarone F, Scozzari A, Tardella F (2017) On exact and approximate stochastic dominance strategies for portfolio selection. Eur J Oper Res 259:322\u2013329","journal-title":"Eur J Oper Res"},{"key":"334_CR3","doi-asserted-by":"publisher","first-page":"111","DOI":"10.1007\/s10107-007-0165-x","volume":"117","author":"D Dentcheva","year":"2009","unstructured":"Dentcheva D, Ruszcz\u00fdnski A (2009) Optimization with multivariate stochastic dominance constraints. Math Program 117:111\u2013127","journal-title":"Math Program"},{"issue":"1","key":"334_CR4","doi-asserted-by":"publisher","first-page":"564","DOI":"10.1137\/140955148","volume":"25","author":"D Dentcheva","year":"2015","unstructured":"Dentcheva D, Wolfhagen E (2015) Optimization with multivariate stochastic dominance constraints. SIAM J Optim 25(1):564\u2013588","journal-title":"SIAM J Optim"},{"issue":"1","key":"334_CR5","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1287\/moor.2015.0713","volume":"41","author":"D Dentcheva","year":"2016","unstructured":"Dentcheva D, Wolfhagen E (2016) Two-stage optimization problems with multivariate stochastic order constraints. Math Oper Res 41(1):1\u201322","journal-title":"Math Oper Res"},{"key":"334_CR6","unstructured":"French KR (2017) 10 industry portfolios of the US stocks. http:\/\/mba.tuck.dartmouth.edu\/pages\/faculty\/ken.french\/index.html"},{"key":"334_CR7","doi-asserted-by":"crossref","unstructured":"Guo X, Wong WK (2016) Multivariate stochastic dominance for risk averters and risk seekers, MPRA Paper, 70637","DOI":"10.1016\/j.frl.2016.05.005"},{"key":"334_CR8","doi-asserted-by":"publisher","first-page":"1","DOI":"10.2307\/2330516","volume":"13","author":"CC Huang","year":"1978","unstructured":"Huang CC, Vertinsky I, Ziemba WT (1978) On multiperiod stochastic dominance. J Financ Quant Anal 13:1\u201313","journal-title":"J Financ Quant Anal"},{"issue":"1\u20132","key":"334_CR9","doi-asserted-by":"publisher","first-page":"255","DOI":"10.1007\/s10479-016-2387-x","volume":"260","author":"M Kopa","year":"2018","unstructured":"Kopa M, Moriggia V, Vitali S (2018) Individual optimal pension allocation under stochastic dominance constraints. Ann Oper Res 260(1\u20132):255\u2013291","journal-title":"Ann Oper Res"},{"key":"334_CR10","unstructured":"Kopa M, Petrov\u00e1 B (2017) Strong and weak multivariate first-order stochastic dominance, working paper, https:\/\/ssrn.com\/abstract=3144058"},{"key":"334_CR11","doi-asserted-by":"publisher","first-page":"87","DOI":"10.2307\/2296822","volume":"42","author":"D Levhari","year":"1975","unstructured":"Levhari D, Paroush J, Peleg B (1975) Efficiency analysis for multivariate distributions. Rev Econ Stud 42:87\u201391","journal-title":"Rev Econ Stud"},{"key":"334_CR12","first-page":"986","volume":"63","author":"H Levy","year":"1973","unstructured":"Levy H (1973) Stochastic dominance, efficiency criteria and efficient portfolios: the multiperiod case. Am Econ Rev 63:986\u2013994","journal-title":"Am Econ Rev"},{"key":"334_CR13","doi-asserted-by":"crossref","DOI":"10.1007\/0-387-29311-6","volume-title":"Stochastic dominance: investment decision making under uncertainty","author":"H Levy","year":"2006","unstructured":"Levy H (2006) Stochastic dominance: investment decision making under uncertainty. Springer, New York"},{"key":"334_CR14","first-page":"428","volume":"21","author":"H Levy","year":"1974","unstructured":"Levy H, Paroush J (1974) Multi-period stochastic dominance. J Financ Quant Anal 21:428\u2013435","journal-title":"J Financ Quant Anal"},{"key":"334_CR15","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-08843-3","volume-title":"Multistage stochastic optimization","author":"G Pflug","year":"2014","unstructured":"Pflug G, Pichler A (2014) Multistage stochastic optimization. Springer, Berlin"},{"key":"334_CR16","doi-asserted-by":"publisher","first-page":"321","DOI":"10.1016\/j.ejor.2013.04.015","volume":"230","author":"T Post","year":"2013","unstructured":"Post T, Kopa M (2013) General linear formulations of stochastic dominance criteria. Eur J Oper Res 230:321\u2013332","journal-title":"Eur J Oper Res"},{"issue":"10","key":"334_CR17","doi-asserted-by":"publisher","first-page":"3381","DOI":"10.1287\/mnsc.2016.2506","volume":"63","author":"T Post","year":"2017","unstructured":"Post T, Kopa M (2017) Portfolio choice based on third-degree stochastic dominance. Manag Sci 63(10):3381\u20133392","journal-title":"Manag Sci"},{"key":"334_CR18","doi-asserted-by":"publisher","first-page":"273","DOI":"10.1016\/j.ejor.2013.01.035","volume":"228","author":"D Roman","year":"2013","unstructured":"Roman D, Mitra G, Zverovich V (2013) Enhanced indexation based on second-order stochastic dominance. Eur J Oper Res 228:273\u2013281","journal-title":"Eur J Oper Res"},{"key":"334_CR19","doi-asserted-by":"publisher","DOI":"10.1137\/1.9780898718751","volume-title":"Lectures on stochastic programming: modeling and theory","author":"A Shapiro","year":"2009","unstructured":"Shapiro A, Dentcheva D, Ruszcz\u00fdnski A (2009) Lectures on stochastic programming: modeling and theory. SIAM, Philadelphia"},{"key":"334_CR20","doi-asserted-by":"crossref","DOI":"10.1201\/9781420082678","volume-title":"Stochastic dominance and applications to finance, risk and economics","author":"S Sriboonchitta","year":"2009","unstructured":"Sriboonchitta S, Wong WK, Dhompongsa S, Nguyen HT (2009) Stochastic dominance and applications to finance, risk and economics. Chapman and Hall\/CRC, Boca Raton"}],"container-title":["Computational Management Science"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10287-018-0334-9\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-018-0334-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10287-018-0334-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,9,4]],"date-time":"2023-09-04T12:34:09Z","timestamp":1693830849000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10287-018-0334-9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,8,20]]},"references-count":20,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2019,2]]}},"alternative-id":["334"],"URL":"https:\/\/doi.org\/10.1007\/s10287-018-0334-9","relation":{},"ISSN":["1619-697X","1619-6988"],"issn-type":[{"type":"print","value":"1619-697X"},{"type":"electronic","value":"1619-6988"}],"subject":[],"published":{"date-parts":[[2018,8,20]]},"assertion":[{"value":"25 October 2017","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"3 August 2018","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"20 August 2018","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}