{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,4]],"date-time":"2022-04-04T23:09:48Z","timestamp":1649113788598},"reference-count":17,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2014,8,23]],"date-time":"2014-08-23T00:00:00Z","timestamp":1408752000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2016,8]]},"DOI":"10.1007\/s10479-014-1697-0","type":"journal-article","created":{"date-parts":[[2014,8,22]],"date-time":"2014-08-22T12:32:36Z","timestamp":1408710756000},"page":"211-228","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":5,"title":["Single asset optimal trading strategies with stochastic dominance constraints"],"prefix":"10.1007","volume":"243","author":[{"given":"Reshma","family":"Khemchandani","sequence":"first","affiliation":[]},{"given":"Avikant","family":"Bhardwaj","sequence":"additional","affiliation":[]},{"given":"Suresh","family":"Chandra","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2014,8,23]]},"reference":[{"key":"1697_CR1","doi-asserted-by":"crossref","first-page":"5","DOI":"10.21314\/JOR.2001.041","volume":"3","author":"R Almgren","year":"2000","unstructured":"Almgren, R., & Chriss, N. (2000). Optimal execution of portfolio transactions. Journal of Risk, 3, 5\u201339.","journal-title":"Journal of Risk"},{"key":"1697_CR2","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1080\/135048602100056","volume":"1","author":"R Almgren","year":"2003","unstructured":"Almgren, R. (2003). Optimal execution with nonlinear impact functions and trading-enhanced risk. Applied Mathematical Finance, 1, 1\u201318.","journal-title":"Applied Mathematical Finance"},{"key":"1697_CR3","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/S1386-4181(97)00012-8","volume":"1","author":"D Bertsimas","year":"1998","unstructured":"Bertsimas, D., & Lo, A. (1998). Optimal control of execution costs. Journal of Financial Markets, 1, 1\u201350.","journal-title":"Journal of Financial Markets"},{"issue":"6","key":"1697_CR4","doi-asserted-by":"crossref","first-page":"40","DOI":"10.1109\/5992.805135","volume":"1","author":"D Bertsimas","year":"1999","unstructured":"Bertsimas, D., Lo, A. W., & Hummel, P. (1999). Optimal control of execution costs for portfolios. Computing in Science and Engineering, 1(6), 40\u201353.","journal-title":"Computing in Science and Engineering"},{"key":"1697_CR5","doi-asserted-by":"crossref","first-page":"433","DOI":"10.1016\/j.jbankfin.2005.04.024","volume":"30","author":"D Dentcheva","year":"2006","unstructured":"Dentcheva, D., & Ruszczy\u0144ski, A. (2006). Portfolio optimization with stochastic dominance. Journal of Banking and Finance, 30, 433\u2013451.","journal-title":"Journal of Banking and Finance"},{"key":"1697_CR6","doi-asserted-by":"crossref","first-page":"33","DOI":"10.1007\/s10107-009-0326-1","volume":"130","author":"C F\u00e1bi\u00e1n","year":"2011","unstructured":"F\u00e1bi\u00e1n, C., Mitra, G., & Roman, D. (2011). Processing second-order stochastic dominance models using cutting-plane representations. Mathematical Programming, 130, 33\u201357.","journal-title":"Mathematical Programming"},{"issue":"10","key":"1697_CR7","doi-asserted-by":"crossref","first-page":"1525","DOI":"10.1080\/14697680903493607","volume":"11","author":"C F\u00e1bi\u00e1n","year":"2011","unstructured":"F\u00e1bi\u00e1n, C., Mitra, G., Roman, D., & Zverovich, V. (2011a). An enhanced model for portfolio choice with SSD criteria: Constructive approach. Quantitative Finance, 11(10), 1525\u20131534.","journal-title":"Quantitative Finance"},{"key":"1697_CR8","volume-title":"Decision and value theory","author":"PC Fishburn","year":"1964","unstructured":"Fishburn, P. C. (1964). Decision and value theory. New York: Wiley."},{"key":"1697_CR9","doi-asserted-by":"crossref","first-page":"165","DOI":"10.1007\/s10679-005-7591-5","volume":"9","author":"G Huberman","year":"2005","unstructured":"Huberman, G., & Stanzl, W. (2005). Optimal liquidity trading. Review of Finance, 9, 165\u2013200.","journal-title":"Review of Finance"},{"key":"1697_CR10","first-page":"1","volume":"21","author":"R Khemchandani","year":"2012","unstructured":"Khemchandani, R., Gupta, N., Chaudhary, A., & Chandra, S. (2012). Optimal execution with weighted impact functions: A quadratic programming approach. Optimization Letters, 21, 1\u201318.","journal-title":"Optimization Letters"},{"key":"1697_CR11","doi-asserted-by":"crossref","first-page":"12","DOI":"10.3905\/jot.2006.609171","volume":"1","author":"R Kissell","year":"2006","unstructured":"Kissell, R., & Malamut, R. (2006). Algorithmic decision-making framework. Journal of Trading, 1, 12\u201321.","journal-title":"Journal of Trading"},{"key":"1697_CR12","doi-asserted-by":"crossref","DOI":"10.1137\/1.9781611971255","volume-title":"Nonlinear programming","author":"OL Mangasarian","year":"1994","unstructured":"Mangasarian, O. L. (1994). Nonlinear programming. Philadelphia, PA: SIAM."},{"key":"1697_CR13","doi-asserted-by":"crossref","first-page":"4","DOI":"10.3905\/jpm.1988.409150","volume":"14","author":"AF Perold","year":"1998","unstructured":"Perold, A. F. (1998). The implementation shortfall: Paper versus reality. Journal of Portfolio Management, 14, 4\u20139.","journal-title":"Journal of Portfolio Management"},{"key":"1697_CR14","doi-asserted-by":"crossref","first-page":"541","DOI":"10.1007\/s10107-006-0722-8","volume":"108","author":"D Roman","year":"2006","unstructured":"Roman, D., Darby-Dowman, K., & Mitra, G. (2006). Portfolio construction based on stochastic dominance and target return distributions. Mathematical Programming, 108, 541\u2013569.","journal-title":"Mathematical Programming"},{"key":"1697_CR15","doi-asserted-by":"crossref","first-page":"443","DOI":"10.1080\/14697680701448456","volume":"7","author":"D Roman","year":"2007","unstructured":"Roman, D., Mitra, G., & Darby-Dowman, K. (2007). Mean-risk models using two risk measures: A multi-objective approach. Quantitative Finance, 7, 443\u2013458.","journal-title":"Quantitative Finance"},{"key":"1697_CR16","unstructured":"Sriboonchitta, S., Wong, W. K., Dhompongsa, S., & Nguyen, H. T. (2010). Stochastic dominance and applications to finance, risk and economics. Chapman and Hall. ISBN 978-1-4200-8266-1."},{"key":"1697_CR17","volume-title":"Stochastic dominance: An approach to decision-making under risk","author":"GA Whitmore","year":"1978","unstructured":"Whitmore, G. A., & Findlay, M. C. (1978). Stochastic dominance: An approach to decision-making under risk. Lexington, MA: D.C. Heath."}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-014-1697-0.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-014-1697-0\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-014-1697-0","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,29]],"date-time":"2019-05-29T18:09:52Z","timestamp":1559153392000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-014-1697-0"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014,8,23]]},"references-count":17,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2016,8]]}},"alternative-id":["1697"],"URL":"https:\/\/doi.org\/10.1007\/s10479-014-1697-0","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014,8,23]]}}}