{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,31]],"date-time":"2025-03-31T04:50:23Z","timestamp":1743396623948},"reference-count":27,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2016,11,17]],"date-time":"2016-11-17T00:00:00Z","timestamp":1479340800000},"content-version":"unspecified","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":[[2018,8]]},"DOI":"10.1007\/s10479-016-2325-y","type":"journal-article","created":{"date-parts":[[2016,11,17]],"date-time":"2016-11-17T14:22:01Z","timestamp":1479392521000},"page":"29-46","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Multi-criteria optimal stopping methods applied to the portfolio optimisation problem"],"prefix":"10.1007","volume":"267","author":[{"given":"Fouad Ben","family":"Abdelaziz","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Ray Saadaoui","family":"Mallek","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2016,11,17]]},"reference":[{"issue":"3","key":"2325_CR1","doi-asserted-by":"crossref","first-page":"602","DOI":"10.1016\/j.ejor.2003.10.048","volume":"162","author":"FB Abdelaziz","year":"2005","unstructured":"Abdelaziz, F. B., & Krichen, S. (2005). An interactive method for the optimal selection problem with two decision makers. European Journal of Operational Research, 162(3), 602\u2013609.","journal-title":"European Journal of Operational Research"},{"issue":"3","key":"2325_CR2","doi-asserted-by":"crossref","first-page":"1811","DOI":"10.1016\/j.ejor.2005.10.021","volume":"177","author":"FB Abdelaziz","year":"2007","unstructured":"Abdelaziz, F. B., Aouni, B., & El Fayedh, R. (2007). Multi-objective stochastic programming for portfolio selection. European Journal of Operational Research, 177(3), 1811\u20131823.","journal-title":"European Journal of Operational Research"},{"issue":"2","key":"2325_CR3","doi-asserted-by":"crossref","first-page":"89","DOI":"10.1007\/s10287-006-0029-5","volume":"4","author":"FB Abdelaziz","year":"2007","unstructured":"Abdelaziz, F. B., & Krichen, S. (2007). Optimal stopping problems by two or more decision makers: A survey. Computational Management Science, 4(2), 89\u2013111.","journal-title":"Computational Management Science"},{"issue":"1","key":"2325_CR4","doi-asserted-by":"crossref","first-page":"31","DOI":"10.1016\/S1386-4181(01)00024-6","volume":"5","author":"Y Amihud","year":"2002","unstructured":"Amihud, Y. (2002). Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets, 5(1), 31\u201356.","journal-title":"Journal of Financial Markets"},{"issue":"5","key":"2325_CR5","doi-asserted-by":"crossref","first-page":"410","DOI":"10.1016\/j.jmp.2005.08.002","volume":"49","author":"JN Bearden","year":"2005","unstructured":"Bearden, J. N., Murphy, R. O., & Rapoport, A. (2005). A multi-attribute extension of the secretary problem: Theory and experiments. Journal of Mathematical Psychology, 49(5), 410\u2013422.","journal-title":"Journal of Mathematical Psychology"},{"issue":"1","key":"2325_CR6","doi-asserted-by":"crossref","first-page":"423","DOI":"10.1016\/j.ejor.2005.07.020","volume":"176","author":"S Benati","year":"2007","unstructured":"Benati, S., & Rizzi, R. (2007). A mixed integer linear programming formulation of the optimal mean\/value-at-risk portfolio problem. European Journal of Operational Research, 176(1), 423\u2013434.","journal-title":"European Journal of Operational Research"},{"key":"2325_CR7","doi-asserted-by":"crossref","unstructured":"Black, F., & Litterman, R. (1992). Global portfolio optimization. Financial Analysts Journal, 48(5), 28\u201343.","DOI":"10.2469\/faj.v48.n5.28"},{"issue":"9","key":"2325_CR8","doi-asserted-by":"crossref","first-page":"1789","DOI":"10.1016\/S0378-4266(00)00160-6","volume":"25","author":"R Campbell","year":"2001","unstructured":"Campbell, R., Huisman, R., & Koedijk, K. (2001). Optimal portfolio selection in a value-at-risk framework. Journal of Banking & Finance, 25(9), 1789\u20131804.","journal-title":"Journal of Banking & Finance"},{"issue":"2","key":"2325_CR9","doi-asserted-by":"crossref","first-page":"81","DOI":"10.1007\/BF02759948","volume":"2","author":"Y Chow","year":"1964","unstructured":"Chow, Y., Moriguti, S., Robbins, H., & Samuels, S. (1964). Optimal selection based on relative rank (the \u201dsecretary problem\u201d). Israel Journal of Mathematics, 2(2), 81\u201390.","journal-title":"Israel Journal of Mathematics"},{"issue":"1","key":"2325_CR10","doi-asserted-by":"crossref","first-page":"224","DOI":"10.1016\/j.ejor.2014.11.007","volume":"243","author":"YH Chun","year":"2015","unstructured":"Chun, Y. H. (2015). Multi-attribute sequential decision problem with optimizing and satisficing attributes. European Journal of Operational Research, 243(1), 224\u2013232.","journal-title":"European Journal of Operational Research"},{"key":"2325_CR11","unstructured":"Dynkin, E. B. (1963). The optimum choice of the instant for stopping a Markov process. Soviet Mathematical Doklady, 4, 627\u2013629."},{"key":"2325_CR12","doi-asserted-by":"crossref","unstructured":"Ferguson, T. S. (1989). Who solved the secretary problem? Statistical Science, 4(3), 282\u2013289.","DOI":"10.1214\/ss\/1177012493"},{"key":"2325_CR13","doi-asserted-by":"crossref","unstructured":"Ferguson, T., Hardwick, J., & Tamaki, M. (1992). Maximizing the duration of owning a relatively best object. Contemporary Mathematics (Vol. 125, pp. 37\u201357). American Mathematical Society.","DOI":"10.1090\/conm\/125\/1160608"},{"key":"2325_CR14","doi-asserted-by":"crossref","unstructured":"Freeman, P. R. (1983). The secretary problem and its extensions: A review. International Statistical Review, 51, 189\u2013206.","DOI":"10.2307\/1402748"},{"issue":"313","key":"2325_CR15","doi-asserted-by":"crossref","first-page":"35","DOI":"10.1080\/01621459.1966.10502008","volume":"61","author":"JP Gilbert","year":"1966","unstructured":"Gilbert, J. P., & Mosteller, F. (1966). Recognizing the maximum of a sequence. Journal of the American Statistical Association, 61(313), 35\u201373.","journal-title":"Journal of the American Statistical Association"},{"issue":"3","key":"2325_CR16","doi-asserted-by":"crossref","first-page":"678","DOI":"10.2307\/3215349","volume":"33","author":"AV Gnedin","year":"1996","unstructured":"Gnedin, A. V. (1996). On the full information best-choice problem. Journal of Applied Probability, 33(3), 678\u2013687.","journal-title":"Journal of Applied Probability"},{"issue":"7","key":"2325_CR17","first-page":"981","volume":"42","author":"A Gnedin","year":"1981","unstructured":"Gnedin, A. (1981). Multicriterial problem of optimum stopping of the selection process. Automation and Remote Control, 42(7), 981\u2013986.","journal-title":"Automation and Remote Control"},{"issue":"11","key":"2325_CR18","first-page":"14072","volume":"38","author":"A Gorgulho","year":"2011","unstructured":"Gorgulho, A., Neves, R., & Horta, N. (2011). Applying a GA kernel on optimizing technical analysis rules for stock picking and portfolio composition. Expert Systems with Applications, 38(11), 14072\u201314085.","journal-title":"Expert Systems with Applications"},{"issue":"3","key":"2325_CR19","first-page":"534","volume":"11","author":"SM Gusein-Zade","year":"1966","unstructured":"Gusein-Zade, S. M. (1966). The problem of choice and the optimal stopping rule for a sequence of random trials. Teoriya Veroyatnostei i ee Primeneniya, 11(3), 534\u2013537.","journal-title":"Teoriya Veroyatnostei i ee Primeneniya"},{"issue":"4","key":"2325_CR20","doi-asserted-by":"crossref","first-page":"467","DOI":"10.1080\/07474940701620964","volume":"26","author":"S Krichen","year":"2007","unstructured":"Krichen, S., & Abdelaziz, F. B. (2007). An optimal stopping problem with two decision makers. Sequential Analysis, 26(4), 467\u2013480.","journal-title":"Sequential Analysis"},{"issue":"1","key":"2325_CR21","first-page":"39","volume":"10","author":"DV Lindley","year":"1961","unstructured":"Lindley, D. V. (1961). Dynamic programming and decision theory. Journal of the Royal Statistical Society. Series C (Applied Statistics), 10(1), 39\u201351.","journal-title":"Journal of the Royal Statistical Society. Series C (Applied Statistics)"},{"key":"2325_CR22","volume-title":"Technical analysis of the financial markets: A comprehensive guide to trading methods and applications","author":"JJ Murphy","year":"1999","unstructured":"Murphy, J. J. (1999). Technical analysis of the financial markets: A comprehensive guide to trading methods and applications. New York: Penguin."},{"key":"2325_CR23","doi-asserted-by":"crossref","unstructured":"Rose, J. S. (1982). A problem of optimal choice and assignment. Operations Research, 30(1), 172\u2013181.","DOI":"10.1287\/opre.30.1.172"},{"issue":"2","key":"2325_CR24","first-page":"343","volume":"42","author":"M Sakaguchi","year":"1995","unstructured":"Sakaguchi, M. (1995). Optimal stopping games: A review. Mathematica japonicae, 42(2), 343\u2013351.","journal-title":"Mathematica japonicae"},{"issue":"1","key":"2325_CR25","first-page":"5","volume":"1","author":"RE Steuer","year":"2005","unstructured":"Steuer, R. E., Qi, Y., & Hirschberger, M. (2005). Multiple objectives in portfolio selection. Journal of Financial Decision Making, 1(1), 5\u201320.","journal-title":"Journal of Financial Decision Making"},{"issue":"2","key":"2325_CR26","doi-asserted-by":"crossref","first-page":"398","DOI":"10.1016\/j.ejor.2010.08.028","volume":"210","author":"P Xidonas","year":"2011","unstructured":"Xidonas, P., Mavrotas, G., Zopounidis, C., & Psarras, J. (2011). IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection. European Journal of Operational Research, 210(2), 398\u2013409.","journal-title":"European Journal of Operational Research"},{"issue":"3","key":"2325_CR27","doi-asserted-by":"crossref","first-page":"908","DOI":"10.1016\/j.eswa.2012.05.047","volume":"40","author":"MG Yunusoglu","year":"2013","unstructured":"Yunusoglu, M. G., & Selim, H. (2013). A fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange. Expert Systems with Applications, 40(3), 908\u2013920.","journal-title":"Expert Systems with Applications"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-016-2325-y\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-016-2325-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-016-2325-y.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,15]],"date-time":"2019-09-15T18:16:57Z","timestamp":1568571417000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-016-2325-y"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,11,17]]},"references-count":27,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2018,8]]}},"alternative-id":["2325"],"URL":"https:\/\/doi.org\/10.1007\/s10479-016-2325-y","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2016,11,17]]}}}