{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,21]],"date-time":"2026-04-21T12:22:56Z","timestamp":1776774176010,"version":"3.51.2"},"reference-count":23,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2024,9,17]],"date-time":"2024-09-17T00:00:00Z","timestamp":1726531200000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2024,9,17]],"date-time":"2024-09-17T00:00:00Z","timestamp":1726531200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"funder":[{"name":"Beijing Social Science Fund","award":["23GLA006"],"award-info":[{"award-number":["23GLA006"]}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Fuzzy Optim Decis Making"],"published-print":{"date-parts":[[2024,12]]},"DOI":"10.1007\/s10700-024-09433-x","type":"journal-article","created":{"date-parts":[[2024,9,18]],"date-time":"2024-09-18T14:18:47Z","timestamp":1726669127000},"page":"561-575","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":4,"title":["Portfolio selection with second order uncertain dominance constraint"],"prefix":"10.1007","volume":"23","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-2878-9544","authenticated-orcid":false,"given":"Xiaoxia","family":"Huang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xue","family":"Meng","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiaozhu","family":"Xu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2024,9,17]]},"reference":[{"key":"9433_CR1","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2021.107519","volume":"109","author":"Y Dai","year":"2021","unstructured":"Dai, Y., & Qin, Z. (2021). Multi-period uncertain portfolio optimization model with minimum transaction lots and dynamic risk preference. Applied Soft Computing, 109, 107519.","journal-title":"Applied Soft Computing"},{"key":"9433_CR2","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2023.119586","volume":"217","author":"KR Hong","year":"2023","unstructured":"Hong, K. R., Huang, X., Kim, J. S., & Kim, N. H. (2023). A multi-objective mean-semivariance model for project selection using reinvestment and synergy under uncertainty. Expert Systems with Applications, 217, 119586.","journal-title":"Expert Systems with Applications"},{"key":"9433_CR3","doi-asserted-by":"publisher","first-page":"479","DOI":"10.1007\/s10700-021-09374-9","volume":"21","author":"A Hosseini","year":"2023","unstructured":"Hosseini, A., & Pishvaee, M. S. (2023). Capacity reliability under uncertainty in transportation networks: An optimization framework and stability assessment methodology. Fuzzy Optimization and Decision Making, 21, 479\u2013512.","journal-title":"Fuzzy Optimization and Decision Making"},{"key":"9433_CR4","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-11214-0","volume-title":"Portfolio analysis: From probabilistic to credibilistic and uncertain approaches","author":"X Huang","year":"2010","unstructured":"Huang, X. (2010). Portfolio analysis: From probabilistic to credibilistic and uncertain approaches. Springer."},{"issue":"5","key":"9433_CR5","doi-asserted-by":"publisher","first-page":"5887","DOI":"10.1016\/j.eswa.2011.11.119","volume":"39","author":"X Huang","year":"2012","unstructured":"Huang, X. (2012). Mean-variance models for portfolio selection subject to experts\u2019 estimations. Expert Systems with Applications, 39(5), 5887\u20135893.","journal-title":"Expert Systems with Applications"},{"issue":"4","key":"9433_CR6","doi-asserted-by":"publisher","first-page":"451","DOI":"10.1007\/s10700-012-9125-x","volume":"11","author":"X Huang","year":"2012","unstructured":"Huang, X. (2012). A risk index model for portfolio selection with returns subject to experts estimations. Fuzzy Optimization and Decision Making, 11(4), 451\u2013463.","journal-title":"Fuzzy Optimization and Decision Making"},{"key":"9433_CR7","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2019.105726","volume":"111","author":"X Huang","year":"2020","unstructured":"Huang, X., & Yang, T. (2020). How does background risk affect portfolio choice: An analysis based on uncertain mean-variance model with background risk. Journal of Banking and Finance, 111, 105726.","journal-title":"Journal of Banking and Finance"},{"issue":"3","key":"9433_CR8","doi-asserted-by":"publisher","first-page":"315","DOI":"10.1007\/s10700-020-09345-6","volume":"20","author":"X Huang","year":"2021","unstructured":"Huang, X., & Jiang, G. (2021). Portfolio management with background risk under uncertain mean-variance utility. Fuzzy Optimization and Decision Making, 20(3), 315\u2013330.","journal-title":"Fuzzy Optimization and Decision Making"},{"issue":"4","key":"9433_CR9","doi-asserted-by":"publisher","first-page":"631","DOI":"10.1007\/s10700-022-09405-z","volume":"22","author":"X Huang","year":"2023","unstructured":"Huang, X., Sun, Y., & Hong, K. R. (2023). A new uncertain dominance and its properties in the framework of uncertainty thoery. Fuzzy Optimization and Decision Making, 22(4), 631\u2013643.","journal-title":"Fuzzy Optimization and Decision Making"},{"key":"9433_CR10","doi-asserted-by":"publisher","DOI":"10.1016\/j.najef.2024.102162","volume":"73","author":"X Ji","year":"2024","unstructured":"Ji, X., Guo, R., & Ye, W. (2024). Adjustable light robust optimization with second order stochastic dominance constraints. North American Journal of Economics and Finance, 73, 102162.","journal-title":"North American Journal of Economics and Finance"},{"key":"9433_CR11","doi-asserted-by":"publisher","first-page":"675","DOI":"10.1016\/j.ejor.2017.06.067","volume":"264","author":"M Kallio","year":"2018","unstructured":"Kallio, M., & Hardoroudi, N. D. (2018). Second-order stochastic dominance constrained portfolio optimization: Theory and computational tests. European Journal of Operational Research, 264, 675\u2013685.","journal-title":"European Journal of Operational Research"},{"key":"9433_CR12","doi-asserted-by":"publisher","first-page":"319","DOI":"10.1007\/s10700-021-09367-8","volume":"21","author":"B Li","year":"2022","unstructured":"Li, B., Sun, Y., & Teo, K. Y. (2022). An analytic solution formulti-period uncertain portfolio selection problem. Fuzzy Optimization and Decision Making, 21, 319\u2013333.","journal-title":"Fuzzy Optimization and Decision Making"},{"issue":"6","key":"9433_CR13","doi-asserted-by":"publisher","first-page":"4513","DOI":"10.3233\/JIFS-169215","volume":"32","author":"X Li","year":"2017","unstructured":"Li, X., Zhong, Z., & Zhang, Y. (2017). Uncertain mean-variance model for project portfolio selection problem with divisibility. Journal of Intelligent & Fuzzy Systems, 32(6), 4513\u20134522.","journal-title":"Journal of Intelligent & Fuzzy Systems"},{"key":"9433_CR14","volume-title":"Uncertainty theory","author":"B Liu","year":"2007","unstructured":"Liu, B. (2007). Uncertainty theory (2nd ed.). Springer.","edition":"2"},{"issue":"1","key":"9433_CR15","first-page":"3","volume":"3","author":"B Liu","year":"2009","unstructured":"Liu, B. (2009). Some research problems in uncertainty theory. Journal of Uncertain Systems, 3(1), 3\u201310.","journal-title":"Journal of Uncertain Systems"},{"issue":"4","key":"9433_CR16","doi-asserted-by":"publisher","first-page":"513","DOI":"10.1007\/s10700-021-09379-4","volume":"21","author":"Y Liu","year":"2022","unstructured":"Liu, Y., & Liu, B. (2022). Residual analysis and parameter estimation of uncertain differential equation. Fuzzy Optimization and Decision Making, 21(4), 513\u2013530.","journal-title":"Fuzzy Optimization and Decision Making"},{"key":"9433_CR17","doi-asserted-by":"publisher","first-page":"1192","DOI":"10.1016\/j.ejor.2020.08.051","volume":"290","author":"M Malavasi","year":"2021","unstructured":"Malavasi, M., Lozza, S. O., & Tr\u00fcck, S. (2021). Second order of stochastic dominance efficiency versus mean variance efficiency. European Journal of Operational Research, 290, 1192\u20131206.","journal-title":"European Journal of Operational Research"},{"issue":"1","key":"9433_CR18","first-page":"77","volume":"7","author":"HM Markowitz","year":"1952","unstructured":"Markowitz, H. M. (1952). Portfolio selection. The Journal of Finance, 7(1), 77\u201391.","journal-title":"The Journal of Finance"},{"key":"9433_CR19","doi-asserted-by":"publisher","first-page":"127","DOI":"10.1016\/j.omega.2018.08.011","volume":"87","author":"V Moriggia","year":"2019","unstructured":"Moriggia, V., Kopa, M., & Vitali, S. (2019). Pension fund management with hedging derivatives, stochastic dominance and nodal contamination. Omega, 87, 127\u2013141.","journal-title":"Omega"},{"issue":"3","key":"9433_CR20","doi-asserted-by":"publisher","first-page":"263","DOI":"10.1007\/s10700-018-9298-z","volume":"19","author":"X Yang","year":"2019","unstructured":"Yang, X., & Liu, B. (2019). Uncertain time series analysis with imprecise observations. Fuzzy Optimization and Decision Making, 19(3), 263\u2013278.","journal-title":"Fuzzy Optimization and Decision Making"},{"issue":"3","key":"9433_CR21","doi-asserted-by":"publisher","first-page":"447","DOI":"10.1007\/s10700-022-09399-8","volume":"22","author":"X Yang","year":"2023","unstructured":"Yang, X., & Ke, H. (2023). Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption. Fuzzy Optimization and Decision Making, 22(3), 447\u2013462.","journal-title":"Fuzzy Optimization and Decision Making"},{"key":"9433_CR22","doi-asserted-by":"publisher","first-page":"7271","DOI":"10.1080\/03610926.2022.2042562","volume":"52","author":"T Ye","year":"2022","unstructured":"Ye, T., & Liu, B. (2022). Uncertain significance test for regression coefficients with application to regional economic analysis. Communications in Statistics - Theory and Methods, 52, 7271\u20137288.","journal-title":"Communications in Statistics - Theory and Methods"},{"issue":"2","key":"9433_CR23","doi-asserted-by":"publisher","first-page":"195","DOI":"10.1007\/s10700-022-09389-w","volume":"22","author":"T Ye","year":"2023","unstructured":"Ye, T., & Liu, B. (2023). Uncertain hypothesis test for uncertain differential equattions. Fuzzy Optimization and Decision Making, 22(2), 195\u2013211.","journal-title":"Fuzzy Optimization and Decision Making"}],"container-title":["Fuzzy Optimization and Decision Making"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10700-024-09433-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s10700-024-09433-x\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10700-024-09433-x.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,10,23]],"date-time":"2024-10-23T10:16:34Z","timestamp":1729678594000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s10700-024-09433-x"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,9,17]]},"references-count":23,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2024,12]]}},"alternative-id":["9433"],"URL":"https:\/\/doi.org\/10.1007\/s10700-024-09433-x","relation":{},"ISSN":["1568-4539","1573-2908"],"issn-type":[{"value":"1568-4539","type":"print"},{"value":"1573-2908","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,9,17]]},"assertion":[{"value":"1 September 2024","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"17 September 2024","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}