{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,6,21]],"date-time":"2023-06-21T00:32:08Z","timestamp":1687307528204},"reference-count":13,"publisher":"Elsevier BV","issue":"7","license":[{"start":{"date-parts":[[1993,9,1]],"date-time":"1993-09-01T00:00:00Z","timestamp":746841600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Computers & Operations Research"],"published-print":{"date-parts":[[1993,9]]},"DOI":"10.1016\/0305-0548(93)90055-n","type":"journal-article","created":{"date-parts":[[2003,6,30]],"date-time":"2003-06-30T12:15:45Z","timestamp":1056975345000},"page":"679-685","source":"Crossref","is-referenced-by-count":5,"title":["Allocating total wealth: A goal programming approach"],"prefix":"10.1016","volume":"20","author":[{"given":"Marc J.","family":"Schniederjans","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Thomas S.","family":"Zorn","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Robert R.","family":"Johnson","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"78","reference":[{"key":"10.1016\/0305-0548(93)90055-N_BIB1","series-title":"Goal Programming for Decision Analysis","author":"Lee","year":"1972"},{"key":"10.1016\/0305-0548(93)90055-N_BIB2","first-page":"48","article-title":"Constructing a model for managing portfolio revisions","volume":"6","author":"Stone","year":"1975","journal-title":"J. Bank Res."},{"key":"10.1016\/0305-0548(93)90055-N_BIB3","first-page":"166","article-title":"The goal programming approach to investment decision making","volume":"20","author":"Hsu","year":"1976","journal-title":"Marq. Business Rev."},{"key":"10.1016\/0305-0548(93)90055-N_BIB4","first-page":"39","article-title":"Commercial bank portfolio management with multiple objectives","volume":"59","author":"Sealy","year":"1977","journal-title":"J. Commerc. Bank Lend."},{"key":"10.1016\/0305-0548(93)90055-N_BIB5","doi-asserted-by":"crossref","first-page":"303","DOI":"10.2307\/2326369","article-title":"Goal programming and the selection of portfolios by dual-purpose funds","volume":"33","author":"Kumar","year":"1978","journal-title":"J. Finance"},{"key":"10.1016\/0305-0548(93)90055-N_BIB6","doi-asserted-by":"crossref","first-page":"22","DOI":"10.3905\/jpm.1980.408744","article-title":"Goal programming for portfolio selection","volume":"6","author":"Lee","year":"1980","journal-title":"J. Portfol. Mgmt"},{"key":"10.1016\/0305-0548(93)90055-N_BIB7","doi-asserted-by":"crossref","first-page":"434","DOI":"10.1111\/j.1540-5915.1988.tb00278.x","article-title":"Diversification gains from including real estate in mixed-asset portfolios","volume":"19","author":"Webb","year":"1988","journal-title":"Decis. Sci."},{"key":"10.1016\/0305-0548(93)90055-N_BIB8","doi-asserted-by":"crossref","first-page":"14","DOI":"10.2469\/faj.v40.n3.14","article-title":"The arbitrage pricing theory approach to strategic portfolio planning","volume":"45","author":"Roll","year":"1984","journal-title":"Financ. anal. J."},{"key":"10.1016\/0305-0548(93)90055-N_BIB9","doi-asserted-by":"crossref","first-page":"383","DOI":"10.1086\/296344","article-title":"Economic forces and the stock market","volume":"59","author":"Chen","year":"1986","journal-title":"J. Business"},{"key":"10.1016\/0305-0548(93)90055-N_BIB10","series-title":"Linear Goal Programming","author":"Schniederjans","year":"1984"},{"key":"10.1016\/0305-0548(93)90055-N_BIB11","doi-asserted-by":"crossref","first-page":"1086","DOI":"10.2307\/2978750","article-title":"Optimizing the portfolio selection for mutual funds","volume":"28","author":"Lee","year":"1973","journal-title":"J. Finance"},{"key":"10.1016\/0305-0548(93)90055-N_BIB12","series-title":"MicroManager 2.0","author":"Lee","year":"1991"},{"key":"10.1016\/0305-0548(93)90055-N_BIB13","series-title":"Modern Portfolio Theory and Investment Analysis","author":"Elton","year":"1984"}],"container-title":["Computers & Operations Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:030505489390055N?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:030505489390055N?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,3,18]],"date-time":"2019-03-18T13:25:35Z","timestamp":1552915535000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/030505489390055N"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1993,9]]},"references-count":13,"journal-issue":{"issue":"7","published-print":{"date-parts":[[1993,9]]}},"alternative-id":["030505489390055N"],"URL":"https:\/\/doi.org\/10.1016\/0305-0548(93)90055-n","relation":{},"ISSN":["0305-0548"],"issn-type":[{"value":"0305-0548","type":"print"}],"subject":[],"published":{"date-parts":[[1993,9]]}}}