{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,6]],"date-time":"2026-03-06T22:10:41Z","timestamp":1772835041335,"version":"3.50.1"},"reference-count":64,"publisher":"Informa UK Limited","issue":"5","content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Journal of Simulation"],"published-print":{"date-parts":[[2023,9,3]]},"DOI":"10.1080\/17477778.2022.2041990","type":"journal-article","created":{"date-parts":[[2022,3,1]],"date-time":"2022-03-01T13:56:50Z","timestamp":1646143010000},"page":"632-645","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":12,"title":["A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities"],"prefix":"10.1080","volume":"17","author":[{"given":"Armando","family":"Nieto","sequence":"first","affiliation":[{"name":"IN3 \u2013 Computer Science Department, Universitat Oberta de Catalunya, Barcelona, Spain"}]},{"given":"Marti","family":"Serra","sequence":"additional","affiliation":[{"name":"IN3 \u2013 Computer Science Department, Universitat Oberta de Catalunya, Barcelona, Spain"}]},{"given":"Angel A.","family":"Juan","sequence":"additional","affiliation":[{"name":"Department of Applied Statistics &amp; Operations Research and Quality, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoy, Spain"}]},{"given":"Christopher","family":"Bayliss","sequence":"additional","affiliation":[{"name":"Management School, University of Liverpool, Liverpool, UK"}]}],"member":"301","published-online":{"date-parts":[[2022,3]]},"reference":[{"key":"e_1_3_3_2_1","doi-asserted-by":"publisher","DOI":"10.1080\/17477778.2020.1863754"},{"key":"e_1_3_3_3_1","volume-title":"The limits of organization","author":"Arrow K. J","year":"1974","unstructured":"Arrow, K. J. (1974). The limits of organization. WW Norton & Company."},{"key":"e_1_3_3_4_1","doi-asserted-by":"publisher","DOI":"10.1057\/jam.2010.13"},{"key":"e_1_3_3_5_1","volume-title":"Constrained optimization and Lagrange multiplier methods","author":"Bertsekas D. P","year":"2014","unstructured":"Bertsekas, D. P. (2014). Constrained optimization and Lagrange multiplier methods. Academic press."},{"key":"e_1_3_3_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/B978-044453248-0.50024-1"},{"key":"e_1_3_3_7_1","doi-asserted-by":"publisher","DOI":"10.1108\/eb043483"},{"key":"e_1_3_3_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2018.10.025"},{"key":"e_1_3_3_9_1","volume-title":"Monte Carlo simulation and resampling methods for social science","author":"Carsey T. M.","year":"2013","unstructured":"Carsey, T. M., & Harden, J. J. (2013). Monte Carlo simulation and resampling methods for social science. Sage Publications."},{"key":"e_1_3_3_10_1","first-page":"311","volume-title":"SORT-Statistics and Operations Research Transactions","author":"Chica M.","year":"2020","unstructured":"Chica, M., Juan, A. A., Bayliss, C., Cord\u00f3n, O., & Kelton, W. D. (2020). Why simheuristics? benefits, limitations, and best practices when combining metaheuristics with simulation. In SORT-Statistics and Operations Research Transactions (SSRN Electronic Journal) (pp. 311\u2013334). pages."},{"key":"e_1_3_3_11_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2007.01.037"},{"key":"e_1_3_3_12_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2005.04.009"},{"key":"e_1_3_3_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.parco.2009.10.002"},{"key":"e_1_3_3_14_1","doi-asserted-by":"publisher","DOI":"10.1080\/03155986.2005.11732722"},{"key":"e_1_3_3_15_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.orp.2019.100121"},{"key":"e_1_3_3_16_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.cie.2018.06.033"},{"key":"e_1_3_3_17_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10287-006-0035-7"},{"key":"e_1_3_3_18_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jocs.2017.05.010"},{"key":"e_1_3_3_19_1","doi-asserted-by":"publisher","DOI":"10.1080\/01605682.2018.1494527"},{"key":"e_1_3_3_20_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2010.07.028"},{"key":"e_1_3_3_21_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0377-2217(01)00195-3"},{"key":"e_1_3_3_22_1","doi-asserted-by":"publisher","DOI":"10.2495\/CF060101"},{"key":"e_1_3_3_23_1","doi-asserted-by":"publisher","DOI":"10.1287\/opre.49.6.879.10015"},{"key":"e_1_3_3_24_1","doi-asserted-by":"publisher","DOI":"10.1057\/jos.2016.11"},{"key":"e_1_3_3_25_1","doi-asserted-by":"publisher","DOI":"10.1057\/jos.2014.25"},{"key":"e_1_3_3_26_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.cie.2018.06.036"},{"key":"e_1_3_3_27_1","doi-asserted-by":"publisher","DOI":"10.1504\/EJIE.2017.083257"},{"key":"e_1_3_3_28_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.simpat.2018.09.004"},{"key":"e_1_3_3_29_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2013.01.025"},{"key":"e_1_3_3_30_1","doi-asserted-by":"publisher","DOI":"10.1007\/s00291-016-0437-z"},{"key":"e_1_3_3_31_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2020.06.043"},{"key":"e_1_3_3_32_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.simpat.2018.04.005"},{"key":"e_1_3_3_33_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2005.04.027"},{"key":"e_1_3_3_34_1","doi-asserted-by":"publisher","DOI":"10.1057\/palgrave.jos.4250007"},{"key":"e_1_3_3_35_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.orp.2015.03.001"},{"key":"e_1_3_3_36_1","doi-asserted-by":"publisher","DOI":"10.1080\/17477778.2020.1813641"},{"key":"e_1_3_3_37_1","doi-asserted-by":"publisher","DOI":"10.3390\/app9173509"},{"key":"e_1_3_3_38_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0377-2217(96)00404-3"},{"key":"e_1_3_3_39_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-020-03583-y"},{"key":"e_1_3_3_40_1","doi-asserted-by":"publisher","DOI":"10.1016\/B978-044453248-0.50012-5"},{"key":"e_1_3_3_41_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-52156-5"},{"key":"e_1_3_3_42_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2017.11.006"},{"key":"e_1_3_3_43_1","doi-asserted-by":"publisher","DOI":"10.1080\/01605682.2019.1610207"},{"key":"e_1_3_3_44_1","volume-title":"Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856","author":"Macaulay F. R","year":"1938","unstructured":"Macaulay, F. R. (1938). Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856. National Bureau of Economic Research, Inc."},{"key":"e_1_3_3_45_1","volume-title":"Principles of macroeconomics","author":"Mankiw N. G.","year":"2020","unstructured":"Mankiw, N. G., Kneebone, R. D., McKenzie, K. J., & Rowe, N. (2020). Principles of macroeconomics. (Nelson Education). ISBN: 9780176872830 0176872833."},{"key":"e_1_3_3_46_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1952.tb01525.x"},{"key":"e_1_3_3_47_1","unstructured":"Movahed S. B. & Fanian S. (2019). Optimum portfolio construction considering value at risk using genetic algorithms and monte carlo simulation (Segal Graduate School of Business)."},{"key":"e_1_3_3_48_1","doi-asserted-by":"publisher","DOI":"10.1016\/S0377-2217(96)00222-6"},{"key":"e_1_3_3_49_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.simpat.2019.101970"},{"key":"e_1_3_3_50_1","doi-asserted-by":"publisher","DOI":"10.20537\/2076-7633-2019-11-2-343-358"},{"key":"e_1_3_3_51_1","doi-asserted-by":"publisher","DOI":"10.1111\/itor.12433"},{"key":"e_1_3_3_52_1","doi-asserted-by":"publisher","DOI":"10.1007\/s10732-018-9367-z"},{"key":"e_1_3_3_53_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.amc.2005.04.078"},{"key":"e_1_3_3_54_1","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-08843-3"},{"key":"e_1_3_3_55_1","volume-title":"Uncertainty in economics, pages 59\u201379","author":"Pratt J. W","year":"1978","unstructured":"Pratt, J. W. (1978). Risk aversion in the small and in the large. Uncertainty in economics, pages 59\u201379. Elsevier ."},{"key":"e_1_3_3_56_1","doi-asserted-by":"publisher","DOI":"10.1080\/17477778.2019.1680262"},{"key":"e_1_3_3_57_1","unstructured":"Rosmarin J. (2008). An evolutionary approach to multistage portfolio optimization (PhD thesis Imperial College London)."},{"key":"e_1_3_3_58_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.swevo.2018.08.010"},{"key":"e_1_3_3_59_1","doi-asserted-by":"publisher","DOI":"10.1145\/3054133"},{"key":"e_1_3_3_60_1","doi-asserted-by":"publisher","DOI":"10.2307\/2296205"},{"key":"e_1_3_3_61_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2020.10.010"},{"key":"e_1_3_3_62_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2017.08.011"},{"key":"e_1_3_3_63_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2016.05.019"},{"key":"e_1_3_3_64_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2009.02.055"},{"key":"e_1_3_3_65_1","doi-asserted-by":"publisher","DOI":"10.3934\/jimo.2018106"}],"container-title":["Journal of Simulation"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/17477778.2022.2041990","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,10,20]],"date-time":"2023-10-20T15:19:06Z","timestamp":1697815146000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/17477778.2022.2041990"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,3]]},"references-count":64,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2023,9,3]]}},"alternative-id":["10.1080\/17477778.2022.2041990"],"URL":"https:\/\/doi.org\/10.1080\/17477778.2022.2041990","relation":{},"ISSN":["1747-7778","1747-7786"],"issn-type":[{"value":"1747-7778","type":"print"},{"value":"1747-7786","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022,3]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tjsm20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tjsm20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2021-06-30","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2022-02-06","order":1,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2022-03-01","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}