{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,11,6]],"date-time":"2025-11-06T06:17:00Z","timestamp":1762409820278,"version":"3.40.5"},"reference-count":11,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","funder":[{"name":"Funda\u00e7\u00e3o Calouste Gulbenkian"},{"DOI":"10.13039\/501100005635","name":"Funda\u00e7\u00e3o Calouste Gulbenkian","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100005635","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001871","name":"Funda\u00e7\u00e3o para a Ci\u00eancia e a Tecnologia","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100001871","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001871","name":"Funda\u00e7\u00e3o para a Ci\u00eancia e a Tecnologia","doi-asserted-by":"publisher","award":["UID\/MAT\/00297\/2019"],"award-info":[{"award-number":["UID\/MAT\/00297\/2019"]}],"id":[{"id":"10.13039\/501100001871","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Finan. Math."],"published-print":{"date-parts":[[2021,1]]},"DOI":"10.1137\/19m1299165","type":"journal-article","created":{"date-parts":[[2021,2,22]],"date-time":"2021-02-22T15:22:28Z","timestamp":1614007348000},"page":"226-253","source":"Crossref","is-referenced-by-count":4,"title":["Optimal Portfolio for the $\\alpha$-Hypergeometric Stochastic Volatility Model"],"prefix":"10.1137","volume":"12","author":[{"given":"Fernanda","family":"Cipriano","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0001-6188-1911","authenticated-orcid":true,"given":"Nuno F. M.","family":"Martins","sequence":"additional","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0002-3181-5582","authenticated-orcid":true,"given":"Diogo","family":"Pereira","sequence":"additional","affiliation":[]}],"member":"351","published-online":{"date-parts":[[2021,2,22]]},"reference":[{"key":"atypb2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhi035"},{"key":"atypb3","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2015.11.010"},{"key":"atypb4","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/6.2.327"},{"key":"atypb6","doi-asserted-by":"publisher","DOI":"10.1111\/j.0960-1627.2004.00197.x"},{"key":"atypb7","doi-asserted-by":"publisher","DOI":"10.1080\/14697680500149503"},{"key":"atypb9","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhl001"},{"key":"atypb10","doi-asserted-by":"publisher","DOI":"10.2307\/1926560"},{"key":"atypb11","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(71)90038-X"},{"key":"atypb13","doi-asserted-by":"publisher","DOI":"10.1016\/j.aml.2015.09.008"},{"key":"atypb14","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2017.06.034"},{"key":"atypb16","doi-asserted-by":"publisher","DOI":"10.1007\/PL00000040"}],"container-title":["SIAM Journal on Financial Mathematics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/19M1299165","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,3,30]],"date-time":"2021-03-30T18:07:17Z","timestamp":1617127637000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/19M1299165"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2021,1]]},"references-count":11,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2021,1]]}},"alternative-id":["10.1137\/19M1299165"],"URL":"https:\/\/doi.org\/10.1137\/19m1299165","relation":{},"ISSN":["1945-497X"],"issn-type":[{"type":"electronic","value":"1945-497X"}],"subject":[],"published":{"date-parts":[[2021,1]]}}}