{"id":"https://openalex.org/W2171996811","doi":"https://doi.org/10.1016/j.asoc.2015.09.018","title":"An integrated multi-objective Markowitz\u2013DEA cross-efficiency model with fuzzy returns for portfolio selection problem","display_name":"An integrated multi-objective Markowitz\u2013DEA cross-efficiency model with fuzzy returns for portfolio selection problem","publication_year":2015,"publication_date":"2015-09-26","ids":{"openalex":"https://openalex.org/W2171996811","doi":"https://doi.org/10.1016/j.asoc.2015.09.018","mag":"2171996811"},"language":"en","primary_location":{"id":"doi:10.1016/j.asoc.2015.09.018","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.asoc.2015.09.018","pdf_url":null,"source":{"id":"https://openalex.org/S140556538","display_name":"Applied Soft Computing","issn_l":"1568-4946","issn":["1568-4946","1872-9681"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Soft Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5021273864","display_name":"Zahra Mashayekhi","orcid":null},"institutions":[{"id":"https://openalex.org/I143150842","display_name":"Urmia University of Technology","ror":"https://ror.org/02v319z25","country_code":"IR","type":"education","lineage":["https://openalex.org/I143150842"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Zahra Mashayekhi","raw_affiliation_strings":["Faculty of Industrial Engineering, Urmia University of Technology, Urmia, Iran"],"affiliations":[{"raw_affiliation_string":"Faculty of Industrial Engineering, Urmia University of Technology, Urmia, Iran","institution_ids":["https://openalex.org/I143150842"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5049596269","display_name":"Hashem Omrani","orcid":"https://orcid.org/0000-0003-3765-1301"},"institutions":[{"id":"https://openalex.org/I143150842","display_name":"Urmia University of Technology","ror":"https://ror.org/02v319z25","country_code":"IR","type":"education","lineage":["https://openalex.org/I143150842"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Hashem Omrani","raw_affiliation_strings":["Faculty of Industrial Engineering, Urmia University of Technology, Urmia, Iran"],"affiliations":[{"raw_affiliation_string":"Faculty of Industrial Engineering, Urmia University of Technology, Urmia, Iran","institution_ids":["https://openalex.org/I143150842"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5049596269"],"corresponding_institution_ids":["https://openalex.org/I143150842"],"apc_list":{"value":3350,"currency":"USD","value_usd":3350},"apc_paid":null,"fwci":13.5974,"has_fulltext":false,"cited_by_count":108,"citation_normalized_percentile":{"value":0.98866568,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":100},"biblio":{"volume":"38","issue":null,"first_page":"1","last_page":"9"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9983999729156494,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10357","display_name":"Efficiency Analysis Using DEA","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis","score":0.989799976348877,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sorting","display_name":"Sorting","score":0.6775648593902588},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6437160968780518},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5987933874130249},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5430890321731567},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5157802104949951},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.4788118004798889},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4700162708759308},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.4540260434150696},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.448478639125824},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.43942925333976746},{"id":"https://openalex.org/keywords/efficient-frontier","display_name":"Efficient frontier","score":0.43707603216171265},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3110315203666687},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22107845544815063},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.10848531126976013},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.10285496711730957},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.0869666039943695},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07547745108604431}],"concepts":[{"id":"https://openalex.org/C111696304","wikidata":"https://www.wikidata.org/wiki/Q2303697","display_name":"Sorting","level":2,"score":0.6775648593902588},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6437160968780518},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5987933874130249},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5430890321731567},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5157802104949951},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.4788118004798889},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4700162708759308},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.4540260434150696},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.448478639125824},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.43942925333976746},{"id":"https://openalex.org/C51485801","wikidata":"https://www.wikidata.org/wiki/Q16966861","display_name":"Efficient frontier","level":3,"score":0.43707603216171265},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3110315203666687},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22107845544815063},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.10848531126976013},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.10285496711730957},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.0869666039943695},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07547745108604431}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.asoc.2015.09.018","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.asoc.2015.09.018","pdf_url":null,"source":{"id":"https://openalex.org/S140556538","display_name":"Applied Soft Computing","issn_l":"1568-4946","issn":["1568-4946","1872-9681"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Applied Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W1516760870","https://openalex.org/W1569875220","https://openalex.org/W1965024868","https://openalex.org/W1970112348","https://openalex.org/W1980043390","https://openalex.org/W1985653769","https://openalex.org/W1990316063","https://openalex.org/W1998409204","https://openalex.org/W1998777544","https://openalex.org/W1998968054","https://openalex.org/W2005303724","https://openalex.org/W2009747617","https://openalex.org/W2011915669","https://openalex.org/W2024810367","https://openalex.org/W2027897515","https://openalex.org/W2030275441","https://openalex.org/W2032453361","https://openalex.org/W2032475783","https://openalex.org/W2046231816","https://openalex.org/W2050805317","https://openalex.org/W2054535840","https://openalex.org/W2060156946","https://openalex.org/W2061965703","https://openalex.org/W2067961534","https://openalex.org/W2073436279","https://openalex.org/W2076452041","https://openalex.org/W2079542821","https://openalex.org/W2089591483","https://openalex.org/W2091181258","https://openalex.org/W2092162738","https://openalex.org/W2109635221","https://openalex.org/W2113188547","https://openalex.org/W2126105956","https://openalex.org/W2137724915","https://openalex.org/W2139755682","https://openalex.org/W2142640031","https://openalex.org/W2148083797","https://openalex.org/W2151237529","https://openalex.org/W2159318931","https://openalex.org/W3145083929","https://openalex.org/W6661847232","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W1974865467","https://openalex.org/W4387811153","https://openalex.org/W4372325069","https://openalex.org/W2388859841","https://openalex.org/W2365845233","https://openalex.org/W2378176996","https://openalex.org/W4312259442","https://openalex.org/W1183681342","https://openalex.org/W2355340394","https://openalex.org/W4327779378"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":9},{"year":2022,"cited_by_count":15},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":16},{"year":2019,"cited_by_count":12},{"year":2018,"cited_by_count":13},{"year":2017,"cited_by_count":12},{"year":2016,"cited_by_count":8}],"updated_date":"2026-04-14T08:04:32.555800","created_date":"2025-10-10T00:00:00"}
