Publication Information

{'id': 'https://openalex.org/W3122045776', 'doi': 'https://doi.org/10.1111/j.1467-9965.1991.tb00012.x', 'title': 'Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>', 'display_name': 'Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>', 'publication_year': 1991, 'publication_date': '1991-07-01', 'ids': {'openalex': 'https://openalex.org/W3122045776', 'doi': 'https://doi.org/10.1111/j.1467-9965.1991.tb00012.x', 'mag': '3122045776'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1111/j.1467-9965.1991.tb00012.x', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S133335107', 'display_name': 'Mathematical Finance', 'issn_l': '0960-1627', 'issn': ['0960-1627', '1467-9965'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320595', 'host_organization_name': 'Wiley', 'host_organization_lineage': ['https://openalex.org/P4310320595'], 'host_organization_lineage_names': ['Wiley'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5101653776', 'display_name': 'Hua He', 'orcid': 'https://orcid.org/0009-0003-2585-7684'}, 'institutions': [{'id': 'https://openalex.org/I95457486', 'display_name': 'University of California, Berkeley', 'ror': 'https://ror.org/01an7q238', 'country_code': 'US', 'type': 'education', 'lineage': ['https://openalex.org/I95457486']}], 'countries': ['US'], 'is_corresponding': False, 'raw_author_name': 'Hua He', 'raw_affiliation_strings': ['Haas School of Business University of California, Berkeley Berkeley, CA 94720'], 'affiliations': [{'raw_affiliation_string': 'Haas School of Business University of California, Berkeley Berkeley, CA 94720', 'institution_ids': ['https://openalex.org/I95457486']}]}, {'author_position': 'last', 'author': {'id': 'https://openalex.org/A5049465404', 'display_name': 'Neil D. Pearson', 'orcid': 'https://orcid.org/0000-0002-0026-9603'}, 'institutions': [{'id': 'https://openalex.org/I5388228', 'display_name': 'University of Rochester', 'ror': 'https://ror.org/022kthw22', 'country_code': 'US', 'type': 'education', 'lineage': ['https://openalex.org/I5388228']}], 'countries': ['US'], 'is_corresponding': False, 'raw_author_name': 'Neil D. Pearson', 'raw_affiliation_strings': ['Simon Graduate School of Business Administration University of Rochester Rochester, NY 14627'], 'affiliations': [{'raw_affiliation_string': 'Simon Graduate School of Business Administration University of Rochester Rochester, NY 14627', 'institution_ids': ['https://openalex.org/I5388228']}]}], 'institution_assertions': [], 'countries_distinct_count': 1, 'institutions_distinct_count': 2, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': {'value': 3660, 'currency': 'USD', 'value_usd': 3660, 'provenance': 'doaj'}, 'apc_paid': None, 'fwci': 2.98, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 106, 'citation_normalized_percentile': {'value': 0.94663, 'is_in_top_1_percent': False, 'is_in_top_10_percent': True}, 'cited_by_percentile_year': {'min': 96, 'max': 97}, 'biblio': {'volume': '1', 'issue': '3', 'first_page': '1', 'last_page': '10'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T10067', 'display_name': 'Theory and Applications of Option Pricing Models', 'score': 0.999, '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'}}, 'topics': [{'id': 'https://openalex.org/T10067', 'display_name': 'Theory and Applications of Option Pricing Models', 'score': 0.999, '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'}}, {'id': 'https://openalex.org/T12137', 'display_name': 'Existence and Dynamics of Monetary Equilibrium Models', 'score': 0.9984, 'subfield': {'id': 'https://openalex.org/subfields/2002', 'display_name': 'Economics and Econometrics'}, 'field': {'id': 'https://openalex.org/fields/20', 'display_name': 'Economics, Econometrics and Finance'}, 'domain': {'id': 'https://openalex.org/domains/2', 'display_name': 'Social Sciences'}}, {'id': 'https://openalex.org/T10047', 'display_name': 'Asset Pricing and Market Efficiency', 'score': 0.994, '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/incomplete-markets', 'display_name': 'Incomplete markets', 'score': 0.88724875}, {'id': 'https://openalex.org/keywords/complete-market', 'display_name': 'Complete market', 'score': 0.7048893}, {'id': 'https://openalex.org/keywords/consumption', 'display_name': 'Consumption (sociology)', 'score': 0.5878592}, {'id': 'https://openalex.org/keywords/asset-pricing', 'display_name': 'Asset Pricing', 'score': 0.518096}, {'id': 'https://openalex.org/keywords/indeterminacy', 'display_name': 'Indeterminacy', 'score': 0.501821}, {'id': 'https://openalex.org/keywords/finite-set', 'display_name': 'Finite set', 'score': 0.47568333}], 'concepts': [{'id': 'https://openalex.org/C109354906', 'wikidata': 'https://www.wikidata.org/wiki/Q6015174', 'display_name': 'Incomplete markets', 'level': 2, 'score': 0.88724875}, {'id': 'https://openalex.org/C2780821815', 'wikidata': 'https://www.wikidata.org/wiki/Q5340806', 'display_name': 'Portfolio', 'level': 2, 'score': 0.71919835}, {'id': 'https://openalex.org/C136969773', 'wikidata': 'https://www.wikidata.org/wiki/Q5156507', 'display_name': 'Complete market', 'level': 2, 'score': 0.7048893}, {'id': 'https://openalex.org/C48406656', 'wikidata': 'https://www.wikidata.org/wiki/Q534112', 'display_name': 'Martingale (probability theory)', 'level': 2, 'score': 0.6129746}, {'id': 'https://openalex.org/C30772137', 'wikidata': 'https://www.wikidata.org/wiki/Q5164762', 'display_name': 'Consumption (sociology)', 'level': 2, 'score': 0.5878592}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.54146045}, {'id': 'https://openalex.org/C160623529', 'wikidata': 'https://www.wikidata.org/wiki/Q273088', 'display_name': 'Arbitrage', 'level': 2, 'score': 0.53310645}, {'id': 'https://openalex.org/C162392398', 'wikidata': 'https://www.wikidata.org/wiki/Q272404', 'display_name': 'Finite set', 'level': 2, 'score': 0.47568333}, {'id': 'https://openalex.org/C72434380', 'wikidata': 'https://www.wikidata.org/wiki/Q230930', 'display_name': 'State space', 'level': 2, 'score': 0.46483585}, {'id': 'https://openalex.org/C144237770', 'wikidata': 'https://www.wikidata.org/wiki/Q747534', 'display_name': 'Mathematical economics', 'level': 1, 'score': 0.46419418}, {'id': 'https://openalex.org/C21099588', 'wikidata': 'https://www.wikidata.org/wiki/Q7314068', 'display_name': 'Replicating portfolio', 'level': 4, 'score': 0.414778}, {'id': 'https://openalex.org/C202655437', 'wikidata': 'https://www.wikidata.org/wiki/Q7231728', 'display_name': 'Portfolio optimization', 'level': 3, 'score': 0.39616352}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.36941397}, {'id': 'https://openalex.org/C126255220', 'wikidata': 'https://www.wikidata.org/wiki/Q141495', 'display_name': 'Mathematical optimization', 'level': 1, 'score': 0.36154482}, {'id': 'https://openalex.org/C33923547', 'wikidata': 'https://www.wikidata.org/wiki/Q395', 'display_name': 'Mathematics', 'level': 0, 'score': 0.3177973}, {'id': 'https://openalex.org/C175444787', 'wikidata': 'https://www.wikidata.org/wiki/Q39072', 'display_name': 'Microeconomics', 'level': 1, 'score': 0.25082445}, {'id': 'https://openalex.org/C106159729', 'wikidata': 'https://www.wikidata.org/wiki/Q2294553', 'display_name': 'Financial economics', 'level': 1, 'score': 0.23349908}, {'id': 'https://openalex.org/C28826006', 'wikidata': 'https://www.wikidata.org/wiki/Q33521', 'display_name': 'Applied mathematics', 'level': 1, 'score': 0.11142415}, {'id': 'https://openalex.org/C134306372', 'wikidata': 'https://www.wikidata.org/wiki/Q7754', 'display_name': 'Mathematical analysis', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C36289849', 'wikidata': 'https://www.wikidata.org/wiki/Q34749', 'display_name': 'Social science', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C105795698', 'wikidata': 'https://www.wikidata.org/wiki/Q12483', 'display_name': 'Statistics', 'level': 1, 'score': 0.0}, {'id': 'https://openalex.org/C144024400', 'wikidata': 'https://www.wikidata.org/wiki/Q21201', 'display_name': 'Sociology', 'level': 0, 'score': 0.0}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1111/j.1467-9965.1991.tb00012.x', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S133335107', 'display_name': 'Mathematical Finance', 'issn_l': '0960-1627', 'issn': ['0960-1627', '1467-9965'], 'is_oa': False, 'is_in_doaj': False, 'is_core': True, 'host_organization': 'https://openalex.org/P4310320595', 'host_organization_name': 'Wiley', 'host_organization_lineage': ['https://openalex.org/P4310320595'], 'host_organization_lineage_names': ['Wiley'], 'type': 'journal'}, 'license': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 15, 'referenced_works': ['https://openalex.org/W1491984866', 'https://openalex.org/W1507249476', 'https://openalex.org/W1963901383', 'https://openalex.org/W1985018066', 'https://openalex.org/W1990933550', 'https://openalex.org/W1992818589', 'https://openalex.org/W2006776755', 'https://openalex.org/W2018172082', 'https://openalex.org/W2048191805', 'https://openalex.org/W2090220594', 'https://openalex.org/W2243338333', 'https://openalex.org/W2795674018', 'https://openalex.org/W2978986723', 'https://openalex.org/W3121604329', 'https://openalex.org/W4301808069'], 'related_works': ['https://openalex.org/W3122045776', 'https://openalex.org/W2598201686', 'https://openalex.org/W2171682599', 'https://openalex.org/W2116707619', 'https://openalex.org/W2086986964', 'https://openalex.org/W2042633848', 'https://openalex.org/W2018394535', 'https://openalex.org/W1996189898', 'https://openalex.org/W1592044696', 'https://openalex.org/W1527010006'], 'abstract_inverted_index': {'We': [0, 27], 'use': [1], 'a': [2, 14, 64, 71], 'martingale': [3], 'approach': [4], 'to': [5], 'study': [6], 'optimal': [7], 'intertemporal': [8], 'consumption': [9, 33], 'and': [10, 24, 61, 70], 'portfolio': [11], 'policies': [12], 'in': [13], 'general': [15], 'discrete‐time,': [16], 'discrete‐state‐space': [17], 'securities': [18], 'market': [19], 'with': [20, 58], 'dynamically': [21], 'incomplete': [22], 'markets': [23], 'short‐sale': [25], 'constraints.': [26], 'characterize': [28], 'the': [29, 36, 44, 48, 51, 67], 'set': [30, 38, 52], 'of': [31, 47, 50, 53], 'feasible': [32], 'bundles': [34], 'as': [35], 'budget‐feasible': [37], 'defined': [39], 'by': [40], 'constraints': [41], 'formed': [42], 'using': [43], 'extreme': [45], 'points': [46], 'closure': [49], 'Arrow‐Debreu': [54], 'state': [55], 'prices': [56], 'consistent': [57], 'no': [59], 'arbitrage,': [60], 'then': [62], 'establish': [63], 'relationship': [65], 'between': [66], 'original': [68], 'problem': [69], 'dual': [72], 'minimization': [73], 'problem.': [74]}, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W3122045776', 'counts_by_year': [{'year': 2023, 'cited_by_count': 2}, {'year': 2022, 'cited_by_count': 3}, {'year': 2021, 'cited_by_count': 1}, {'year': 2019, 'cited_by_count': 2}, {'year': 2018, 'cited_by_count': 4}, {'year': 2017, 'cited_by_count': 1}, {'year': 2016, 'cited_by_count': 1}, {'year': 2014, 'cited_by_count': 5}, {'year': 2013, 'cited_by_count': 2}, {'year': 2012, 'cited_by_count': 3}], 'updated_date': '2024-09-15T20:38:48.037705', 'created_date': '2021-02-01'}