{"id":"https://openalex.org/W2006012272","doi":"https://doi.org/10.1142/s0219024914500113","title":"VECTOR-VALUED COHERENT RISK MEASURE PROCESSES","display_name":"VECTOR-VALUED COHERENT RISK MEASURE PROCESSES","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W2006012272","doi":"https://doi.org/10.1142/s0219024914500113","mag":"2006012272"},"language":"en","primary_location":{"id":"doi:10.1142/s0219024914500113","doi":"https://doi.org/10.1142/s0219024914500113","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219024914500113","pdf_url":null,"source":{"id":"https://openalex.org/S173574685","display_name":"International Journal of Theoretical and Applied Finance","issn_l":"0219-0249","issn":["0219-0249","1793-6322"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Theoretical and Applied Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.2241027","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5074862770","display_name":"Imen Ben Tahar","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I171048554","display_name":"Centre de Recherche en Math\u00e9matiques de la D\u00e9cision","ror":"https://ror.org/03s0gj002","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I4210141950","https://openalex.org/I56435720"]},{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"IMEN BEN TAHAR","raw_affiliation_strings":["CEREMADE, CNRS UMR 7534, Paris Dauphine University, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEREMADE, CNRS UMR 7534, Paris Dauphine University, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I56435720"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5041761461","display_name":"Emmanuel L\u00e9pinette","orcid":"https://orcid.org/0000-0001-7837-1184","observed_orcids":["https://orcid.org/0000-0001-7837-1184"]},"institutions":[{"id":"https://openalex.org/I118501908","display_name":"National Research University Higher School of Economics","ror":"https://ror.org/055f7t516","country_code":"RU","type":"education","lineage":["https://openalex.org/I118501908"]},{"id":"https://openalex.org/I1294671590","display_name":"Centre National de la Recherche Scientifique","ror":"https://ror.org/02feahw73","country_code":"FR","type":"government","lineage":["https://openalex.org/I1294671590"]},{"id":"https://openalex.org/I171048554","display_name":"Centre de Recherche en Math\u00e9matiques de la D\u00e9cision","ror":"https://ror.org/03s0gj002","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I2746051580","https://openalex.org/I4210141950","https://openalex.org/I56435720"]},{"id":"https://openalex.org/I56435720","display_name":"Universit\u00e9 Paris Dauphine-PSL","ror":"https://ror.org/052bz7812","country_code":"FR","type":"education","lineage":["https://openalex.org/I2746051580","https://openalex.org/I56435720"]}],"countries":["FR","RU"],"is_corresponding":false,"raw_author_name":"EMMANUEL L\u00c9PINETTE","raw_affiliation_strings":["CEREMADE, CNRS UMR 7534, Paris Dauphine University, France","International Laboratory of Quantitative Finance, National Research University, Higher school of Economics, Myasnitskaya 20, Moscow 101000, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEREMADE, CNRS UMR 7534, Paris Dauphine University, France","institution_ids":["https://openalex.org/I1294671590","https://openalex.org/I171048554","https://openalex.org/I56435720"]},{"raw_affiliation_string":"International Laboratory of Quantitative Finance, National Research University, Higher school of Economics, Myasnitskaya 20, Moscow 101000, Russia","institution_ids":["https://openalex.org/I118501908"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":3.4076,"has_fulltext":false,"cited_by_count":26,"citation_normalized_percentile":{"value":0.91613509,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"17","issue":"02","first_page":"1450011","last_page":"1450011"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.8374000191688538,"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":0.8374000191688538,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.1306000053882599,"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/T11720","display_name":"Probability and Risk Models","score":0.009499999694526196,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/coherent-risk-measures","display_name":"coherent risk measures","score":0.8600000143051147},{"id":"https://openalex.org/keywords/dynamic-risk-measures","display_name":"dynamic risk measures","score":0.9359999895095825},{"id":"https://openalex.org/keywords/duality","display_name":"duality","score":0.7699999809265137},{"id":"https://openalex.org/keywords/time-consistency","display_name":"time consistency","score":0.9620000123977661}],"concepts":[{"id":"https://openalex.org/C167548438","wikidata":"https://www.wikidata.org/wiki/Q5319012","display_name":"Dynamic risk measure","level":4,"score":0.8790974020957947},{"id":"https://openalex.org/C148845407","wikidata":"https://www.wikidata.org/wiki/Q5141358","display_name":"Coherent risk measure","level":4,"score":0.7706379890441895},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.7594037055969238},{"id":"https://openalex.org/C11534374","wikidata":"https://www.wikidata.org/wiki/Q7805280","display_name":"Time consistency","level":2,"score":0.7186919450759888},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.7098033428192139},{"id":"https://openalex.org/C2780841128","wikidata":"https://www.wikidata.org/wiki/Q5073781","display_name":"Characterization (materials science)","level":2,"score":0.6552952527999878},{"id":"https://openalex.org/C69257216","wikidata":"https://www.wikidata.org/wiki/Q7575204","display_name":"Spectral risk measure","level":4,"score":0.5881263017654419},{"id":"https://openalex.org/C167729594","wikidata":"https://www.wikidata.org/wiki/Q17736","display_name":"Axiom","level":2,"score":0.5368796586990356},{"id":"https://openalex.org/C84750791","wikidata":"https://www.wikidata.org/wiki/Q3427408","display_name":"Dual representation","level":3,"score":0.519984781742096},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.5167983770370483},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4861685633659363},{"id":"https://openalex.org/C2776436953","wikidata":"https://www.wikidata.org/wiki/Q5163215","display_name":"Consistency (knowledge bases)","level":2,"score":0.43995389342308044},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.43007582426071167},{"id":"https://openalex.org/C13336665","wikidata":"https://www.wikidata.org/wiki/Q125977","display_name":"Vector space","level":2,"score":0.4236494302749634},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.3257109522819519},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.22387343645095825},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.1761438250541687},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.16410905122756958},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.1575952172279358},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11344683170318604},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.10334062576293945},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C171250308","wikidata":"https://www.wikidata.org/wiki/Q11468","display_name":"Nanotechnology","level":1,"score":0.0}],"mesh":[],"locations_count":8,"locations":[{"id":"doi:10.1142/s0219024914500113","doi":"https://doi.org/10.1142/s0219024914500113","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s0219024914500113","pdf_url":null,"source":{"id":"https://openalex.org/S173574685","display_name":"International Journal of Theoretical and Applied Finance","issn_l":"0219-0249","issn":["0219-0249","1793-6322"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-scientific","cwts-core","fnege-4","jufo-1","norway-1","poland-70","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Theoretical and Applied Finance","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.2241027","doi":"https://doi.org/10.2139/ssrn.2241027","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2241027","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.592.9365","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.592.9365","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://hal.inria.fr/docs/00/71/30/21/PDF/BL27_juin2012.pdf","raw_type":"text"},{"id":"pmh:oai:HAL:hal-00713021v1","doi":null,"is_oa":true,"landing_page_url":"https://hal.science/hal-00713021","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4405252976","host_organization_name":"Centre pour la Communication Scientifique Directe","host_organization_lineage":["https://openalex.org/I4405252976"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"International Journal of Theoretical and Applied Finance, 2014, 17 (02), pp.1450011. &#x27E8;10.1142/S0219024914500113&#x27E9;","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:wsi:ijtafx:v:17:y:2014:i:02:n:s0219024914500113","doi":null,"is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S0219024914500113","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:RePEc:wsi:ijtafx:v:17:y:2014:i:02:p:1450011-1-1450011-28","doi":null,"is_oa":false,"landing_page_url":"http://www.worldscinet.com/cgi-bin/details.cgi?type=html&amp;id=pii:S0219024914500113","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"},{"id":"pmh:oai:basepub.dauphine.fr:123456789/13268","doi":null,"is_oa":false,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/13268","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"},{"id":"pmh:oai:basepub.dauphine.psl.eu:123456789/17324","doi":null,"is_oa":true,"landing_page_url":"https://basepub.dauphine.fr/handle/123456789/17324","pdf_url":null,"source":{"id":"https://openalex.org/S4306401007","display_name":"Base Institutionnelle de Recherche de l'universit\u00e9 Paris-Dauphine (BIRD) (University Paris-Dauphine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I102197404","host_organization_name":"Universit\u00e9 Paris-Sud","host_organization_lineage":["https://openalex.org/I102197404"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article accept\u00e9 pour publication ou publi\u00e9"}],"best_oa_location":{"id":"doi:10.2139/ssrn.2241027","doi":"https://doi.org/10.2139/ssrn.2241027","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2241027","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W171546810","https://openalex.org/W204878511","https://openalex.org/W584258268","https://openalex.org/W1553648478","https://openalex.org/W1822888007","https://openalex.org/W1916820605","https://openalex.org/W1945597105","https://openalex.org/W1967696650","https://openalex.org/W1971575668","https://openalex.org/W1982403027","https://openalex.org/W1985948815","https://openalex.org/W1993455616","https://openalex.org/W1995117598","https://openalex.org/W1999745099","https://openalex.org/W2019291268","https://openalex.org/W2042055575","https://openalex.org/W2069326331","https://openalex.org/W2096643160","https://openalex.org/W2117918035","https://openalex.org/W2118821424","https://openalex.org/W2120630305","https://openalex.org/W2124307970","https://openalex.org/W2136862484","https://openalex.org/W2143663915","https://openalex.org/W2264654563","https://openalex.org/W2502053163","https://openalex.org/W2506941141","https://openalex.org/W2599165880","https://openalex.org/W3121445902","https://openalex.org/W3122271031","https://openalex.org/W3122520781","https://openalex.org/W3123166251","https://openalex.org/W3123888023","https://openalex.org/W3124622851","https://openalex.org/W4212855644","https://openalex.org/W4235593702","https://openalex.org/W4240866227"],"related_works":["https://openalex.org/W1595286745","https://openalex.org/W2388720157","https://openalex.org/W3135333152","https://openalex.org/W2774244507","https://openalex.org/W3187297235","https://openalex.org/W2242841876","https://openalex.org/W3122271031","https://openalex.org/W2348792743","https://openalex.org/W2169877676","https://openalex.org/W2189377095"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}
