{"id":"https://openalex.org/W1519074753","doi":"https://doi.org/10.1007/978-3-540-69995-8_92","title":"Optimal Portfolios Under Bounded Shortfall Risk and Partial Information","display_name":"Optimal Portfolios Under Bounded Shortfall Risk and Partial Information","publication_year":2007,"publication_date":"2007-01-01","ids":{"openalex":"https://openalex.org/W1519074753","doi":"https://doi.org/10.1007/978-3-540-69995-8_92","mag":"1519074753"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-69995-8_92","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-69995-8_92","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings 2006","raw_type":"book-chapter"},"type":"book-chapter","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/A5033528054","display_name":"Ralf Wunderlich","orcid":"https://orcid.org/0000-0001-5841-6293"},"institutions":[{"id":"https://openalex.org/I4210150056","display_name":"Wests\u00e4chsische Hochschule Zwickau","ror":"https://ror.org/04ms51788","country_code":"DE","type":"education","lineage":["https://openalex.org/I4210150056"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Ralf Wunderlich","raw_affiliation_strings":["Mathematics Group, Zwickau University of Applied Sciences, Germany","Zwickau University of Applied Sciences"],"affiliations":[{"raw_affiliation_string":"Mathematics Group, Zwickau University of Applied Sciences, Germany","institution_ids":["https://openalex.org/I4210150056"]},{"raw_affiliation_string":"Zwickau University of Applied Sciences","institution_ids":["https://openalex.org/I4210150056"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017316801","display_name":"J\u00f6rn Sa\u00df","orcid":"https://orcid.org/0000-0003-3432-4997"},"institutions":[{"id":"https://openalex.org/I138211613","display_name":"Austrian Academy of Sciences","ror":"https://ror.org/03anc3s24","country_code":"AT","type":"funder","lineage":["https://openalex.org/I138211613"]},{"id":"https://openalex.org/I4210158379","display_name":"Johann Radon Institute for Computational and Applied Mathematics","ror":"https://ror.org/05a94k872","country_code":"AT","type":"facility","lineage":["https://openalex.org/I138211613","https://openalex.org/I4210158379"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"J\u00f6rn Sass","raw_affiliation_strings":["RICAM, Austrian Academy of Sciences, Linz, Austria","Austrian Academy of Sciences"],"affiliations":[{"raw_affiliation_string":"RICAM, Austrian Academy of Sciences, Linz, Austria","institution_ids":["https://openalex.org/I138211613","https://openalex.org/I4210158379"]},{"raw_affiliation_string":"Austrian Academy of Sciences","institution_ids":["https://openalex.org/I138211613"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5031253271","display_name":"Abdelali Gabih","orcid":null},"institutions":[{"id":"https://openalex.org/I926574661","display_name":"Leipzig University","ror":"https://ror.org/03s7gtk40","country_code":"DE","type":"education","lineage":["https://openalex.org/I926574661"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Abdelali Gabih","raw_affiliation_strings":["Dept. of Mathematics and Computer Science, Leipzig University, Germany","#N##TAB##TAB##TAB##TAB# Leipzig University#N##TAB##TAB##TAB#"],"affiliations":[{"raw_affiliation_string":"Dept. of Mathematics and Computer Science, Leipzig University, Germany","institution_ids":["https://openalex.org/I926574661"]},{"raw_affiliation_string":"#N##TAB##TAB##TAB##TAB# Leipzig University#N##TAB##TAB##TAB#","institution_ids":["https://openalex.org/I926574661"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5033528054"],"corresponding_institution_ids":["https://openalex.org/I4210150056"],"apc_list":null,"apc_paid":null,"fwci":0.6692,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.81377899,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"581","last_page":"586"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9987000226974487,"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":"Stochastic processes and financial applications","score":0.9987000226974487,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9972000122070312,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9943000078201294,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.8123059868812561},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5821704864501953},{"id":"https://openalex.org/keywords/expected-utility-hypothesis","display_name":"Expected utility hypothesis","score":0.5670379996299744},{"id":"https://openalex.org/keywords/constraint","display_name":"Constraint (computer-aided design)","score":0.563133716583252},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5516501665115356},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5304408073425293},{"id":"https://openalex.org/keywords/risk-measure","display_name":"Risk measure","score":0.46455118060112},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.4380183517932892},{"id":"https://openalex.org/keywords/terminal","display_name":"Terminal (telecommunication)","score":0.41339367628097534},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.33240142464637756},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.23414555191993713},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.22854703664779663},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.22650334239006042},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.213759183883667}],"concepts":[{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.8123059868812561},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5821704864501953},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.5670379996299744},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.563133716583252},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5516501665115356},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5304408073425293},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.46455118060112},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.4380183517932892},{"id":"https://openalex.org/C2779664074","wikidata":"https://www.wikidata.org/wiki/Q3518405","display_name":"Terminal (telecommunication)","level":2,"score":0.41339367628097534},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.33240142464637756},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23414555191993713},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.22854703664779663},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.22650334239006042},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.213759183883667},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"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/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-540-69995-8_92","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-69995-8_92","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operations Research Proceedings 2006","raw_type":"book-chapter"},{"id":"pmh:oai:RePEc:spr:oprchp:978-3-540-69995-8_92","is_oa":false,"landing_page_url":null,"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,"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":"book"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1981446732","https://openalex.org/W1983341905","https://openalex.org/W1999416138","https://openalex.org/W2015692920","https://openalex.org/W2055319722","https://openalex.org/W2059402723","https://openalex.org/W2066571155","https://openalex.org/W2145775530","https://openalex.org/W2343983622","https://openalex.org/W3123552065","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2408851247","https://openalex.org/W3121825436","https://openalex.org/W4301377905","https://openalex.org/W2950198523","https://openalex.org/W799577184","https://openalex.org/W2373247897","https://openalex.org/W291419825","https://openalex.org/W2112426182","https://openalex.org/W1978849664","https://openalex.org/W3083534660"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}