{"id":"https://openalex.org/W2592366081","doi":"https://doi.org/10.1007/s00186-011-0345-6","title":"Existence of shadow prices in finite probability spaces","display_name":"Existence of shadow prices in finite probability spaces","publication_year":2011,"publication_date":"2011-02-03","ids":{"openalex":"https://openalex.org/W2592366081","doi":"https://doi.org/10.1007/s00186-011-0345-6","mag":"2592366081"},"language":"en","primary_location":{"id":"doi:10.1007/s00186-011-0345-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-011-0345-6","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","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/A5027547292","display_name":"Jan Kallsen","orcid":null},"institutions":[{"id":"https://openalex.org/I32021983","display_name":"Kiel University","ror":"https://ror.org/04v76ef78","country_code":"DE","type":"education","lineage":["https://openalex.org/I32021983"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Jan Kallsen","raw_affiliation_strings":["Mathematisches Seminar, Christian-Albrechts-Universit\u00e4t zu Kiel, Westring 383, 24118, Kiel, Germany"],"affiliations":[{"raw_affiliation_string":"Mathematisches Seminar, Christian-Albrechts-Universit\u00e4t zu Kiel, Westring 383, 24118, Kiel, Germany","institution_ids":["https://openalex.org/I32021983"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5018432446","display_name":"Johannes Muhle\u2010Karbe","orcid":"https://orcid.org/0000-0002-9165-2244"},"institutions":[{"id":"https://openalex.org/I35440088","display_name":"ETH Zurich","ror":"https://ror.org/05a28rw58","country_code":"CH","type":"education","lineage":["https://openalex.org/I2799323385","https://openalex.org/I35440088"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Johannes Muhle-Karbe","raw_affiliation_strings":["Departement Mathematik, ETH Z\u00fcrich, R\u00e4mistrasse 101, 8092, Z\u00fcrich, Switzerland"],"affiliations":[{"raw_affiliation_string":"Departement Mathematik, ETH Z\u00fcrich, R\u00e4mistrasse 101, 8092, Z\u00fcrich, Switzerland","institution_ids":["https://openalex.org/I35440088"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5018432446"],"corresponding_institution_ids":["https://openalex.org/I35440088"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":4.2777,"has_fulltext":false,"cited_by_count":28,"citation_normalized_percentile":{"value":0.94755133,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"73","issue":"2","first_page":"251","last_page":"262"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9990000128746033,"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":0.9990000128746033,"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":"Economic theories and models","score":0.9986000061035156,"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/T10471","display_name":"Climate Change Policy and Economics","score":0.9697999954223633,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/shadow-price","display_name":"Shadow price","score":0.8150936961174011},{"id":"https://openalex.org/keywords/transaction-cost","display_name":"Transaction cost","score":0.7349917888641357},{"id":"https://openalex.org/keywords/shadow","display_name":"Shadow (psychology)","score":0.6280971169471741},{"id":"https://openalex.org/keywords/ask-price","display_name":"Ask price","score":0.5705257654190063},{"id":"https://openalex.org/keywords/database-transaction","display_name":"Database transaction","score":0.557195246219635},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5549220442771912},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5266784429550171},{"id":"https://openalex.org/keywords/consumption","display_name":"Consumption (sociology)","score":0.4676496684551239},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.4182778000831604},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.3695472478866577},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3580424189567566},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3546288311481476},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.27359485626220703},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.21853697299957275},{"id":"https://openalex.org/keywords/economy","display_name":"Economy","score":0.11745354533195496}],"concepts":[{"id":"https://openalex.org/C139748260","wikidata":"https://www.wikidata.org/wiki/Q3308839","display_name":"Shadow price","level":2,"score":0.8150936961174011},{"id":"https://openalex.org/C98965940","wikidata":"https://www.wikidata.org/wiki/Q877496","display_name":"Transaction cost","level":2,"score":0.7349917888641357},{"id":"https://openalex.org/C117797892","wikidata":"https://www.wikidata.org/wiki/Q286363","display_name":"Shadow (psychology)","level":2,"score":0.6280971169471741},{"id":"https://openalex.org/C90329073","wikidata":"https://www.wikidata.org/wiki/Q914232","display_name":"Ask price","level":2,"score":0.5705257654190063},{"id":"https://openalex.org/C75949130","wikidata":"https://www.wikidata.org/wiki/Q848010","display_name":"Database transaction","level":2,"score":0.557195246219635},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5549220442771912},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5266784429550171},{"id":"https://openalex.org/C30772137","wikidata":"https://www.wikidata.org/wiki/Q5164762","display_name":"Consumption (sociology)","level":2,"score":0.4676496684551239},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.4182778000831604},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.3695472478866577},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3580424189567566},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3546288311481476},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.27359485626220703},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.21853697299957275},{"id":"https://openalex.org/C136264566","wikidata":"https://www.wikidata.org/wiki/Q159810","display_name":"Economy","level":1,"score":0.11745354533195496},{"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/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C542102704","wikidata":"https://www.wikidata.org/wiki/Q183257","display_name":"Psychotherapist","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},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00186-011-0345-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00186-011-0345-6","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:compst:v:73:y:2011:i:2:p:251-262","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00186-011-0345-6","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":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W584258268","https://openalex.org/W1537945916","https://openalex.org/W1970429419","https://openalex.org/W1992925703","https://openalex.org/W2005234698","https://openalex.org/W2007131044","https://openalex.org/W2013203876","https://openalex.org/W2021355027","https://openalex.org/W2028380720","https://openalex.org/W2044141035","https://openalex.org/W2060302284","https://openalex.org/W2082211732","https://openalex.org/W2101137376","https://openalex.org/W2115580984","https://openalex.org/W2124754312","https://openalex.org/W2133183661","https://openalex.org/W2143953858","https://openalex.org/W2502053163","https://openalex.org/W3098099048","https://openalex.org/W3104974285","https://openalex.org/W4249513058","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2168627904","https://openalex.org/W2051209971","https://openalex.org/W2224106324","https://openalex.org/W2381267709","https://openalex.org/W2372901283","https://openalex.org/W3145373219","https://openalex.org/W2373685534","https://openalex.org/W2394467700","https://openalex.org/W2351497460","https://openalex.org/W2953136539"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
