{"id":"https://openalex.org/W25499518","doi":"https://doi.org/10.1007/s00291-003-0128-4","title":"Risk hedging via options contracts for physical delivery","display_name":"Risk hedging via options contracts for physical delivery","publication_year":2003,"publication_date":"2003-08-01","ids":{"openalex":"https://openalex.org/W25499518","doi":"https://doi.org/10.1007/s00291-003-0128-4","mag":"25499518"},"language":"en","primary_location":{"id":"doi:10.1007/s00291-003-0128-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-003-0128-4","pdf_url":null,"source":{"id":"https://openalex.org/S2502551423","display_name":"OR Spectrum","issn_l":"0171-6468","issn":["0171-6468","1436-6304"],"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":"OR Spectrum","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/A5060490704","display_name":"Stefan Spinler","orcid":"https://orcid.org/0000-0003-2669-4728"},"institutions":[{"id":"https://openalex.org/I4210157222","display_name":"William P. Wharton Trust","ror":"https://ror.org/05vea6821","country_code":"US","type":"nonprofit","lineage":["https://openalex.org/I4210157222"]},{"id":"https://openalex.org/I79576946","display_name":"University of Pennsylvania","ror":"https://ror.org/00b30xv10","country_code":"US","type":"education","lineage":["https://openalex.org/I79576946"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Stefan Spinler","raw_affiliation_strings":["The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu)\n, , , , , , US","The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu) , US"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu)\n, , , , , , US","institution_ids":["https://openalex.org/I4210157222"]},{"raw_affiliation_string":"The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu) , US","institution_ids":["https://openalex.org/I79576946"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090692325","display_name":"Arnd Huchzermeier","orcid":"https://orcid.org/0000-0003-2178-3254"},"institutions":[{"id":"https://openalex.org/I172901346","display_name":"St Petersburg University","ror":"https://ror.org/023znxa73","country_code":"RU","type":"education","lineage":["https://openalex.org/I172901346"]},{"id":"https://openalex.org/I84340266","display_name":"WHU \u2013 Otto Beisheim School of Management","ror":"https://ror.org/01yhahq71","country_code":"DE","type":"education","lineage":["https://openalex.org/I84340266"]}],"countries":["DE","RU"],"is_corresponding":false,"raw_author_name":"Arnd Huchzermeier","raw_affiliation_strings":["WHU, Otto-Beisheim Graduate School of Management, Burgplatz 2, 56179 Vallendar, Germany (e-mail: ah@whu.edu)\n, , , , , , DE","WHU, Otto-Beisheim Graduate School of Management, Burgplatz 2, 56179 Vallendar, Germany (e-mail: ah@whu.edu) , DE"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"WHU, Otto-Beisheim Graduate School of Management, Burgplatz 2, 56179 Vallendar, Germany (e-mail: ah@whu.edu)\n, , , , , , DE","institution_ids":["https://openalex.org/I84340266"]},{"raw_affiliation_string":"WHU, Otto-Beisheim Graduate School of Management, Burgplatz 2, 56179 Vallendar, Germany (e-mail: ah@whu.edu) , DE","institution_ids":["https://openalex.org/I172901346"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5012406708","display_name":"Paul R. Kleindorfer","orcid":null},"institutions":[{"id":"https://openalex.org/I4210157222","display_name":"William P. Wharton Trust","ror":"https://ror.org/05vea6821","country_code":"US","type":"nonprofit","lineage":["https://openalex.org/I4210157222"]},{"id":"https://openalex.org/I79576946","display_name":"University of Pennsylvania","ror":"https://ror.org/00b30xv10","country_code":"US","type":"education","lineage":["https://openalex.org/I79576946"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Paul Kleindorfer","raw_affiliation_strings":["The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu)\n, , , , , , US","The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu) , US"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu)\n, , , , , , US","institution_ids":["https://openalex.org/I4210157222"]},{"raw_affiliation_string":"The Wharton School, University of Pennsylvania, 3730 Walnut Street, J. M. Huntsman Hall, Philadelphia, PA 19104, USA (e-mail: sspinler;kleindorfer@wharton.upenn.edu) , US","institution_ids":["https://openalex.org/I79576946"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":4.1691,"has_fulltext":false,"cited_by_count":84,"citation_normalized_percentile":{"value":0.93123816,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"25","issue":"3","first_page":"379","last_page":"395"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10539","display_name":"Sustainable Supply Chain Management","score":0.982200026512146,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9718999862670898,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.596378743648529},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.5943500995635986},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5598936080932617},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.5252465605735779},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.48494604229927063},{"id":"https://openalex.org/keywords/reservation","display_name":"Reservation","score":0.4767259657382965},{"id":"https://openalex.org/keywords/complement","display_name":"Complement (music)","score":0.4260771870613098},{"id":"https://openalex.org/keywords/industrial-organization","display_name":"Industrial organization","score":0.4236554801464081},{"id":"https://openalex.org/keywords/derivative","display_name":"Derivative (finance)","score":0.4232426881790161},{"id":"https://openalex.org/keywords/financial-risk-management","display_name":"Financial risk management","score":0.4189274311065674},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.40953391790390015},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35855066776275635},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3581903576850891},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.32489439845085144},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.25749149918556213}],"concepts":[{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.596378743648529},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.5943500995635986},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5598936080932617},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.5252465605735779},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.48494604229927063},{"id":"https://openalex.org/C2777632111","wikidata":"https://www.wikidata.org/wiki/Q1937518","display_name":"Reservation","level":2,"score":0.4767259657382965},{"id":"https://openalex.org/C112313634","wikidata":"https://www.wikidata.org/wiki/Q7886648","display_name":"Complement (music)","level":5,"score":0.4260771870613098},{"id":"https://openalex.org/C40700","wikidata":"https://www.wikidata.org/wiki/Q1411783","display_name":"Industrial organization","level":1,"score":0.4236554801464081},{"id":"https://openalex.org/C111771559","wikidata":"https://www.wikidata.org/wiki/Q66295","display_name":"Derivative (finance)","level":2,"score":0.4232426881790161},{"id":"https://openalex.org/C43071985","wikidata":"https://www.wikidata.org/wiki/Q2906013","display_name":"Financial risk management","level":3,"score":0.4189274311065674},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.40953391790390015},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35855066776275635},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3581903576850891},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.32489439845085144},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.25749149918556213},{"id":"https://openalex.org/C188082640","wikidata":"https://www.wikidata.org/wiki/Q1780899","display_name":"Complementation","level":4,"score":0.0},{"id":"https://openalex.org/C127716648","wikidata":"https://www.wikidata.org/wiki/Q104053","display_name":"Phenotype","level":3,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00291-003-0128-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-003-0128-4","pdf_url":null,"source":{"id":"https://openalex.org/S2502551423","display_name":"OR Spectrum","issn_l":"0171-6468","issn":["0171-6468","1436-6304"],"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":"OR Spectrum","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.196.2806","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.196.2806","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://grace.wharton.upenn.edu/risk/downloads/03-15-wp-PK..pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W568942137","https://openalex.org/W1571438983","https://openalex.org/W1756643235","https://openalex.org/W1891901354","https://openalex.org/W1998930698","https://openalex.org/W2062590030","https://openalex.org/W2065732367","https://openalex.org/W2071261925","https://openalex.org/W2099593137","https://openalex.org/W2129241249","https://openalex.org/W2144035962","https://openalex.org/W2150282710","https://openalex.org/W3121701901"],"related_works":["https://openalex.org/W2146767506","https://openalex.org/W2037488257","https://openalex.org/W4283711237","https://openalex.org/W318765593","https://openalex.org/W2372344627","https://openalex.org/W4294874086","https://openalex.org/W2408769827","https://openalex.org/W2234030728","https://openalex.org/W2299547645","https://openalex.org/W2739343018"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":7},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":8},{"year":2013,"cited_by_count":10},{"year":2012,"cited_by_count":5}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
