{"id":"https://openalex.org/W3123963552","doi":"https://doi.org/10.1007/s00291-003-0132-8","title":"Portfolio Insurance and model uncertainty","display_name":"Portfolio Insurance and model uncertainty","publication_year":2003,"publication_date":"2003-08-01","ids":{"openalex":"https://openalex.org/W3123963552","doi":"https://doi.org/10.1007/s00291-003-0132-8","mag":"3123963552"},"language":"en","primary_location":{"id":"doi:10.1007/s00291-003-0132-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-003-0132-8","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/A5020434322","display_name":"Bernhard Nietert","orcid":null},"institutions":[{"id":"https://openalex.org/I186354981","display_name":"University of Passau","ror":"https://ror.org/05ydjnb78","country_code":"DE","type":"education","lineage":["https://openalex.org/I186354981"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Bernhard Nietert","raw_affiliation_strings":["Passau University, Chair of Finance, Innstrasse 27, 94032 Passau, Germany (e-mail: nietert@uni-passau.de)\n, , , , , , DE","Passau University, Chair of Finance, Innstrasse 27, 94032 Passau, Germany (e-mail: nietert@uni-passau.de)#N#, , DE"],"affiliations":[{"raw_affiliation_string":"Passau University, Chair of Finance, Innstrasse 27, 94032 Passau, Germany (e-mail: nietert@uni-passau.de)\n, , , , , , DE","institution_ids":["https://openalex.org/I186354981"]},{"raw_affiliation_string":"Passau University, Chair of Finance, Innstrasse 27, 94032 Passau, Germany (e-mail: nietert@uni-passau.de)#N#, , DE","institution_ids":["https://openalex.org/I186354981"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5020434322"],"corresponding_institution_ids":["https://openalex.org/I186354981"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.38984703,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"25","issue":"3","first_page":"295","last_page":"316"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.988099992275238,"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"}},"topics":[{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.988099992275238,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.98089998960495,"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"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9617000222206116,"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/portfolio-insurance","display_name":"Portfolio insurance","score":0.7956757545471191},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7537690997123718},{"id":"https://openalex.org/keywords/replicating-portfolio","display_name":"Replicating portfolio","score":0.6392092704772949},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.5692753791809082},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5555932521820068},{"id":"https://openalex.org/keywords/application-portfolio-management","display_name":"Application portfolio management","score":0.48179835081100464},{"id":"https://openalex.org/keywords/cash-flow","display_name":"Cash flow","score":0.46641457080841064},{"id":"https://openalex.org/keywords/capital-market-line","display_name":"Capital market line","score":0.4544943869113922},{"id":"https://openalex.org/keywords/portfolio-investment","display_name":"Portfolio investment","score":0.4501771628856659},{"id":"https://openalex.org/keywords/payment","display_name":"Payment","score":0.4309285283088684},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.41293883323669434},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3391713500022888},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.32849937677383423},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.23777088522911072},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2276349663734436}],"concepts":[{"id":"https://openalex.org/C128694398","wikidata":"https://www.wikidata.org/wiki/Q7231722","display_name":"Portfolio insurance","level":5,"score":0.7956757545471191},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7537690997123718},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.6392092704772949},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.5692753791809082},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5555932521820068},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.48179835081100464},{"id":"https://openalex.org/C163428354","wikidata":"https://www.wikidata.org/wiki/Q1047513","display_name":"Cash flow","level":2,"score":0.46641457080841064},{"id":"https://openalex.org/C162775986","wikidata":"https://www.wikidata.org/wiki/Q1728579","display_name":"Capital market line","level":5,"score":0.4544943869113922},{"id":"https://openalex.org/C75956513","wikidata":"https://www.wikidata.org/wiki/Q609343","display_name":"Portfolio investment","level":3,"score":0.4501771628856659},{"id":"https://openalex.org/C145097563","wikidata":"https://www.wikidata.org/wiki/Q1148747","display_name":"Payment","level":2,"score":0.4309285283088684},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.41293883323669434},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3391713500022888},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.32849937677383423},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.23777088522911072},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2276349663734436},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C33400823","wikidata":"https://www.wikidata.org/wiki/Q1419119","display_name":"Market depth","level":4,"score":0.0},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00291-003-0132-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-003-0132-8","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"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.6399999856948853,"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2062544113","https://openalex.org/W585390010","https://openalex.org/W3121547422","https://openalex.org/W2273332409","https://openalex.org/W3125792372","https://openalex.org/W3121375383","https://openalex.org/W1874144170","https://openalex.org/W3007702520","https://openalex.org/W2521485131","https://openalex.org/W132235361"],"abstract_inverted_index":null,"counts_by_year":[{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
