{"id":"https://openalex.org/W3121677600","doi":"https://doi.org/10.1007/s00291-014-0370-y","title":"Robust worst-case optimal investment","display_name":"Robust worst-case optimal investment","publication_year":2014,"publication_date":"2014-07-02","ids":{"openalex":"https://openalex.org/W3121677600","doi":"https://doi.org/10.1007/s00291-014-0370-y","mag":"3121677600"},"language":"en","primary_location":{"id":"doi:10.1007/s00291-014-0370-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-014-0370-y","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/A5004229445","display_name":"Sascha Desmettre","orcid":"https://orcid.org/0000-0002-2084-9496"},"institutions":[{"id":"https://openalex.org/I3019415892","display_name":"Fraunhofer Institute for Industrial Mathematics","ror":"https://ror.org/019hjw009","country_code":"DE","type":"facility","lineage":["https://openalex.org/I3019415892","https://openalex.org/I4923324"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Sascha Desmettre","raw_affiliation_strings":["Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, Fraunhofer-Platz 1, 67663\u00a0, Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, Fraunhofer-Platz 1, 67663\u00a0, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I3019415892"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5091105343","display_name":"Ralf Korn","orcid":"https://orcid.org/0000-0002-9123-3883"},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]},{"id":"https://openalex.org/I3019415892","display_name":"Fraunhofer Institute for Industrial Mathematics","ror":"https://ror.org/019hjw009","country_code":"DE","type":"facility","lineage":["https://openalex.org/I3019415892","https://openalex.org/I4923324"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Ralf Korn","raw_affiliation_strings":["Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, Fraunhofer-Platz 1, 67663\u00a0, Kaiserslautern, Germany","Department of Mathematics, University of Kaiserslautern, Erwin-Schr\u00f6dinger-Stra\u00dfe, 67663\u00a0, Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, Fraunhofer-Platz 1, 67663\u00a0, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I3019415892"]},{"raw_affiliation_string":"Department of Mathematics, University of Kaiserslautern, Erwin-Schr\u00f6dinger-Stra\u00dfe, 67663\u00a0, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081348946","display_name":"Peter Ruckdeschel","orcid":"https://orcid.org/0000-0001-7815-4809"},"institutions":[{"id":"https://openalex.org/I3019415892","display_name":"Fraunhofer Institute for Industrial Mathematics","ror":"https://ror.org/019hjw009","country_code":"DE","type":"facility","lineage":["https://openalex.org/I3019415892","https://openalex.org/I4923324"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Peter Ruckdeschel","raw_affiliation_strings":["Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, Fraunhofer-Platz 1, 67663\u00a0, Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, Fraunhofer-Platz 1, 67663\u00a0, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I3019415892"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5015522850","display_name":"Frank Thomas Seifried","orcid":null},"institutions":[{"id":"https://openalex.org/I153267046","display_name":"University of Kaiserslautern","ror":"https://ror.org/04zrf7b53","country_code":"DE","type":"education","lineage":["https://openalex.org/I153267046"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Frank Thomas Seifried","raw_affiliation_strings":["Department of Mathematics, University of Kaiserslautern, Erwin-Schr\u00f6dinger-Stra\u00dfe, 67663\u00a0, Kaiserslautern, Germany"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Kaiserslautern, Erwin-Schr\u00f6dinger-Stra\u00dfe, 67663\u00a0, Kaiserslautern, Germany","institution_ids":["https://openalex.org/I153267046"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5004229445"],"corresponding_institution_ids":["https://openalex.org/I3019415892"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.6726,"has_fulltext":false,"cited_by_count":15,"citation_normalized_percentile":{"value":0.87017806,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"37","issue":"3","first_page":"677","last_page":"701"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9995999932289124,"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":0.9995999932289124,"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/T11976","display_name":"Capital Investment and Risk Analysis","score":0.9916999936103821,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9853000044822693,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.5498634576797485},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.46922263503074646},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3905918300151825},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3466044068336487},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.33071812987327576},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2525026202201843},{"id":"https://openalex.org/keywords/political-science","display_name":"Political science","score":0.07246407866477966}],"concepts":[{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.5498634576797485},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.46922263503074646},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3905918300151825},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3466044068336487},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.33071812987327576},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2525026202201843},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.07246407866477966},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00291-014-0370-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00291-014-0370-y","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:publica.fraunhofer.de:publica/239068","is_oa":false,"landing_page_url":"https://publica.fraunhofer.de/handle/publica/239068","pdf_url":null,"source":{"id":"https://openalex.org/S4306400318","display_name":"Fraunhofer-Publica (Fraunhofer-Gesellschaft)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4923324","host_organization_name":"Fraunhofer-Gesellschaft","host_organization_lineage":["https://openalex.org/I4923324"],"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":"journal article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.6299999952316284}],"awards":[],"funders":[{"id":"https://openalex.org/F4320320882","display_name":"Volkswagen Foundation","ror":"https://ror.org/03bsmfz84"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1507126399","https://openalex.org/W1667854889","https://openalex.org/W1895366050","https://openalex.org/W1967228187","https://openalex.org/W1968355947","https://openalex.org/W1984697146","https://openalex.org/W1986242012","https://openalex.org/W1993377828","https://openalex.org/W2005158847","https://openalex.org/W2012712694","https://openalex.org/W2021472931","https://openalex.org/W2036703242","https://openalex.org/W2061786189","https://openalex.org/W2067477904","https://openalex.org/W2072147144","https://openalex.org/W2094060802","https://openalex.org/W2095040186","https://openalex.org/W2119303899","https://openalex.org/W2125417745","https://openalex.org/W2131116400","https://openalex.org/W2148244260","https://openalex.org/W2170714736","https://openalex.org/W2564754987","https://openalex.org/W2582743722","https://openalex.org/W2892387721","https://openalex.org/W3015387428","https://openalex.org/W3102957250","https://openalex.org/W3121811058","https://openalex.org/W3123331292","https://openalex.org/W3124098225","https://openalex.org/W4240445410"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W4391375266","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W2382290278","https://openalex.org/W4395014643","https://openalex.org/W4391913857","https://openalex.org/W2350741829"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
