{"id":"https://openalex.org/W2026135940","doi":"https://doi.org/10.1007/s00780-003-0102-7","title":"On the use of measure-valued strategies in bond markets","display_name":"On the use of measure-valued strategies in bond markets","publication_year":2004,"publication_date":"2004-01-01","ids":{"openalex":"https://openalex.org/W2026135940","doi":"https://doi.org/10.1007/s00780-003-0102-7","mag":"2026135940"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-003-0102-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-003-0102-7","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"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":"Finance and Stochastics","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/A5075528768","display_name":"Marzia De Donno","orcid":"https://orcid.org/0000-0003-0188-4437"},"institutions":[{"id":"https://openalex.org/I108290504","display_name":"University of Pisa","ror":"https://ror.org/03ad39j10","country_code":"IT","type":"education","lineage":["https://openalex.org/I108290504"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Marzia De Donno","raw_affiliation_strings":["Dipartimento di Matematica, Universit\u00e1 di Pisa, via F. Buonarroti 2, 56127, Pisa, Italy","Dipartimento di Matematica Universit\u00e1 di Pisa, Pisa, Italy"],"affiliations":[{"raw_affiliation_string":"Dipartimento di Matematica, Universit\u00e1 di Pisa, via F. Buonarroti 2, 56127, Pisa, Italy","institution_ids":["https://openalex.org/I108290504"]},{"raw_affiliation_string":"Dipartimento di Matematica Universit\u00e1 di Pisa, Pisa, Italy","institution_ids":["https://openalex.org/I108290504"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069112577","display_name":"Maurizio Pratelli","orcid":null},"institutions":[{"id":"https://openalex.org/I108290504","display_name":"University of Pisa","ror":"https://ror.org/03ad39j10","country_code":"IT","type":"education","lineage":["https://openalex.org/I108290504"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Maurizio Pratelli","raw_affiliation_strings":["Dipartimento di Matematica, Universit\u00e1 di Pisa, via F. Buonarroti 2, 56127, Pisa, Italy","Dipartimento di Matematica Universit\u00e1 di Pisa, Pisa, Italy"],"affiliations":[{"raw_affiliation_string":"Dipartimento di Matematica, Universit\u00e1 di Pisa, via F. Buonarroti 2, 56127, Pisa, Italy","institution_ids":["https://openalex.org/I108290504"]},{"raw_affiliation_string":"Dipartimento di Matematica Universit\u00e1 di Pisa, Pisa, Italy","institution_ids":["https://openalex.org/I108290504"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5075528768"],"corresponding_institution_ids":["https://openalex.org/I108290504"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":3.3392,"has_fulltext":false,"cited_by_count":52,"citation_normalized_percentile":{"value":0.92523739,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"8","issue":"1","first_page":"87","last_page":"109"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9868000149726868,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.973800003528595,"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/mathematical-finance","display_name":"Mathematical finance","score":0.8537580370903015},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.7889389395713806},{"id":"https://openalex.org/keywords/completeness","display_name":"Completeness (order theory)","score":0.695172131061554},{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.5881653428077698},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4871966242790222},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4840483069419861},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.47515082359313965},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4539607763290405},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.43818315863609314},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.41318392753601074},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.35687094926834106},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3345465660095215},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3326566815376282},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.22368711233139038},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21124166250228882},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12995418906211853},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.11561772227287292},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.07960087060928345}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.8537580370903015},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.7889389395713806},{"id":"https://openalex.org/C17231256","wikidata":"https://www.wikidata.org/wiki/Q5156540","display_name":"Completeness (order theory)","level":2,"score":0.695172131061554},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.5881653428077698},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4871966242790222},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4840483069419861},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.47515082359313965},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4539607763290405},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.43818315863609314},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.41318392753601074},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.35687094926834106},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3345465660095215},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3326566815376282},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.22368711233139038},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21124166250228882},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12995418906211853},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.11561772227287292},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.07960087060928345},{"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/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s00780-003-0102-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-003-0102-7","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"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":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:finsto:v:8:y:2004:i:1:p:87-109","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00780-003-0102-7","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":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W26529476","https://openalex.org/W1489605740","https://openalex.org/W1545370368","https://openalex.org/W1979474352","https://openalex.org/W1992774275","https://openalex.org/W1995522593","https://openalex.org/W1998107368","https://openalex.org/W1999354010","https://openalex.org/W2010351891","https://openalex.org/W2012771623","https://openalex.org/W2081877251","https://openalex.org/W2093581419","https://openalex.org/W2168672487","https://openalex.org/W2188127598","https://openalex.org/W2486573720","https://openalex.org/W3038830718","https://openalex.org/W3101154308","https://openalex.org/W3105842275"],"related_works":["https://openalex.org/W4237277701","https://openalex.org/W1977834205","https://openalex.org/W2121424666","https://openalex.org/W4301250310","https://openalex.org/W4234445916","https://openalex.org/W2055420561","https://openalex.org/W2067700950","https://openalex.org/W1669998927","https://openalex.org/W3124277673","https://openalex.org/W4299957143"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":28},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2016-06-24T00:00:00"}
