{"id":"https://openalex.org/W2156345381","doi":"https://doi.org/10.1007/s00780-015-0268-9","title":"Taylor approximation of incomplete Radner equilibrium models","display_name":"Taylor approximation of incomplete Radner equilibrium models","publication_year":2015,"publication_date":"2015-06-15","ids":{"openalex":"https://openalex.org/W2156345381","doi":"https://doi.org/10.1007/s00780-015-0268-9","mag":"2156345381"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-015-0268-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-015-0268-9","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/A5010818512","display_name":"Jin Hyuk Choi","orcid":"https://orcid.org/0000-0002-5361-081X"},"institutions":[{"id":"https://openalex.org/I74973139","display_name":"Carnegie Mellon University","ror":"https://ror.org/05x2bcf33","country_code":"US","type":"education","lineage":["https://openalex.org/I74973139"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jin Hyuk Choi","raw_affiliation_strings":["Department of Mathematical Sciences, Carnegie Mellon University, Pittsburgh, PA, 15213, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Carnegie Mellon University, Pittsburgh, PA, 15213, USA","institution_ids":["https://openalex.org/I74973139"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080282006","display_name":"Kasper Larsen","orcid":"https://orcid.org/0000-0003-0823-578X"},"institutions":[{"id":"https://openalex.org/I74973139","display_name":"Carnegie Mellon University","ror":"https://ror.org/05x2bcf33","country_code":"US","type":"education","lineage":["https://openalex.org/I74973139"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Kasper Larsen","raw_affiliation_strings":["Department of Mathematical Sciences, Carnegie Mellon University, Pittsburgh, PA, 15213, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences, Carnegie Mellon University, Pittsburgh, PA, 15213, USA","institution_ids":["https://openalex.org/I74973139"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5010818512"],"corresponding_institution_ids":["https://openalex.org/I74973139"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":7.3596,"has_fulltext":false,"cited_by_count":31,"citation_normalized_percentile":{"value":0.97083939,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"19","issue":"3","first_page":"653","last_page":"679"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998999834060669,"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":0.9998999834060669,"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":0.9944999814033508,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9916999936103821,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.7337144613265991},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.6744147539138794},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.6184332370758057},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.6055414080619812},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.5775081515312195},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5576618313789368},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5503156781196594},{"id":"https://openalex.org/keywords/incomplete-markets","display_name":"Incomplete markets","score":0.5499880909919739},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5359801650047302},{"id":"https://openalex.org/keywords/axiom","display_name":"Axiom","score":0.41264548897743225},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19743281602859497},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.18166464567184448},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.15801644325256348},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12649783492088318}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.7337144613265991},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.6744147539138794},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.6184332370758057},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.6055414080619812},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5775081515312195},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5576618313789368},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5503156781196594},{"id":"https://openalex.org/C109354906","wikidata":"https://www.wikidata.org/wiki/Q6015174","display_name":"Incomplete markets","level":2,"score":0.5499880909919739},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5359801650047302},{"id":"https://openalex.org/C167729594","wikidata":"https://www.wikidata.org/wiki/Q17736","display_name":"Axiom","level":2,"score":0.41264548897743225},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19743281602859497},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.18166464567184448},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.15801644325256348},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12649783492088318},{"id":"https://openalex.org/C133425853","wikidata":"https://www.wikidata.org/wiki/Q60571","display_name":"Neoclassical economics","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00780-015-0268-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-015-0268-9","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:19:y:2015:i:3:p:653-679","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00780-015-0268-9","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"},{"id":"pmh:oai:scholarworks.unist.ac.kr:201301/20299","is_oa":false,"landing_page_url":"https://scholarworks.unist.ac.kr/handle/201301/20299","pdf_url":null,"source":{"id":"https://openalex.org/S4306401118","display_name":"Scholarworks@UNIST (Ulsan National Institute of Science and Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I48566637","host_organization_name":"Ulsan National Institute of Science and Technology","host_organization_lineage":["https://openalex.org/I48566637"],"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":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1494982173","https://openalex.org/W1524094700","https://openalex.org/W1577527822","https://openalex.org/W1580561995","https://openalex.org/W1602967628","https://openalex.org/W2042775870","https://openalex.org/W2068629725","https://openalex.org/W2072685235","https://openalex.org/W2098612888","https://openalex.org/W2122205944","https://openalex.org/W2127541351","https://openalex.org/W2161452283","https://openalex.org/W2164987826","https://openalex.org/W2302352537","https://openalex.org/W2369386221","https://openalex.org/W2610857016","https://openalex.org/W3021722416","https://openalex.org/W3123091826","https://openalex.org/W3123594964","https://openalex.org/W3124003691","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W1977834205","https://openalex.org/W4234445916","https://openalex.org/W1981176322","https://openalex.org/W2131475871","https://openalex.org/W1972459237","https://openalex.org/W2094108073","https://openalex.org/W3004233135","https://openalex.org/W2503826451","https://openalex.org/W2072514696","https://openalex.org/W2009611555"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":6},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
