{"id":"https://openalex.org/W2584122377","doi":"https://doi.org/10.1007/s10287-017-0275-8","title":"Log-robust portfolio management with parameter ambiguity","display_name":"Log-robust portfolio management with parameter ambiguity","publication_year":2017,"publication_date":"2017-01-31","ids":{"openalex":"https://openalex.org/W2584122377","doi":"https://doi.org/10.1007/s10287-017-0275-8","mag":"2584122377"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-017-0275-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-017-0275-8","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"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":"Computational Management Science","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/A5016271455","display_name":"Ban Kawas","orcid":null},"institutions":[{"id":"https://openalex.org/I1341412227","display_name":"IBM (United States)","ror":"https://ror.org/05hh8d621","country_code":"US","type":"company","lineage":["https://openalex.org/I1341412227"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ban Kawas","raw_affiliation_strings":["IBM Research Lab, 1101 Kitchawan Rd, Yorktown Heights, NY, 10598, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"IBM Research Lab, 1101 Kitchawan Rd, Yorktown Heights, NY, 10598, USA","institution_ids":["https://openalex.org/I1341412227"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5089112800","display_name":"Aur\u00e9lie Thiele","orcid":"https://orcid.org/0000-0003-4905-3077"},"institutions":[{"id":"https://openalex.org/I178169726","display_name":"Southern Methodist University","ror":"https://ror.org/042tdr378","country_code":"US","type":"education","lineage":["https://openalex.org/I178169726"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Aurelie Thiele","raw_affiliation_strings":["Engineering Management, Information and Systems Department, Southern Methodist University, P.O. Box 750123, Dallas, TX, 75275, USA"],"raw_orcid":"https://orcid.org/0000-0003-4905-3077","affiliations":[{"raw_affiliation_string":"Engineering Management, Information and Systems Department, Southern Methodist University, P.O. Box 750123, Dallas, TX, 75275, USA","institution_ids":["https://openalex.org/I178169726"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5089112800"],"corresponding_institution_ids":["https://openalex.org/I178169726"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.8085,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.75905987,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"14","issue":"2","first_page":"229","last_page":"256"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998000264167786,"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":0.9998000264167786,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.996399998664856,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9940000176429749,"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-optimization","display_name":"Mathematical optimization","score":0.625395655632019},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6017528772354126},{"id":"https://openalex.org/keywords/randomness","display_name":"Randomness","score":0.5759427547454834},{"id":"https://openalex.org/keywords/heuristic","display_name":"Heuristic","score":0.5550047159194946},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.5402611494064331},{"id":"https://openalex.org/keywords/ambiguity","display_name":"Ambiguity","score":0.5370947122573853},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4645390808582306},{"id":"https://openalex.org/keywords/robust-optimization","display_name":"Robust optimization","score":0.4524289071559906},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.4411745071411133},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.4314340054988861},{"id":"https://openalex.org/keywords/interval","display_name":"Interval (graph theory)","score":0.42123210430145264},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.41692739725112915},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.412987619638443},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.39604651927948},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1673325002193451},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.1539386510848999},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10221239924430847},{"id":"https://openalex.org/keywords/project-management","display_name":"Project management","score":0.09400859475135803}],"concepts":[{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.625395655632019},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6017528772354126},{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.5759427547454834},{"id":"https://openalex.org/C173801870","wikidata":"https://www.wikidata.org/wiki/Q201413","display_name":"Heuristic","level":2,"score":0.5550047159194946},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.5402611494064331},{"id":"https://openalex.org/C2780522230","wikidata":"https://www.wikidata.org/wiki/Q1140419","display_name":"Ambiguity","level":2,"score":0.5370947122573853},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4645390808582306},{"id":"https://openalex.org/C193254401","wikidata":"https://www.wikidata.org/wiki/Q2160088","display_name":"Robust optimization","level":2,"score":0.4524289071559906},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.4411745071411133},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.4314340054988861},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.42123210430145264},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.41692739725112915},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.412987619638443},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.39604651927948},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1673325002193451},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.1539386510848999},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10221239924430847},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.09400859475135803},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"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/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10287-017-0275-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-017-0275-8","pdf_url":null,"source":{"id":"https://openalex.org/S28822639","display_name":"Computational Management Science","issn_l":"1619-697X","issn":["1619-697X","1619-6988"],"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":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0275-8","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10287-017-0275-8","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":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.6899999976158142}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":52,"referenced_works":["https://openalex.org/W28519790","https://openalex.org/W58481735","https://openalex.org/W1544200418","https://openalex.org/W1546638125","https://openalex.org/W1571438983","https://openalex.org/W1577789187","https://openalex.org/W1647779468","https://openalex.org/W1964985134","https://openalex.org/W1973491767","https://openalex.org/W1975929016","https://openalex.org/W1977321908","https://openalex.org/W1990275757","https://openalex.org/W1995285162","https://openalex.org/W1999596133","https://openalex.org/W2003777645","https://openalex.org/W2011802426","https://openalex.org/W2012562345","https://openalex.org/W2015856032","https://openalex.org/W2033500977","https://openalex.org/W2033745948","https://openalex.org/W2048679451","https://openalex.org/W2049505431","https://openalex.org/W2059229600","https://openalex.org/W2066115215","https://openalex.org/W2069099760","https://openalex.org/W2076679926","https://openalex.org/W2077491827","https://openalex.org/W2077791698","https://openalex.org/W2083259944","https://openalex.org/W2084575717","https://openalex.org/W2086080659","https://openalex.org/W2089105401","https://openalex.org/W2090637028","https://openalex.org/W2100011707","https://openalex.org/W2109542379","https://openalex.org/W2112261373","https://openalex.org/W2117078660","https://openalex.org/W2118578357","https://openalex.org/W2127331687","https://openalex.org/W2131116400","https://openalex.org/W2131868098","https://openalex.org/W2152565894","https://openalex.org/W2156168464","https://openalex.org/W2161197409","https://openalex.org/W2164883547","https://openalex.org/W2237177627","https://openalex.org/W2266816739","https://openalex.org/W2319356411","https://openalex.org/W2492117167","https://openalex.org/W2795413297","https://openalex.org/W3125101120","https://openalex.org/W4388113448"],"related_works":["https://openalex.org/W4384826939","https://openalex.org/W2327421000","https://openalex.org/W3144857878","https://openalex.org/W2143878303","https://openalex.org/W3021970279","https://openalex.org/W2355852853","https://openalex.org/W2089510703","https://openalex.org/W2055245189","https://openalex.org/W3146909488","https://openalex.org/W4297902595"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
