{"id":"https://openalex.org/W4402259175","doi":"https://doi.org/10.1007/s10287-024-00523-0","title":"Connection between higher order measures of risk and stochastic dominance","display_name":"Connection between higher order measures of risk and stochastic dominance","publication_year":2024,"publication_date":"2024-09-05","ids":{"openalex":"https://openalex.org/W4402259175","doi":"https://doi.org/10.1007/s10287-024-00523-0"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-024-00523-0","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10287-024-00523-0","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00523-0.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","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":true,"oa_status":"hybrid","oa_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00523-0.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028943473","display_name":"Alois Pichler","orcid":"https://orcid.org/0000-0001-8876-2429"},"institutions":[{"id":"https://openalex.org/I2610724","display_name":"Chemnitz University of Technology","ror":"https://ror.org/00a208s56","country_code":"DE","type":"education","lineage":["https://openalex.org/I2610724"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Alois Pichler","raw_affiliation_strings":["Technische Universit\u00e4t Chemnitz, Faculty of Mathematics, 90126, Chemnitz, Germany"],"raw_orcid":"https://orcid.org/0000-0001-8876-2429","affiliations":[{"raw_affiliation_string":"Technische Universit\u00e4t Chemnitz, Faculty of Mathematics, 90126, Chemnitz, Germany","institution_ids":["https://openalex.org/I2610724"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5028943473"],"corresponding_institution_ids":["https://openalex.org/I2610724"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":{"value":2290,"currency":"EUR","value_usd":2890},"fwci":0.9386,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.78054343,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"21","issue":"2","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9994000196456909,"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":0.9994000196456909,"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/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9858999848365784,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9799000024795532,"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/stochastic-dominance","display_name":"Stochastic dominance","score":0.8276370763778687},{"id":"https://openalex.org/keywords/connection","display_name":"Connection (principal bundle)","score":0.6558177471160889},{"id":"https://openalex.org/keywords/dominance","display_name":"Dominance (genetics)","score":0.5303217768669128},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.5038537383079529},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.43522605299949646},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4228048324584961},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4066992700099945},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.4032556414604187},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3286173939704895},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.23900815844535828},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.06805896759033203}],"concepts":[{"id":"https://openalex.org/C33252445","wikidata":"https://www.wikidata.org/wiki/Q3713315","display_name":"Stochastic dominance","level":2,"score":0.8276370763778687},{"id":"https://openalex.org/C13355873","wikidata":"https://www.wikidata.org/wiki/Q2920850","display_name":"Connection (principal bundle)","level":2,"score":0.6558177471160889},{"id":"https://openalex.org/C151913843","wikidata":"https://www.wikidata.org/wiki/Q3454555","display_name":"Dominance (genetics)","level":3,"score":0.5303217768669128},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.5038537383079529},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43522605299949646},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4228048324584961},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4066992700099945},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.4032556414604187},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3286173939704895},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.23900815844535828},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.06805896759033203},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10287-024-00523-0","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10287-024-00523-0","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00523-0.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},{"id":"pmh:oai:econstor.eu:10419/315084","is_oa":true,"landing_page_url":"https://hdl.handle.net/10419/315084","pdf_url":"https://www.econstor.eu/bitstream/10419/315084/1/10287_2024_Article_523.pdf","source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"doc-type:article"},{"id":"pmh:oai:RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00523-0","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10287-024-00523-0","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":{"id":"doi:10.1007/s10287-024-00523-0","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10287-024-00523-0","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10287-024-00523-0.pdf","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":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Management Science","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320311034","display_name":"Technische Universit\u00e4t Chemnitz","ror":"https://ror.org/00a208s56"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4402259175.pdf","grobid_xml":"https://content.openalex.org/works/W4402259175.grobid-xml"},"referenced_works_count":35,"referenced_works":["https://openalex.org/W53372922","https://openalex.org/W221263235","https://openalex.org/W606413752","https://openalex.org/W1460189015","https://openalex.org/W1647779468","https://openalex.org/W1852025839","https://openalex.org/W1968782695","https://openalex.org/W1976406849","https://openalex.org/W1979079176","https://openalex.org/W1985077192","https://openalex.org/W2013926956","https://openalex.org/W2019291268","https://openalex.org/W2020976101","https://openalex.org/W2024226171","https://openalex.org/W2042590947","https://openalex.org/W2047984360","https://openalex.org/W2052160057","https://openalex.org/W2069840484","https://openalex.org/W2086183060","https://openalex.org/W2103590647","https://openalex.org/W2115001337","https://openalex.org/W2125137443","https://openalex.org/W2304662403","https://openalex.org/W2567592283","https://openalex.org/W2579539833","https://openalex.org/W2592603639","https://openalex.org/W2886777256","https://openalex.org/W2914903271","https://openalex.org/W3121449690","https://openalex.org/W3122170229","https://openalex.org/W3123005068","https://openalex.org/W4281285722","https://openalex.org/W4388570579","https://openalex.org/W4389780262","https://openalex.org/W4405293213"],"related_works":["https://openalex.org/W3124095803","https://openalex.org/W1577921368","https://openalex.org/W587735977","https://openalex.org/W2044867175","https://openalex.org/W2968458762","https://openalex.org/W1978142926","https://openalex.org/W2948869923","https://openalex.org/W4297477324","https://openalex.org/W2494461588","https://openalex.org/W2047944250"],"abstract_inverted_index":{"Abstract":[0],"Higher":[1],"order":[2,65,91],"risk":[3,40,66,92,96],"measures":[4,67,93],"are":[5,71,99],"stochastic":[6,27,69,88],"optimization":[7,20,28],"problems":[8],"by":[9,34],"design,":[10],"and":[11,68,86,94],"for":[12,42,50],"this":[13],"reason":[14],"they":[15,73],"enjoy":[16],"valuable":[17],"properties":[18],"in":[19],"under":[21],"uncertainties.":[22],"They":[23],"nicely":[24],"integrate":[25],"with":[26],"problems,":[29],"as":[30],"has":[31],"been":[32],"observed":[33],"the":[35,39,61,79,95,103],"intriguing":[36],"concept":[37],"of":[38,63],"quadrangles,":[41],"example.":[43],"Stochastic":[44],"dominance":[45,70],"is":[46,58],"a":[47],"binary":[48],"relation":[49],"random":[51,55],"variables":[52],"to":[53,77,101],"compare":[54],"outcomes.":[56],"It":[57],"demonstrated":[59],"that":[60],"concepts":[62],"higher":[64,90],"equivalent,":[72],"can":[74],"be":[75],"employed":[76,100],"characterize":[78],"other.":[80],"The":[81],"paper":[82],"explores":[83],"these":[84],"relations":[85,104],"connects":[87],"orders,":[89],"quadrangle.":[97],"Expectiles":[98],"exemplify":[102],"obtained.":[105]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2026-03-14T06:41:57.775601","created_date":"2025-10-10T00:00:00"}
