{"id":"https://openalex.org/W1971212388","doi":"https://doi.org/10.1007/s10479-010-0790-2","title":"Multivariate value at risk and related topics","display_name":"Multivariate value at risk and related topics","publication_year":2010,"publication_date":"2010-11-02","ids":{"openalex":"https://openalex.org/W1971212388","doi":"https://doi.org/10.1007/s10479-010-0790-2","mag":"1971212388"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-010-0790-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-010-0790-2","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals of Operations Research","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/A5056572859","display_name":"Andr\u00e1s Pr\u00e9kopa","orcid":null},"institutions":[{"id":"https://openalex.org/I102322142","display_name":"Rutgers, The State University of New Jersey","ror":"https://ror.org/05vt9qd57","country_code":"US","type":"education","lineage":["https://openalex.org/I102322142"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Andr\u00e1s Pr\u00e9kopa","raw_affiliation_strings":["RUTCOR, Rutgers Center for Operations Research, 640 Bartholomew Road, Piscataway, NJ, 08854-8003, USA","RUTCOR - Rutgers Center for Operations Research"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"RUTCOR, Rutgers Center for Operations Research, 640 Bartholomew Road, Piscataway, NJ, 08854-8003, USA","institution_ids":["https://openalex.org/I102322142"]},{"raw_affiliation_string":"RUTCOR - Rutgers Center for Operations Research","institution_ids":["https://openalex.org/I102322142"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5056572859"],"corresponding_institution_ids":["https://openalex.org/I102322142"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":2.7901,"has_fulltext":false,"cited_by_count":51,"citation_normalized_percentile":{"value":0.89980669,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"193","issue":"1","first_page":"49","last_page":"69"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9986000061035156,"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":0.9986000061035156,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9983000159263611,"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/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9975000023841858,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"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/multivariate-statistics","display_name":"Multivariate statistics","score":0.8321946859359741},{"id":"https://openalex.org/keywords/convexity","display_name":"Convexity","score":0.7699256539344788},{"id":"https://openalex.org/keywords/quantile","display_name":"Quantile","score":0.7615442276000977},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6380874514579773},{"id":"https://openalex.org/keywords/multivariate-normal-distribution","display_name":"Multivariate normal distribution","score":0.4861437976360321},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.48075219988822937},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.47262144088745117},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.45969879627227783},{"id":"https://openalex.org/keywords/multivariate-analysis","display_name":"Multivariate analysis","score":0.4180677831172943},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.39498263597488403},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3708106279373169},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3462822139263153},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.32090693712234497},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2618911564350128},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.17613288760185242},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.0678246021270752}],"concepts":[{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.8321946859359741},{"id":"https://openalex.org/C72134830","wikidata":"https://www.wikidata.org/wiki/Q5166524","display_name":"Convexity","level":2,"score":0.7699256539344788},{"id":"https://openalex.org/C118671147","wikidata":"https://www.wikidata.org/wiki/Q578714","display_name":"Quantile","level":2,"score":0.7615442276000977},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6380874514579773},{"id":"https://openalex.org/C177384507","wikidata":"https://www.wikidata.org/wiki/Q1149000","display_name":"Multivariate normal distribution","level":3,"score":0.4861437976360321},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48075219988822937},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.47262144088745117},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.45969879627227783},{"id":"https://openalex.org/C38180746","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate analysis","level":2,"score":0.4180677831172943},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.39498263597488403},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3708106279373169},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3462822139263153},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.32090693712234497},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2618911564350128},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.17613288760185242},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0678246021270752},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","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}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-010-0790-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-010-0790-2","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"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":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:193:y:2012:i:1:p:49-69:10.1007/s10479-010-0790-2","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10479-010-0790-2","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":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W73692560","https://openalex.org/W130656927","https://openalex.org/W194453077","https://openalex.org/W418142924","https://openalex.org/W606413752","https://openalex.org/W1106997938","https://openalex.org/W1579824288","https://openalex.org/W1647779468","https://openalex.org/W1880366458","https://openalex.org/W1904801170","https://openalex.org/W2007668370","https://openalex.org/W2030458706","https://openalex.org/W2048109340","https://openalex.org/W2056723044","https://openalex.org/W2079294715","https://openalex.org/W2080947358","https://openalex.org/W2113885151","https://openalex.org/W2116228093","https://openalex.org/W2156206831","https://openalex.org/W2164036417","https://openalex.org/W2484984373","https://openalex.org/W2486157893","https://openalex.org/W2506443101","https://openalex.org/W2798344481","https://openalex.org/W3159313784","https://openalex.org/W4236811028","https://openalex.org/W4237360683"],"related_works":["https://openalex.org/W4318262661","https://openalex.org/W2096128876","https://openalex.org/W1965218407","https://openalex.org/W4301465787","https://openalex.org/W2596979966","https://openalex.org/W2093782670","https://openalex.org/W2770429364","https://openalex.org/W1971212388","https://openalex.org/W1985991861","https://openalex.org/W1977521064"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}