{"id":"https://openalex.org/W2782983924","doi":"https://doi.org/10.1007/s10479-017-2732-8","title":"CVaR distance between univariate probability distributions and approximation problems","display_name":"CVaR distance between univariate probability distributions and approximation problems","publication_year":2018,"publication_date":"2018-01-15","ids":{"openalex":"https://openalex.org/W2782983924","doi":"https://doi.org/10.1007/s10479-017-2732-8","mag":"2782983924"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-017-2732-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-017-2732-8","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":true,"oa_status":"green","oa_url":"https://portal.findresearcher.sdu.dk/da/publications/89b46043-5efc-4140-94f2-0443ced2a9e2","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5030913178","display_name":"Konstantin Pavlikov","orcid":"https://orcid.org/0000-0002-3345-5058"},"institutions":[{"id":"https://openalex.org/I177969490","display_name":"University of Southern Denmark","ror":"https://ror.org/03yrrjy16","country_code":"DK","type":"education","lineage":["https://openalex.org/I177969490"]}],"countries":["DK"],"is_corresponding":false,"raw_author_name":"Konstantin Pavlikov","raw_affiliation_strings":["Department of Business and Economics, University of Southern Denmark, Campusvej 55, 5230, Odense M, Denmark"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Business and Economics, University of Southern Denmark, Campusvej 55, 5230, Odense M, Denmark","institution_ids":["https://openalex.org/I177969490"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5022103693","display_name":"Stan Uryasev","orcid":"https://orcid.org/0000-0001-6950-3966"},"institutions":[{"id":"https://openalex.org/I33213144","display_name":"University of Florida","ror":"https://ror.org/02y3ad647","country_code":"US","type":"education","lineage":["https://openalex.org/I33213144"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Stan Uryasev","raw_affiliation_strings":["Risk Management and Financial Engineering Lab, Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, Gainesville, FL, 32611, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Risk Management and Financial Engineering Lab, Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, Gainesville, FL, 32611, USA","institution_ids":["https://openalex.org/I33213144"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5022103693"],"corresponding_institution_ids":["https://openalex.org/I33213144"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":1.524,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.8339749,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"262","issue":"1","first_page":"67","last_page":"88"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9995999932289124,"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":0.9995999932289124,"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":0.9951000213623047,"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":0.9926999807357788,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.8606758117675781},{"id":"https://openalex.org/keywords/iterated-function","display_name":"Iterated function","score":0.6204057931900024},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5954279899597168},{"id":"https://openalex.org/keywords/univariate","display_name":"Univariate","score":0.594770073890686},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5804098844528198},{"id":"https://openalex.org/keywords/probability-distribution","display_name":"Probability distribution","score":0.5490924119949341},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5062593221664429},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4633173942565918},{"id":"https://openalex.org/keywords/distribution","display_name":"Distribution (mathematics)","score":0.46247923374176025},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.44662410020828247},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.43021559715270996},{"id":"https://openalex.org/keywords/norm","display_name":"Norm (philosophy)","score":0.42064306139945984},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.41615164279937744},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.37051719427108765},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.23333066701889038},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.14160624146461487},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.123288094997406},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.12146943807601929}],"concepts":[{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.8606758117675781},{"id":"https://openalex.org/C140479938","wikidata":"https://www.wikidata.org/wiki/Q5254619","display_name":"Iterated function","level":2,"score":0.6204057931900024},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5954279899597168},{"id":"https://openalex.org/C199163554","wikidata":"https://www.wikidata.org/wiki/Q1681619","display_name":"Univariate","level":3,"score":0.594770073890686},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5804098844528198},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.5490924119949341},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5062593221664429},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4633173942565918},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.46247923374176025},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.44662410020828247},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.43021559715270996},{"id":"https://openalex.org/C191795146","wikidata":"https://www.wikidata.org/wiki/Q3878446","display_name":"Norm (philosophy)","level":2,"score":0.42064306139945984},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.41615164279937744},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.37051719427108765},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.23333066701889038},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.14160624146461487},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.123288094997406},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.12146943807601929},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"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/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"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":4,"locations":[{"id":"doi:10.1007/s10479-017-2732-8","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-017-2732-8","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:sdu.dk:openaire/89b46043-5efc-4140-94f2-0443ced2a9e2","is_oa":true,"landing_page_url":"https://portal.findresearcher.sdu.dk/da/publications/89b46043-5efc-4140-94f2-0443ced2a9e2","pdf_url":null,"source":{"id":"https://openalex.org/S4306400423","display_name":"University of Southern Denmark Research Portal (University of Southern Denmark)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I177969490","host_organization_name":"University of Southern Denmark","host_organization_lineage":["https://openalex.org/I177969490"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Pavlikov, K & Uryasev, S 2018, 'CVaR Distance Between Univariate Probability Distributions and Approximation Problems', Annals of Operations Research, vol. 262, no. 1, pp. 67\u201388. https://doi.org/10.1007/s10479-017-2732-8","raw_type":"info:eu-repo/semantics/publishedVersion"},{"id":"pmh:oai:RePEc:spr:annopr:v:262:y:2018:i:1:d:10.1007_s10479-017-2732-8","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-017-2732-8","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"},{"id":"pmh:oai:sdu.dk:Publications/89b46043-5efc-4140-94f2-0443ced2a9e2","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306400423","display_name":"University of Southern Denmark Research Portal (University of Southern Denmark)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I177969490","host_organization_name":"University of Southern Denmark","host_organization_lineage":["https://openalex.org/I177969490"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":""}],"best_oa_location":{"id":"pmh:oai:sdu.dk:openaire/89b46043-5efc-4140-94f2-0443ced2a9e2","is_oa":true,"landing_page_url":"https://portal.findresearcher.sdu.dk/da/publications/89b46043-5efc-4140-94f2-0443ced2a9e2","pdf_url":null,"source":{"id":"https://openalex.org/S4306400423","display_name":"University of Southern Denmark Research Portal (University of Southern Denmark)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I177969490","host_organization_name":"University of Southern Denmark","host_organization_lineage":["https://openalex.org/I177969490"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Pavlikov, K & Uryasev, S 2018, 'CVaR Distance Between Univariate Probability Distributions and Approximation Problems', Annals of Operations Research, vol. 262, no. 1, pp. 67\u201388. https://doi.org/10.1007/s10479-017-2732-8","raw_type":"info:eu-repo/semantics/publishedVersion"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W385466589","https://openalex.org/W564387942","https://openalex.org/W1106997938","https://openalex.org/W1183045027","https://openalex.org/W1647779468","https://openalex.org/W1852025839","https://openalex.org/W1980316752","https://openalex.org/W2008149271","https://openalex.org/W2008659562","https://openalex.org/W2011194241","https://openalex.org/W2019291268","https://openalex.org/W2020676985","https://openalex.org/W2024233896","https://openalex.org/W2054922103","https://openalex.org/W2072899780","https://openalex.org/W2076022457","https://openalex.org/W2078136197","https://openalex.org/W2080490197","https://openalex.org/W2086234878","https://openalex.org/W2097415784","https://openalex.org/W2115001337","https://openalex.org/W2148005661","https://openalex.org/W2162541740","https://openalex.org/W3124407081","https://openalex.org/W4232162307","https://openalex.org/W4233762729","https://openalex.org/W4248461040","https://openalex.org/W4249631790","https://openalex.org/W4249667877","https://openalex.org/W4292865245","https://openalex.org/W6635821213"],"related_works":["https://openalex.org/W2012697561","https://openalex.org/W3122289112","https://openalex.org/W1020957185","https://openalex.org/W1985564371","https://openalex.org/W2036438752","https://openalex.org/W2037699464","https://openalex.org/W2066851248","https://openalex.org/W3156068196","https://openalex.org/W4297537780","https://openalex.org/W1983074799"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2019,"cited_by_count":6},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}
