{"id":"https://openalex.org/W2048109340","doi":"https://doi.org/10.1007/s10589-005-2058-3","title":"Measuring Risk for Income Streams","display_name":"Measuring Risk for Income Streams","publication_year":2005,"publication_date":"2005-08-20","ids":{"openalex":"https://openalex.org/W2048109340","doi":"https://doi.org/10.1007/s10589-005-2058-3","mag":"2048109340"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-005-2058-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-005-2058-3","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"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 Optimization and Applications","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/A5002688746","display_name":"Georg Ch. Pflug","orcid":"https://orcid.org/0000-0001-8215-3550"},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]}],"countries":["AT"],"is_corresponding":true,"raw_author_name":"Georg Ch. Pflug","raw_affiliation_strings":["Department of Statistics and Decision Support Systems, University of Vienna, Universitaetsstrasse 5, 1090, Wien-Vienna, Austria","Department of Statistics and Decision Support Systems, University of Vienna, Wien-Vienna, Austria 1090"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Decision Support Systems, University of Vienna, Universitaetsstrasse 5, 1090, Wien-Vienna, Austria","institution_ids":["https://openalex.org/I129774422"]},{"raw_affiliation_string":"Department of Statistics and Decision Support Systems, University of Vienna, Wien-Vienna, Austria 1090","institution_ids":["https://openalex.org/I129774422"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014600365","display_name":"Andrzej Ruszczy\u0144ski","orcid":"https://orcid.org/0000-0002-4571-1469"},"institutions":[{"id":"https://openalex.org/I129774422","display_name":"University of Vienna","ror":"https://ror.org/03prydq77","country_code":"AT","type":"education","lineage":["https://openalex.org/I129774422"]}],"countries":["AT"],"is_corresponding":false,"raw_author_name":"Andrzej Ruszczy\u0144ski","raw_affiliation_strings":["Department of Statistics and Decision Support Systems, University of Vienna, Universitaetsstrasse 5, 1090, Wien-Vienna, Austria","Department of Statistics and Decision Support Systems, University of Vienna, Wien-Vienna, Austria 1090"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Decision Support Systems, University of Vienna, Universitaetsstrasse 5, 1090, Wien-Vienna, Austria","institution_ids":["https://openalex.org/I129774422"]},{"raw_affiliation_string":"Department of Statistics and Decision Support Systems, University of Vienna, Wien-Vienna, Austria 1090","institution_ids":["https://openalex.org/I129774422"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5002688746"],"corresponding_institution_ids":["https://openalex.org/I129774422"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.2642,"has_fulltext":false,"cited_by_count":35,"citation_normalized_percentile":{"value":0.82486493,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"32","issue":"1-2","first_page":"161","last_page":"178"},"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/T12137","display_name":"Economic theories and models","score":0.9915000200271606,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9833999872207642,"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/measure","display_name":"Measure (data warehouse)","score":0.7761514186859131},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7616771459579468},{"id":"https://openalex.org/keywords/convexity","display_name":"Convexity","score":0.7180870771408081},{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.6619497537612915},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6346801519393921},{"id":"https://openalex.org/keywords/filtration","display_name":"Filtration (mathematics)","score":0.5897346138954163},{"id":"https://openalex.org/keywords/risk-measure","display_name":"Risk measure","score":0.56796795129776},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.5136977434158325},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.5059451460838318},{"id":"https://openalex.org/keywords/dynamic-risk-measure","display_name":"Dynamic risk measure","score":0.4368038773536682},{"id":"https://openalex.org/keywords/probability-measure","display_name":"Probability measure","score":0.4330170154571533},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.4176265597343445},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.33074307441711426},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.17060580849647522},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.16180765628814697},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.08262515068054199}],"concepts":[{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.7761514186859131},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7616771459579468},{"id":"https://openalex.org/C72134830","wikidata":"https://www.wikidata.org/wiki/Q5166524","display_name":"Convexity","level":2,"score":0.7180870771408081},{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.6619497537612915},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6346801519393921},{"id":"https://openalex.org/C128489963","wikidata":"https://www.wikidata.org/wiki/Q1187724","display_name":"Filtration (mathematics)","level":2,"score":0.5897346138954163},{"id":"https://openalex.org/C2781472820","wikidata":"https://www.wikidata.org/wiki/Q2154759","display_name":"Risk measure","level":3,"score":0.56796795129776},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.5136977434158325},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.5059451460838318},{"id":"https://openalex.org/C167548438","wikidata":"https://www.wikidata.org/wiki/Q5319012","display_name":"Dynamic risk measure","level":4,"score":0.4368038773536682},{"id":"https://openalex.org/C21031990","wikidata":"https://www.wikidata.org/wiki/Q355020","display_name":"Probability measure","level":2,"score":0.4330170154571533},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.4176265597343445},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.33074307441711426},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.17060580849647522},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.16180765628814697},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.08262515068054199},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","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},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10589-005-2058-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-005-2058-3","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"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 Optimization and Applications","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"No poverty","score":0.6800000071525574,"id":"https://metadata.un.org/sdg/1"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1106997938","https://openalex.org/W1486608244","https://openalex.org/W1493492050","https://openalex.org/W1550038721","https://openalex.org/W1554267932","https://openalex.org/W1569990960","https://openalex.org/W1647779468","https://openalex.org/W1968782695","https://openalex.org/W1972069020","https://openalex.org/W1976658031","https://openalex.org/W1991703839","https://openalex.org/W2002736235","https://openalex.org/W2019291268","https://openalex.org/W2038865108","https://openalex.org/W2046396733","https://openalex.org/W2052160057","https://openalex.org/W2160688039","https://openalex.org/W2171185835","https://openalex.org/W2735242619","https://openalex.org/W3038830718","https://openalex.org/W3121641478","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2998948027","https://openalex.org/W2121407570","https://openalex.org/W3124315766","https://openalex.org/W4291326027","https://openalex.org/W2949668132","https://openalex.org/W614441771","https://openalex.org/W2907690428","https://openalex.org/W2978562669","https://openalex.org/W2078864591","https://openalex.org/W2048109340"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}