{"id":"https://openalex.org/W4396976931","doi":"https://doi.org/10.1007/s10287-024-00516-z","title":"Distributional robustness, stochastic divergences, and the quadrangle of risk","display_name":"Distributional robustness, stochastic divergences, and the quadrangle of risk","publication_year":2024,"publication_date":"2024-05-16","ids":{"openalex":"https://openalex.org/W4396976931","doi":"https://doi.org/10.1007/s10287-024-00516-z"},"language":"en","primary_location":{"id":"doi:10.1007/s10287-024-00516-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-024-00516-z","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/A5046903273","display_name":"R. T. Rockafellar","orcid":"https://orcid.org/0000-0003-1703-5069"},"institutions":[{"id":"https://openalex.org/I201448701","display_name":"University of Washington","ror":"https://ror.org/00cvxb145","country_code":"US","type":"education","lineage":["https://openalex.org/I201448701"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"R. Tyrrell Rockafellar","raw_affiliation_strings":["Department of Mathematics, University of Washington, Box 354350, Seattle, WA, 98195-4350, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Washington, Box 354350, Seattle, WA, 98195-4350, USA","institution_ids":["https://openalex.org/I201448701"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5046903273"],"corresponding_institution_ids":["https://openalex.org/I201448701"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":1.016,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.7703434,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"21","issue":"1","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":0.9995999932289124,"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/T11886","display_name":"Agricultural risk and resilience","score":0.991100013256073,"subfield":{"id":"https://openalex.org/subfields/1111","display_name":"Soil Science"},"field":{"id":"https://openalex.org/fields/11","display_name":"Agricultural and Biological Sciences"},"domain":{"id":"https://openalex.org/domains/1","display_name":"Life Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9869999885559082,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/quadrangle","display_name":"Quadrangle","score":0.8618420958518982},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.7781025171279907},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.47989070415496826},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.43555450439453125},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3571702241897583},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.34446263313293457},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3336617946624756},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.13560333847999573},{"id":"https://openalex.org/keywords/geomorphology","display_name":"Geomorphology","score":0.06707042455673218}],"concepts":[{"id":"https://openalex.org/C27258493","wikidata":"https://www.wikidata.org/wiki/Q7268308","display_name":"Quadrangle","level":2,"score":0.8618420958518982},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.7781025171279907},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.47989070415496826},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43555450439453125},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3571702241897583},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.34446263313293457},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3336617946624756},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.13560333847999573},{"id":"https://openalex.org/C114793014","wikidata":"https://www.wikidata.org/wiki/Q52109","display_name":"Geomorphology","level":1,"score":0.06707042455673218},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"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":2,"locations":[{"id":"doi:10.1007/s10287-024-00516-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10287-024-00516-z","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:21:y:2024:i:1:d:10.1007_s10287-024-00516-z","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10287-024-00516-z","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/10","score":0.44999998807907104,"display_name":"Reduced inequalities"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W152055444","https://openalex.org/W174509281","https://openalex.org/W582408618","https://openalex.org/W1484551447","https://openalex.org/W1647779468","https://openalex.org/W1839996114","https://openalex.org/W1946361304","https://openalex.org/W1976406849","https://openalex.org/W2019291268","https://openalex.org/W2031355801","https://openalex.org/W2089105401","https://openalex.org/W2119303899","https://openalex.org/W2125417745","https://openalex.org/W2129175615","https://openalex.org/W2131940723","https://openalex.org/W2336156739","https://openalex.org/W2750201565","https://openalex.org/W2963450292","https://openalex.org/W3011669652","https://openalex.org/W3122167364","https://openalex.org/W3124407081","https://openalex.org/W3125145310","https://openalex.org/W4229984434","https://openalex.org/W4249667877","https://openalex.org/W4251616545"],"related_works":["https://openalex.org/W1585542233","https://openalex.org/W4237181552","https://openalex.org/W1563088842","https://openalex.org/W1903581","https://openalex.org/W1578917397","https://openalex.org/W137481974","https://openalex.org/W4252312427","https://openalex.org/W62814732","https://openalex.org/W1602359905","https://openalex.org/W4233996937"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}