{"id":"https://openalex.org/W7163876079","doi":"https://doi.org/10.1016/j.knosys.2026.116331","title":"Sizing the risk: Kelly, VIX, and hybrid approaches in put-writing on index options","display_name":"Sizing the risk: Kelly, VIX, and hybrid approaches in put-writing on index options","publication_year":2026,"publication_date":"2026-06-08","ids":{"openalex":"https://openalex.org/W7163876079","doi":"https://doi.org/10.1016/j.knosys.2026.116331"},"language":"en","primary_location":{"id":"doi:10.1016/j.knosys.2026.116331","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.knosys.2026.116331","pdf_url":null,"source":{"id":"https://openalex.org/S10169007","display_name":"Knowledge-Based Systems","issn_l":"0950-7051","issn":["0950-7051","1872-7409"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Knowledge-Based Systems","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/A5138129939","display_name":"Maciej Wysocki","orcid":"https://orcid.org/0000-0002-1693-1438"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Maciej Wysocki","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-1693-1438","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5138129939"],"corresponding_institution_ids":[],"apc_list":{"value":3130,"currency":"USD","value_usd":3130},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.78147452,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"348","issue":null,"first_page":"116331","last_page":"116331"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13516","display_name":"Publishing and Scholarly Communication","score":0.6486999988555908,"subfield":{"id":"https://openalex.org/subfields/1207","display_name":"History and Philosophy of Science"},"field":{"id":"https://openalex.org/fields/12","display_name":"Arts and Humanities"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T13516","display_name":"Publishing and Scholarly Communication","score":0.6486999988555908,"subfield":{"id":"https://openalex.org/subfields/1207","display_name":"History and Philosophy of Science"},"field":{"id":"https://openalex.org/fields/12","display_name":"Arts and Humanities"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12648","display_name":"Academic Writing and Publishing","score":0.030400000512599945,"subfield":{"id":"https://openalex.org/subfields/1207","display_name":"History and Philosophy of Science"},"field":{"id":"https://openalex.org/fields/12","display_name":"Arts and Humanities"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12354","display_name":"Innovations in Educational Methods","score":0.017799999564886093,"subfield":{"id":"https://openalex.org/subfields/3304","display_name":"Education"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sizing","display_name":"Sizing","score":0.6615999937057495},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.4041000008583069},{"id":"https://openalex.org/keywords/key","display_name":"Key (lock)","score":0.2928999960422516},{"id":"https://openalex.org/keywords/production","display_name":"Production (economics)","score":0.2709999978542328},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.26510000228881836}],"concepts":[{"id":"https://openalex.org/C2777767291","wikidata":"https://www.wikidata.org/wiki/Q1080291","display_name":"Sizing","level":2,"score":0.6615999937057495},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.48179998993873596},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4041000008583069},{"id":"https://openalex.org/C200601418","wikidata":"https://www.wikidata.org/wiki/Q2193887","display_name":"Reliability engineering","level":1,"score":0.3028999865055084},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.29739999771118164},{"id":"https://openalex.org/C26517878","wikidata":"https://www.wikidata.org/wiki/Q228039","display_name":"Key (lock)","level":2,"score":0.2928999960422516},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.28760001063346863},{"id":"https://openalex.org/C2778348673","wikidata":"https://www.wikidata.org/wiki/Q739302","display_name":"Production (economics)","level":2,"score":0.2709999978542328},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.26510000228881836},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.24729999899864197}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1016/j.knosys.2026.116331","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.knosys.2026.116331","pdf_url":null,"source":{"id":"https://openalex.org/S10169007","display_name":"Knowledge-Based Systems","issn_l":"0950-7051","issn":["0950-7051","1872-7409"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Knowledge-Based Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.7081924080848694,"id":"https://metadata.un.org/sdg/4","display_name":"Quality Education"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W1594842258","https://openalex.org/W1985810281","https://openalex.org/W1993067437","https://openalex.org/W1998198470","https://openalex.org/W1998784509","https://openalex.org/W2034489173","https://openalex.org/W2070267658","https://openalex.org/W2077791698","https://openalex.org/W2086242486","https://openalex.org/W2100011707","https://openalex.org/W2102053805","https://openalex.org/W2108855171","https://openalex.org/W2130536986","https://openalex.org/W2148329315","https://openalex.org/W2155187653","https://openalex.org/W2159879678","https://openalex.org/W2171792329","https://openalex.org/W2620910066","https://openalex.org/W2736080556","https://openalex.org/W2888599155","https://openalex.org/W2914406395","https://openalex.org/W3021478811","https://openalex.org/W3124143213","https://openalex.org/W3124800962","https://openalex.org/W3124833267","https://openalex.org/W3126052377","https://openalex.org/W3134202623","https://openalex.org/W3145575741","https://openalex.org/W4231057775","https://openalex.org/W4232115882","https://openalex.org/W4239266748","https://openalex.org/W4283067342","https://openalex.org/W4388761722","https://openalex.org/W4391776568","https://openalex.org/W4404147755","https://openalex.org/W4412657427"],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-06-11T06:19:23.411458","created_date":"2026-06-09T00:00:00"}
