{"id":"https://openalex.org/W2337403985","doi":"https://doi.org/10.1007/s00780-015-0279-6","title":"Risk measures with the CxLS property","display_name":"Risk measures with the CxLS property","publication_year":2015,"publication_date":"2015-10-01","ids":{"openalex":"https://openalex.org/W2337403985","doi":"https://doi.org/10.1007/s00780-015-0279-6","mag":"2337403985"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-015-0279-6","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://boris.unibe.ch/73266/1/art%253A10.1007%252Fs00780-015-0279-6.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5016596605","display_name":"Freddy Delbaen","orcid":"https://orcid.org/0000-0003-2422-1433"},"institutions":[{"id":"https://openalex.org/I35440088","display_name":"ETH Zurich","ror":"https://ror.org/05a28rw58","country_code":"CH","type":"funder","lineage":["https://openalex.org/I2799323385","https://openalex.org/I35440088"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Freddy Delbaen","raw_affiliation_strings":["Department of Mathematics, ETH Zurich, 8092, Zurich, Switzerland"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, ETH Zurich, 8092, Zurich, Switzerland","institution_ids":["https://openalex.org/I35440088"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018916675","display_name":"Fabio Bellini","orcid":"https://orcid.org/0000-0002-3597-808X"},"institutions":[{"id":"https://openalex.org/I66752286","display_name":"University of Milano-Bicocca","ror":"https://ror.org/01ynf4891","country_code":"IT","type":"funder","lineage":["https://openalex.org/I66752286"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Fabio Bellini","raw_affiliation_strings":["Department of Statistics and Quantitative Methods, University of Milano Bicocca, 20126, Milan, Italy"],"affiliations":[{"raw_affiliation_string":"Department of Statistics and Quantitative Methods, University of Milano Bicocca, 20126, Milan, Italy","institution_ids":["https://openalex.org/I66752286"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5046723944","display_name":"Valeria Bignozzi","orcid":"https://orcid.org/0000-0002-2172-0002"},"institutions":[{"id":"https://openalex.org/I861853513","display_name":"Sapienza University of Rome","ror":"https://ror.org/02be6w209","country_code":"IT","type":"funder","lineage":["https://openalex.org/I861853513"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Valeria Bignozzi","raw_affiliation_strings":["Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome, 00161, Rome, Italy"],"affiliations":[{"raw_affiliation_string":"Department of Methods and Models for Economics, Territory and Finance, Sapienza University of Rome, 00161, Rome, Italy","institution_ids":["https://openalex.org/I861853513"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5080242685","display_name":"Johanna F. Ziegel","orcid":"https://orcid.org/0000-0002-5916-9746"},"institutions":[{"id":"https://openalex.org/I118564535","display_name":"University of Bern","ror":"https://ror.org/02k7v4d05","country_code":"CH","type":"funder","lineage":["https://openalex.org/I118564535"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"Johanna F. Ziegel","raw_affiliation_strings":["Institute of Mathematical Statistics and Actuarial Science, University of Bern, 3012, Bern, Switzerland"],"affiliations":[{"raw_affiliation_string":"Institute of Mathematical Statistics and Actuarial Science, University of Bern, 3012, Bern, Switzerland","institution_ids":["https://openalex.org/I118564535"]}]}],"institution_assertions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5080242685"],"corresponding_institution_ids":["https://openalex.org/I118564535"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":11.811,"has_fulltext":true,"fulltext_origin":"pdf","cited_by_count":68,"citation_normalized_percentile":{"value":0.958706,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":98},"biblio":{"volume":"20","issue":"2","first_page":"433","last_page":"453"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9995,"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":0.9995,"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":0.9796,"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/T11886","display_name":"Agricultural risk and resilience","score":0.9794,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.9133524},{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness","score":0.52475524}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.9133524},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.6091462},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.52475524},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.48638228},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.47589505},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45784917},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.45176604},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.38098836},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.37101465},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.33188546},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.29645634},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.06654647},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"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}],"mesh":[],"locations_count":4,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-015-0279-6","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_indexed_in_scopus":true,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319965","https://openalex.org/P4310319900"],"host_organization_lineage_names":["Springer Nature","Springer Science+Business Media"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://boris.unibe.ch/73266/","pdf_url":"https://boris.unibe.ch/73266/1/art%253A10.1007%252Fs00780-015-0279-6.pdf","source":{"id":"https://openalex.org/S4306401086","display_name":"Bern Open Repository and Information System (University of Bern)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I118564535","host_organization_name":"University of Bern","host_organization_lineage":["https://openalex.org/I118564535"],"host_organization_lineage_names":["University of Bern"],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true},{"is_oa":true,"landing_page_url":null,"pdf_url":"https://arxiv.org/pdf/1411.0426.pdf","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://arxiv.org/abs/1411.0426","pdf_url":"https://arxiv.org/pdf/1411.0426","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":["Cornell University"],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://boris.unibe.ch/73266/","pdf_url":"https://boris.unibe.ch/73266/1/art%253A10.1007%252Fs00780-015-0279-6.pdf","source":{"id":"https://openalex.org/S4306401086","display_name":"Bern Open Repository and Information System (University of Bern)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I118564535","host_organization_name":"University of Bern","host_organization_lineage":["https://openalex.org/I118564535"],"host_organization_lineage_names":["University of Bern"],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true},"sustainable_development_goals":[{"display_name":"Peace, justice, and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.72}],"grants":[],"datasets":[],"versions":[],"referenced_works_count":38,"referenced_works":["https://openalex.org/W1544201126","https://openalex.org/W1557270667","https://openalex.org/W1591570634","https://openalex.org/W1599297873","https://openalex.org/W186520755","https://openalex.org/W1900727905","https://openalex.org/W2010386376","https://openalex.org/W2013139860","https://openalex.org/W2023958886","https://openalex.org/W2025925112","https://openalex.org/W2030405249","https://openalex.org/W2042590947","https://openalex.org/W2046033161","https://openalex.org/W2046396733","https://openalex.org/W2061260390","https://openalex.org/W2062476261","https://openalex.org/W2075965721","https://openalex.org/W2090347902","https://openalex.org/W2094060802","https://openalex.org/W2095225664","https://openalex.org/W2103590647","https://openalex.org/W2106827752","https://openalex.org/W2109588405","https://openalex.org/W2118940214","https://openalex.org/W2123248504","https://openalex.org/W2125536334","https://openalex.org/W2126634247","https://openalex.org/W2135177937","https://openalex.org/W2303051911","https://openalex.org/W2795353455","https://openalex.org/W3122170229","https://openalex.org/W3124098225","https://openalex.org/W3124192472","https://openalex.org/W3124485027","https://openalex.org/W3124592362","https://openalex.org/W4210361050","https://openalex.org/W4213065535","https://openalex.org/W645573447"],"related_works":["https://openalex.org/W3198744134","https://openalex.org/W3134849587","https://openalex.org/W3126004313","https://openalex.org/W2949214961","https://openalex.org/W2741287207","https://openalex.org/W2384833971","https://openalex.org/W2299664393","https://openalex.org/W2293419320","https://openalex.org/W2285814184","https://openalex.org/W2141281031"],"abstract_inverted_index":null,"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2337403985","counts_by_year":[{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":9},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":9},{"year":2017,"cited_by_count":12},{"year":2016,"cited_by_count":10},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-03-15T23:31:59.662936","created_date":"2016-06-24"}