Get quick answers to your questions about the article from our AI researcher chatbot
{'id': 'https://openalex.org/W2002736235', 'doi': 'https://doi.org/10.1007/pl00011399', 'title': 'Credit risk optimization with Conditional Value-at-Risk criterion', 'display_name': 'Credit risk optimization with Conditional Value-at-Risk criterion', 'publication_year': 2001, 'publication_date': '2001-01-01', 'ids': {'openalex': 'https://openalex.org/W2002736235', 'doi': 'https://doi.org/10.1007/pl00011399', 'mag': '2002736235'}, 'language': 'en', 'primary_location': {'is_oa': False, 'landing_page_url': 'https://doi.org/10.1007/pl00011399', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S193920097', 'display_name': 'Mathematical Programming', 'issn_l': '0025-5610', 'issn': ['0025-5610', '1436-4646'], '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': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}, 'type': 'article', 'type_crossref': 'journal-article', 'indexed_in': ['crossref'], 'open_access': {'is_oa': False, 'oa_status': 'closed', 'oa_url': None, 'any_repository_has_fulltext': False}, 'authorships': [{'author_position': 'first', 'author': {'id': 'https://openalex.org/A5057165777', 'display_name': 'Fredrik Andersson', 'orcid': 'https://orcid.org/0000-0003-1043-0728'}, 'institutions': [], 'countries': ['SE'], 'is_corresponding': False, 'raw_author_name': 'Fredrik Andersson', 'raw_affiliation_strings': ['Ementor, Stortorget 1, 111 29 Stockholm, Sweden, e-mail: fredrik.andersson@ementor.se, web: http://www.ementor.se, , SE'], 'affiliations': [{'raw_affiliation_string': 'Ementor, Stortorget 1, 111 29 Stockholm, Sweden, e-mail: fredrik.andersson@ementor.se, web: http://www.ementor.se, , SE', 'institution_ids': []}]}, {'author_position': 'middle', 'author': {'id': 'https://openalex.org/A5021010330', 'display_name': 'Helmut Mausser', 'orcid': None}, 'institutions': [], 'countries': ['CA'], 'is_corresponding': False, 'raw_author_name': 'Helmut Mausser', 'raw_affiliation_strings': ['Algorithmics, Inc., 185 Spadina Avenue, Toronto, Ontario M5T 2C6, Canada, web: http://www.algorithmics.com, , CA'], 'affiliations': [{'raw_affiliation_string': 'Algorithmics, Inc., 185 Spadina Avenue, Toronto, Ontario M5T 2C6, Canada, web: http://www.algorithmics.com, , CA', 'institution_ids': []}]}, {'author_position': 'middle', 'author': {'id': 'https://openalex.org/A5109831717', 'display_name': 'Dan Rosen', 'orcid': None}, 'institutions': [], 'countries': ['CA'], 'is_corresponding': False, 'raw_author_name': 'Dan Rosen', 'raw_affiliation_strings': ['Algorithmics, Inc., 185 Spadina Avenue, Toronto, Ontario M5T 2C6, Canada, web: http://www.algorithmics.com, , CA'], 'affiliations': [{'raw_affiliation_string': 'Algorithmics, Inc., 185 Spadina Avenue, Toronto, Ontario M5T 2C6, Canada, web: http://www.algorithmics.com, , CA', 'institution_ids': []}]}, {'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': 'funder', 'lineage': ['https://openalex.org/I33213144']}], 'countries': ['US'], 'is_corresponding': False, 'raw_author_name': 'Stanislav Uryasev', 'raw_affiliation_strings': ['University of Florida, Dept. of Industrial and Systems Engineering, PO Box 116595, 303 Weil Hall, Gainesville, FL 32611-6595, e-mail: uryasev@ise.ufl.edu, web: http://www.ise.ufl.edu/uryasev, US'], 'affiliations': [{'raw_affiliation_string': 'University of Florida, Dept. of Industrial and Systems Engineering, PO Box 116595, 303 Weil Hall, Gainesville, FL 32611-6595, e-mail: uryasev@ise.ufl.edu, web: http://www.ise.ufl.edu/uryasev, US', 'institution_ids': ['https://openalex.org/I33213144']}]}], 'institution_assertions': [], 'countries_distinct_count': 3, 'institutions_distinct_count': 1, 'corresponding_author_ids': [], 'corresponding_institution_ids': [], 'apc_list': {'value': 2190, 'currency': 'EUR', 'value_usd': 2890, 'provenance': 'doaj'}, 'apc_paid': None, 'fwci': 19.284, 'has_fulltext': True, 'fulltext_origin': 'ngrams', 'cited_by_count': 302, 'citation_normalized_percentile': {'value': 0.977689, 'is_in_top_1_percent': False, 'is_in_top_10_percent': True}, 'cited_by_percentile_year': {'min': 98, 'max': 99}, 'biblio': {'volume': '89', 'issue': '2', 'first_page': '273', 'last_page': '291'}, 'is_retracted': False, 'is_paratext': False, 'primary_topic': {'id': 'https://openalex.org/T11413', 'display_name': 'Risk and Portfolio Optimization', 'score': 0.9997, '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': 0.9997, '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/T10067', 'display_name': 'Stochastic processes and financial applications', 'score': 0.9968, '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'}}, {'id': 'https://openalex.org/T11496', 'display_name': 'Credit Risk and Financial Regulations', 'score': 0.9945, '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/cvar', 'display_name': 'CVAR', 'score': 0.9891347}, {'id': 'https://openalex.org/keywords/coherent-risk-measure', 'display_name': 'Coherent risk measure', 'score': 0.48880026}, {'id': 'https://openalex.org/keywords/spectral-risk-measure', 'display_name': 'Spectral risk measure', 'score': 0.45717198}], 'concepts': [{'id': 'https://openalex.org/C2779922397', 'wikidata': 'https://www.wikidata.org/wiki/Q5014755', 'display_name': 'CVAR', 'level': 4, 'score': 0.9891347}, {'id': 'https://openalex.org/C5496284', 'wikidata': 'https://www.wikidata.org/wiki/Q5420856', 'display_name': 'Expected shortfall', 'level': 3, 'score': 0.9241023}, {'id': 'https://openalex.org/C202655437', 'wikidata': 'https://www.wikidata.org/wiki/Q7231728', 'display_name': 'Portfolio optimization', 'level': 3, 'score': 0.71259266}, {'id': 'https://openalex.org/C94128290', 'wikidata': 'https://www.wikidata.org/wiki/Q963287', 'display_name': 'Value at risk', 'level': 3, 'score': 0.68249065}, {'id': 'https://openalex.org/C2780821815', 'wikidata': 'https://www.wikidata.org/wiki/Q5340806', 'display_name': 'Portfolio', 'level': 2, 'score': 0.57968277}, {'id': 'https://openalex.org/C2781472820', 'wikidata': 'https://www.wikidata.org/wiki/Q2154759', 'display_name': 'Risk measure', 'level': 3, 'score': 0.5725489}, {'id': 'https://openalex.org/C178350159', 'wikidata': 'https://www.wikidata.org/wiki/Q162714', 'display_name': 'Credit risk', 'level': 2, 'score': 0.5686317}, {'id': 'https://openalex.org/C126255220', 'wikidata': 'https://www.wikidata.org/wiki/Q141495', 'display_name': 'Mathematical optimization', 'level': 1, 'score': 0.5629967}, {'id': 'https://openalex.org/C19499675', 'wikidata': 'https://www.wikidata.org/wiki/Q232207', 'display_name': 'Monte Carlo method', 'level': 2, 'score': 0.5098902}, {'id': 'https://openalex.org/C148845407', 'wikidata': 'https://www.wikidata.org/wiki/Q5141358', 'display_name': 'Coherent risk measure', 'level': 4, 'score': 0.48880026}, {'id': 'https://openalex.org/C149782125', 'wikidata': 'https://www.wikidata.org/wiki/Q160039', 'display_name': 'Econometrics', 'level': 1, 'score': 0.46407488}, {'id': 'https://openalex.org/C69257216', 'wikidata': 'https://www.wikidata.org/wiki/Q7575204', 'display_name': 'Spectral risk measure', 'level': 4, 'score': 0.45717198}, {'id': 'https://openalex.org/C41008148', 'wikidata': 'https://www.wikidata.org/wiki/Q21198', 'display_name': 'Computer science', 'level': 0, 'score': 0.4281218}, {'id': 'https://openalex.org/C162118730', 'wikidata': 'https://www.wikidata.org/wiki/Q1128453', 'display_name': 'Actuarial science', 'level': 1, 'score': 0.38678765}, {'id': 'https://openalex.org/C33923547', 'wikidata': 'https://www.wikidata.org/wiki/Q395', 'display_name': 'Mathematics', 'level': 0, 'score': 0.35310942}, {'id': 'https://openalex.org/C32896092', 'wikidata': 'https://www.wikidata.org/wiki/Q189447', 'display_name': 'Risk management', 'level': 2, 'score': 0.34255803}, {'id': 'https://openalex.org/C162324750', 'wikidata': 'https://www.wikidata.org/wiki/Q8134', 'display_name': 'Economics', 'level': 0, 'score': 0.30790344}, {'id': 'https://openalex.org/C10138342', 'wikidata': 'https://www.wikidata.org/wiki/Q43015', 'display_name': 'Finance', 'level': 1, 'score': 0.18371657}, {'id': 'https://openalex.org/C105795698', 'wikidata': 'https://www.wikidata.org/wiki/Q12483', 'display_name': 'Statistics', 'level': 1, 'score': 0.15569365}], 'mesh': [], 'locations_count': 1, 'locations': [{'is_oa': False, 'landing_page_url': 'https://doi.org/10.1007/pl00011399', 'pdf_url': None, 'source': {'id': 'https://openalex.org/S193920097', 'display_name': 'Mathematical Programming', 'issn_l': '0025-5610', 'issn': ['0025-5610', '1436-4646'], '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': None, 'license_id': None, 'version': None, 'is_accepted': False, 'is_published': False}], 'best_oa_location': None, 'sustainable_development_goals': [{'id': 'https://metadata.un.org/sdg/8', 'display_name': 'Decent work and economic growth', 'score': 0.51}], 'grants': [], 'datasets': [], 'versions': [], 'referenced_works_count': 15, 'referenced_works': ['https://openalex.org/W107451193', 'https://openalex.org/W1544200418', 'https://openalex.org/W1647779468', 'https://openalex.org/W1904801170', 'https://openalex.org/W2015263936', 'https://openalex.org/W2019291268', 'https://openalex.org/W2029225872', 'https://openalex.org/W2101021565', 'https://openalex.org/W2133219138', 'https://openalex.org/W2170206178', 'https://openalex.org/W2171185835', 'https://openalex.org/W2171682970', 'https://openalex.org/W2798344481', 'https://openalex.org/W3123921245', 'https://openalex.org/W649848373'], 'related_works': ['https://openalex.org/W4301377905', 'https://openalex.org/W3125265748', 'https://openalex.org/W2950198523', 'https://openalex.org/W2741147126', 'https://openalex.org/W2384833971', 'https://openalex.org/W2351484155', 'https://openalex.org/W2291382242', 'https://openalex.org/W2031780815', 'https://openalex.org/W2016139756', 'https://openalex.org/W2002736235'], 'abstract_inverted_index': None, 'cited_by_api_url': 'https://api.openalex.org/works?filter=cites:W2002736235', 'counts_by_year': [{'year': 2024, 'cited_by_count': 4}, {'year': 2023, 'cited_by_count': 15}, {'year': 2022, 'cited_by_count': 4}, {'year': 2021, 'cited_by_count': 10}, {'year': 2020, 'cited_by_count': 6}, {'year': 2019, 'cited_by_count': 11}, {'year': 2018, 'cited_by_count': 9}, {'year': 2017, 'cited_by_count': 15}, {'year': 2016, 'cited_by_count': 12}, {'year': 2015, 'cited_by_count': 25}, {'year': 2014, 'cited_by_count': 23}, {'year': 2013, 'cited_by_count': 8}, {'year': 2012, 'cited_by_count': 15}], 'updated_date': '2025-01-26T23:28:28.383384', 'created_date': '2016-06-24'}