{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,8,15]],"date-time":"2025-08-15T01:59:37Z","timestamp":1755223177396,"version":"3.43.0"},"publisher-location":"Cham","reference-count":12,"publisher":"Springer Nature Switzerland","isbn-type":[{"value":"9783031925740","type":"print"},{"value":"9783031925757","type":"electronic"}],"license":[{"start":{"date-parts":[[2025,1,1]],"date-time":"2025-01-01T00:00:00Z","timestamp":1735689600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2025,1,1]],"date-time":"2025-01-01T00:00:00Z","timestamp":1735689600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2025]]},"DOI":"10.1007\/978-3-031-92575-7_22","type":"book-chapter","created":{"date-parts":[[2025,8,11]],"date-time":"2025-08-11T13:45:42Z","timestamp":1754919942000},"page":"157-163","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["Risk Management in\u00a0Multi-objective Portfolio Optimization Under Uncertainty"],"prefix":"10.1007","author":[{"given":"Yannick","family":"Becker","sequence":"first","affiliation":[]},{"given":"Pascal","family":"Halffmann","sequence":"additional","affiliation":[]},{"given":"Anita","family":"Sch\u00f6bel","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2025,8,12]]},"reference":[{"key":"22_CR1","unstructured":"Asset data with regime specific risk values. https:\/\/gitlab.cc-asp.fraunhofer.de\/beckerya\/asset-data-with-regime-specific-risk-values"},{"issue":"4","key":"22_CR2","doi-asserted-by":"publisher","first-page":"769","DOI":"10.1287\/moor.23.4.769","volume":"23","author":"A Ben-Tal","year":"1998","unstructured":"Ben-Tal, A., Nemirovski, A.: Robust convex optimization. Math. Oper. Res. 23(4), 769\u2013805 (1998). https:\/\/doi.org\/10.1287\/moor.23.4.769. ISSN: 1526-5471","journal-title":"Math. Oper. Res."},{"key":"22_CR3","doi-asserted-by":"publisher","unstructured":"D\u00e4chert, K., Grindel, R., Leoff, E., Mahnkopp, J., Schirra, F., Wenzel, J.: Multicriteria asset allocation in practice. OR Spectrum 1\u201325 (2021). https:\/\/doi.org\/10.1007\/s00291-021-00641-0","DOI":"10.1007\/s00291-021-00641-0"},{"issue":"1","key":"22_CR4","doi-asserted-by":"publisher","first-page":"17","DOI":"10.1016\/j.ejor.2014.03.013","volume":"239","author":"M Ehrgott","year":"2014","unstructured":"Ehrgott, M., Ide, J., Sch\u00f6bel, A.: Minmax robustness for multi-objective optimization problems. Eur. J. Oper. Res. 239(1), 17\u201331 (2014). https:\/\/doi.org\/10.1016\/j.ejor.2014.03.013. ISSN: 0377-2217","journal-title":"Eur. J. Oper. Res."},{"issue":"2","key":"22_CR5","doi-asserted-by":"publisher","DOI":"10.1103\/physreve.84.026109","volume":"84","author":"DJ Fenn","year":"2011","unstructured":"Fenn, D.J., et al.: Temporal evolution of financial-market correlations. Phys. Rev. E 84(2), 026109 (2011). https:\/\/doi.org\/10.1103\/physreve.84.026109. ISSN 1550-2376","journal-title":"Phys. Rev. E"},{"issue":"1","key":"22_CR6","doi-asserted-by":"publisher","first-page":"101","DOI":"10.1016\/j.ejor.2021.03.068","volume":"296","author":"P Groetzner","year":"2022","unstructured":"Groetzner, P., Werner, R.: Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach. Eur. J. Oper. Res. 296(1), 101\u2013115 (2022). https:\/\/doi.org\/10.1016\/j.ejor.2021.03.068. ISSN: 0377-2217","journal-title":"Eur. J. Oper. Res."},{"issue":"5\u20136","key":"22_CR7","doi-asserted-by":"publisher","first-page":"341","DOI":"10.1002\/mcda.1780","volume":"29","author":"P Halffmann","year":"2022","unstructured":"Halffmann, P., et al.: Exact algorithms for multiobjective linear optimization problems with integer variables: a state of the art survey. J. Multi-Criteria Decis. Anal. 29(5\u20136), 341\u2013363 (2022). https:\/\/doi.org\/10.1002\/mcda.1780","journal-title":"J. Multi-Criteria Decis. Anal."},{"issue":"1","key":"22_CR8","doi-asserted-by":"publisher","first-page":"235","DOI":"10.1007\/s00291-015-0418-7","volume":"38","author":"J Ide","year":"2015","unstructured":"Ide, J., Sch\u00f6bel, A.: Robustness for uncertain multi-objective optimization: a survey and analysis of different concepts. OR Spectrum 38(1), 235\u2013271 (2015). https:\/\/doi.org\/10.1007\/s00291-015-0418-7","journal-title":"OR Spectrum"},{"key":"22_CR9","doi-asserted-by":"crossref","unstructured":"Korn, R., Korn, E.: Option pricing and portfolio optimization: modern methods of financial mathematics. Modern Methods of Financial Mathematics (Graduate Studies in Mathematics), vol. 31. American Mathematical Society (2001). ISBN: 9780821821237","DOI":"10.1090\/gsm\/031"},{"issue":"1","key":"22_CR10","doi-asserted-by":"publisher","first-page":"77","DOI":"10.2307\/2975974","volume":"7","author":"H Markowitz","year":"1952","unstructured":"Markowitz, H.: Portfolio selection. J. Finance 7(1), 77\u201391 (1952). https:\/\/doi.org\/10.2307\/2975974","journal-title":"J. Finance"},{"issue":"2","key":"22_CR11","doi-asserted-by":"publisher","first-page":"782","DOI":"10.1016\/j.ejor.2020.09.045","volume":"291","author":"A Sch\u00f6bel","year":"2021","unstructured":"Sch\u00f6bel, A., Zhou-Kangas, Y.: The price of multiobjective robustness: analyzing solution sets to uncertain multiobjective problems. Eur. J. Oper. Res. 291(2), 782\u2013793 (2021). https:\/\/doi.org\/10.1016\/j.ejor.2020.09.045. ISSN: 0377-2217","journal-title":"Eur. J. Oper. Res."},{"issue":"12","key":"22_CR12","doi-asserted-by":"publisher","first-page":"1991","DOI":"10.1080\/14697688.2018.1453940","volume":"18","author":"G Sim\u00f5es","year":"2018","unstructured":"Sim\u00f5es, G., et al.: Relative robust portfolio optimization with benchmark regret. Quant. Finance 18(12), 1991\u20132003 (2018). https:\/\/doi.org\/10.1080\/14697688.2018.1453940. ISSN: 1469-7696","journal-title":"Quant. Finance"}],"container-title":["Lecture Notes in Operations Research","Operations Research Proceedings 2024"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-031-92575-7_22","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,8,11]],"date-time":"2025-08-11T13:45:44Z","timestamp":1754919944000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/978-3-031-92575-7_22"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025]]},"ISBN":["9783031925740","9783031925757"],"references-count":12,"URL":"https:\/\/doi.org\/10.1007\/978-3-031-92575-7_22","relation":{},"ISSN":["2731-040X","2731-0418"],"issn-type":[{"value":"2731-040X","type":"print"},{"value":"2731-0418","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025]]},"assertion":[{"value":"12 August 2025","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"The authors have no competing interests to declare that are relevant to the content of this article.","order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Disclosure of Interests"}},{"value":"OR","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"International Conference on Operations Research","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Munich","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Germany","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2024","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2 September 2024","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"5 September 2024","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"or2024","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"https:\/\/or2024.de\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}