{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,25]],"date-time":"2026-04-25T03:43:55Z","timestamp":1777088635315,"version":"3.51.4"},"reference-count":50,"publisher":"Springer Science and Business Media LLC","issue":"1-2","license":[{"start":{"date-parts":[[2017,1,13]],"date-time":"2017-01-13T00:00:00Z","timestamp":1484265600000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2017,7]]},"DOI":"10.1007\/s10479-017-2397-3","type":"journal-article","created":{"date-parts":[[2017,1,13]],"date-time":"2017-01-13T09:13:58Z","timestamp":1484298838000},"page":"251-275","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":26,"title":["A quantitative comparison of risk measures"],"prefix":"10.1007","volume":"254","author":[{"given":"Alois","family":"Pichler","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2017,1,13]]},"reference":[{"key":"2397_CR1","doi-asserted-by":"publisher","first-page":"1505","DOI":"10.1016\/S0378-4266(02)00281-9","volume":"26","author":"C Acerbi","year":"2002","unstructured":"Acerbi, C. (2002). Spectral measures of risk: A coherent representation of subjective risk aversion. Journal of Banking & Finance, 26, 1505\u20131518. doi:\n                        10.1016\/S0378-4266(02)00281-9\n                        \n                    .","journal-title":"Journal of Banking & Finance"},{"issue":"3","key":"2397_CR2","doi-asserted-by":"publisher","first-page":"1105","DOI":"10.1007\/s10957-011-9968-2","volume":"155","author":"A Ahmadi-Javid","year":"2012","unstructured":"Ahmadi-Javid, A. (2012). Entropic Value-at-Risk: A new coherent risk measure. Journal of Optimization Theory and Applications, 155(3), 1105\u20131123. doi:\n                        10.1007\/s10957-011-9968-2\n                        \n                    .","journal-title":"Journal of Optimization Theory and Applications"},{"key":"2397_CR3","doi-asserted-by":"publisher","first-page":"5","DOI":"10.1007\/s10479-006-0132-6","volume":"152","author":"P Artzner","year":"2007","unstructured":"Artzner, P., Delbaen, F., Eber, J.-M., Heath, D., & Ku, H. (2007). Coherent multiperiod risk adjusted values and Bellman\u2019s principle. Annals of Operations Research, 152, 5\u201322. doi:\n                        10.1007\/s10479-006-0132-6\n                        \n                    .","journal-title":"Annals of Operations Research"},{"issue":"2","key":"2397_CR4","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/s10107-014-0813-x","volume":"153","author":"T Asamov","year":"2014","unstructured":"Asamov, T., & Ruszczy\u0144ski, A. (2014). Time-consistent approximations of risk-averse multistage stochastic optimization problems. Mathematical Programming, 153(2), 1\u201335. doi:\n                        10.1007\/s10107-014-0813-x\n                        \n                    .","journal-title":"Mathematical Programming"},{"issue":"2","key":"2397_CR5","doi-asserted-by":"publisher","first-page":"35","DOI":"10.1080\/10920277.2007.10597446","volume":"11","author":"F Bellini","year":"2007","unstructured":"Bellini, F., & Caperdoni, C. (2007). Coherent distortion risk measures and higher-order stochastic dominances. North American Actuarial Journal, 11(2), 35\u201342. doi:\n                        10.1080\/10920277.2007.10597446\n                        \n                    .","journal-title":"North American Actuarial Journal"},{"issue":"6","key":"2397_CR6","doi-asserted-by":"publisher","first-page":"986","DOI":"10.1016\/j.jbankfin.2007.07.007","volume":"32","author":"F Bellini","year":"2008","unstructured":"Bellini, F., & Rosazza Gianin, E. (2008). On Haezendonck risk measures. Journal of Banking & Finance, 32(6), 986\u2013994. doi:\n                        10.1016\/j.jbankfin.2007.07.007\n                        \n                    .","journal-title":"Journal of Banking & Finance"},{"issue":"1","key":"2397_CR7","doi-asserted-by":"publisher","first-page":"107","DOI":"10.1016\/j.insmatheco.2012.03.005","volume":"51","author":"F Bellini","year":"2012","unstructured":"Bellini, F., & Rosazza Gianin, E. (2012). Haezendonck\u2013Goovaerts risk measures and Orlicz quantiles. Insurance: Mathematics and Economics, 51(1), 107\u2013114. doi:\n                        10.1016\/j.insmatheco.2012.03.005\n                        \n                    .","journal-title":"Insurance: Mathematics and Economics"},{"issue":"1","key":"2397_CR8","doi-asserted-by":"publisher","first-page":"137","DOI":"10.1142\/S0219024911006292","volume":"14","author":"P Cheridito","year":"2011","unstructured":"Cheridito, P., & Kupper, M. (2011). Composition of time-consistent dynamic monetary risk measures in discrete time. International Journal of Theoretical and Applied Finance, 14(1), 137\u2013162. doi:\n                        10.1142\/S0219024911006292\n                        \n                    .","journal-title":"International Journal of Theoretical and Applied Finance"},{"issue":"1","key":"2397_CR9","doi-asserted-by":"publisher","first-page":"147","DOI":"10.1007\/s10479-011-0935-y","volume":"200","author":"RA Collado","year":"2012","unstructured":"Collado, R. A., Papp, D., & Ruszczy\u0144ski, A. (2012). Scenario decomposition of risk-averse multistage stochastic programming problems. Annals of Operations Research, 200(1), 147\u2013170. doi:\n                        10.1007\/s10479-011-0935-y\n                        \n                    .","journal-title":"Annals of Operations Research"},{"key":"2397_CR10","doi-asserted-by":"publisher","first-page":"177","DOI":"10.1016\/j.ejor.2015.03.046","volume":"249","author":"M Lara De","year":"2016","unstructured":"De Lara, M., & Lecl\u00e8re, V. (2016). Building up time-consistency for risk measures and dynamic optimization. European Journal of Operational Research, 249, 177\u2013187. doi:\n                        10.1016\/j.ejor.2015.03.046\n                        \n                    .","journal-title":"European Journal of Operational Research"},{"key":"2397_CR11","unstructured":"Delbaen, F. (2015). Remark on the paper \u201dEntropic Value-at-Risk: A new coherent risk measure\u201d by Amir Ahmadi-Javid. In P. Barrieu (Ed.), Risk and stochastics. World Scientific, ISBN 978-1-78634-194-5."},{"key":"2397_CR12","first-page":"21","volume":"63","author":"D Denneberg","year":"1990","unstructured":"Denneberg, D. (1990). Distorted probabilities and insurance premiums. Methods of Operations Research, 63, 21\u201342.","journal-title":"Methods of Operations Research"},{"issue":"3","key":"2397_CR13","doi-asserted-by":"publisher","first-page":"993","DOI":"10.1137\/130905046","volume":"24","author":"M Densing","year":"2014","unstructured":"Densing, M. (2014). Stochastic progamming of time-consistent extensions of AVaR. SIAM Journal on Optimization, 24(3), 993\u20131010. doi:\n                        10.1137\/130905046\n                        \n                    .","journal-title":"SIAM Journal on Optimization"},{"issue":"2","key":"2397_CR14","doi-asserted-by":"publisher","first-page":"548","DOI":"10.1137\/S1052623402420528","volume":"14","author":"D Dentcheva","year":"2003","unstructured":"Dentcheva, D., & Ruszczy\u0144ski, A. (2003). Optimization with stochastic dominance constraints. SIAM Journal on Optimization, 14(2), 548\u2013566. doi:\n                        10.1137\/S1052623402420528\n                        \n                    .","journal-title":"SIAM Journal on Optimization"},{"key":"2397_CR15","doi-asserted-by":"publisher","first-page":"325","DOI":"10.1007\/s10479-010-0747-5","volume":"181","author":"D Dentcheva","year":"2010","unstructured":"Dentcheva, D., Penev, S., & Ruszczy\u0144ski, A. (2010). Kusuoka representation of higher order dual risk measures. Annals of Operations Research, 181, 325\u2013335. doi:\n                        10.1007\/s10479-010-0747-5\n                        \n                    .","journal-title":"Annals of Operations Research"},{"key":"2397_CR16","doi-asserted-by":"publisher","unstructured":"Dentcheva, D., Penev, S., & Ruszczy\u0144ski, A. (2016). Statistical estimation of composite risk functionals and risk optimization problems. Annals of the Institute of Statistical Mathematics. doi:\n                        10.1007\/s10463-016-0559-8\n                        \n                    .","DOI":"10.1007\/s10463-016-0559-8"},{"issue":"3","key":"2397_CR17","doi-asserted-by":"publisher","first-page":"655","DOI":"10.1287\/moor.2014.0689","volume":"40","author":"DA Iancu","year":"2015","unstructured":"Iancu, D. A., Petrik, M., & Subramanian, D. (2015). Tight approximations of dynamic risk measures. Mathematics of Operations Research, 40(3), 655\u2013682. doi:\n                        10.1287\/moor.2014.0689\n                        \n                    .","journal-title":"Mathematics of Operations Research"},{"issue":"4","key":"2397_CR18","doi-asserted-by":"publisher","first-page":"373","DOI":"10.1080\/14697680701458307","volume":"7","author":"PA Krokhmal","year":"2007","unstructured":"Krokhmal, P. A. (2007). Higher moment coherent risk measures. Quantitative Finance, 7(4), 373\u2013387. doi:\n                        10.1080\/14697680701458307\n                        \n                    .","journal-title":"Quantitative Finance"},{"key":"2397_CR19","doi-asserted-by":"publisher","unstructured":"Kusuoka, S. (2001). On law invariant coherent risk measures. In Advances in mathematical economics, Chapter 4 (Vol. 3, pp. 83\u201395). Springer. doi:\n                        10.1007\/978-4-431-67891-5\n                        \n                    .","DOI":"10.1007\/978-4-431-67891-5"},{"key":"2397_CR20","doi-asserted-by":"publisher","first-page":"257","DOI":"10.1016\/j.insmatheco.2012.04.004","volume":"51","author":"M L\u00f3pez-D\u00edaz","year":"2012","unstructured":"L\u00f3pez-D\u00edaz, M., Sordo, M. A., & Su\u00e1rez-Llorens, A. (2012). On the \n                        $${L}_p$$\n                        \n                            \n                                            \n                                \n                                    L\n                                    p\n                                \n                            \n                        \n                    -metric between a probability distribution and its distortion. Insurance: Mathematics and Economics, 51, 257\u2013264. doi:\n                        10.1016\/j.insmatheco.2012.04.004\n                        \n                    .","journal-title":"Insurance: Mathematics and Economics"},{"issue":"2","key":"2397_CR21","doi-asserted-by":"publisher","first-page":"451","DOI":"10.1007\/s10107-016-0988-4","volume":"157","author":"JP Luna","year":"2016","unstructured":"Luna, J. P., Sagastiz\u00e1bal, C., & Solodov, M. (2016). An approximatioin scheme for a class of risk-averse stochastic equilibrium problems. Mathematical Programming, 157(2), 451\u2013481. doi:\n                        10.1007\/s10107-016-0988-4\n                        \n                    .","journal-title":"Mathematical Programming"},{"key":"2397_CR22","doi-asserted-by":"publisher","first-page":"125","DOI":"10.1287\/opre.1100.0847","volume":"59","author":"N Miller","year":"2011","unstructured":"Miller, N., & Ruszczy\u0144ski, A. (2011). Risk-averse two-stage stochastic linear programming: Modeling and decomposition. Operations Research, 59, 125\u2013132. doi:\n                        10.1287\/opre.1100.0847\n                        \n                    .","journal-title":"Operations Research"},{"key":"2397_CR23","doi-asserted-by":"publisher","first-page":"591","DOI":"10.1007\/s10479-014-1748-6","volume":"229","author":"N Noyan","year":"2014","unstructured":"Noyan, N., & Rudolf, G. (2014). Kusuoka representations of coherent risk measures in general probability spaces. Annals of Operations Research, 229, 591\u2013605. doi:\n                        10.1007\/s10479-014-1748-6\n                        \n                    . (ISSN 0254-5330).","journal-title":"Annals of Operations Research"},{"key":"2397_CR24","doi-asserted-by":"crossref","first-page":"272","DOI":"10.1007\/978-1-4757-3150-7_15","volume-title":"Probabilistic constrained optimization","author":"GC Pflug","year":"2000","unstructured":"Pflug, G. C. (2000). Some remarks on the Value-at-Risk and the Conditional Value-at-Risk, Chapter 15. In S. Uryasev (Ed.), Probabilistic constrained optimization (Vol. 49, pp. 272\u2013281). New York: Springer."},{"key":"2397_CR25","doi-asserted-by":"publisher","unstructured":"Pflug, G. C., & Pichler, A. (2014). Multistage stochastic optimization. Springer Series in Operations Research and Financial Engineering: Springer. ISBN 978-3-319-08842-6. doi:\n                        10.1007\/978-3-319-08843-3\n                        \n                    .","DOI":"10.1007\/978-3-319-08843-3"},{"issue":"2","key":"2397_CR26","doi-asserted-by":"publisher","first-page":"682","DOI":"10.1287\/moor.2015.0747","volume":"41","author":"GC Pflug","year":"2016","unstructured":"Pflug, G. C., & Pichler, A. (2016). Time-consistent decisions and temporal decomposition of coherent risk functionals. Mathematics of Operations Research, 41(2), 682\u2013699. doi:\n                        10.1287\/moor.2015.0747\n                        \n                    .","journal-title":"Mathematics of Operations Research"},{"key":"2397_CR27","doi-asserted-by":"publisher","DOI":"10.1142\/9789812708724","volume-title":"Modeling, measuring and managing risk","author":"GC Pflug","year":"2007","unstructured":"Pflug, G. C., & R\u00f6misch, W. (2007). Modeling, measuring and managing risk. River Edge, NJ: World Scientific. doi:\n                        10.1142\/9789812708724\n                        \n                    ."},{"key":"2397_CR28","doi-asserted-by":"publisher","unstructured":"Pflug, G. C., & Ruszczy\u0144ski, A. (2005). Measuring risk for income streams. Computational Optimization and Applications, 32(1\u20132), 161\u2013178, ISSN 0926-6003. doi:\n                        10.1007\/s10589-005-2058-3\n                        \n                    .","DOI":"10.1007\/s10589-005-2058-3"},{"issue":"2","key":"2397_CR29","doi-asserted-by":"publisher","first-page":"470","DOI":"10.1016\/j.ejor.2011.10.056","volume":"218","author":"AB Philpott","year":"2012","unstructured":"Philpott, A. B., & de Matos, V. L. (2012). Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion. European Journal of Operational Research, 218(2), 470\u2013483. doi:\n                        10.1016\/j.ejor.2011.10.056\n                        \n                    .","journal-title":"European Journal of Operational Research"},{"issue":"4","key":"2397_CR30","doi-asserted-by":"publisher","first-page":"957","DOI":"10.1287\/opre.2013.1175","volume":"61","author":"AB Philpott","year":"2013","unstructured":"Philpott, A. B., de Matos, V. L., & Finardi, E. (2013). On solving multistage stochastic programs with coherent risk measures. Operations Research, 61(4), 957\u2013970. doi:\n                        10.1287\/opre.2013.1175\n                        \n                    .","journal-title":"Operations Research"},{"issue":"2","key":"2397_CR31","doi-asserted-by":"publisher","first-page":"405","DOI":"10.1016\/j.insmatheco.2013.07.005","volume":"53","author":"A Pichler","year":"2013","unstructured":"Pichler, A. (2013). The natural Banach space for version independent risk measures. Insurance: Mathematics and Economics, 53(2), 405\u2013415. doi:\n                        10.1016\/j.insmatheco.2013.07.005\n                        \n                    .","journal-title":"Insurance: Mathematics and Economics"},{"issue":"4","key":"2397_CR32","doi-asserted-by":"publisher","first-page":"332","DOI":"10.1080\/03461238.2013.830228","volume":"2015","author":"A Pichler","year":"2013","unstructured":"Pichler, A. (2013). Premiums and reserves, adjusted by distortions. Scandinavian Actuarial Journal, 2015(4), 332\u2013351. doi:\n                        10.1080\/03461238.2013.830228\n                        \n                    .","journal-title":"Scandinavian Actuarial Journal"},{"key":"2397_CR33","doi-asserted-by":"publisher","first-page":"184","DOI":"10.1016\/j.insmatheco.2015.03.011","volume":"62","author":"A Pichler","year":"2015","unstructured":"Pichler, A., & Shapiro, A. (2015). Minimal representations of insurance prices. Insurance: Mathematics and Economics, 62, 184\u2013193. doi:\n                        10.1016\/j.insmatheco.2015.03.011\n                        \n                    .","journal-title":"Insurance: Mathematics and Economics"},{"issue":"3","key":"2397_CR34","doi-asserted-by":"publisher","first-page":"21","DOI":"10.21314\/JOR.2000.038","volume":"2","author":"RT Rockafellar","year":"2000","unstructured":"Rockafellar, R. T., & Uryasev, S. (2000). Optimization of Conditional Value-at-Risk. Journal of Risk, 2(3), 21\u201341. doi:\n                        10.21314\/JOR.2000.038\n                        \n                    .","journal-title":"Journal of Risk"},{"key":"2397_CR35","doi-asserted-by":"publisher","unstructured":"Rockafellar, R.T., Uryasev, S., & Zabarankin, M. (2006). Generalized deviations in risk analysis. Finance and Stochastics, 10, 51\u201374, ISSN 0949-2984. doi:\n                        10.1007\/s00780-005-0165-8\n                        \n                    .","DOI":"10.1007\/s00780-005-0165-8"},{"key":"2397_CR36","doi-asserted-by":"crossref","first-page":"235","DOI":"10.1007\/s10107-010-0393-3","volume":"125","author":"A Ruszczy\u0144ski","year":"2010","unstructured":"Ruszczy\u0144ski, A. (2010). Risk-averse dynamic programming for Markov decision processes. Mathematical Programming Series B, 125, 235\u2013261.","journal-title":"Mathematical Programming Series B"},{"issue":"3","key":"2397_CR37","doi-asserted-by":"publisher","first-page":"544","DOI":"10.1287\/moor.1060.0204","volume":"31","author":"A Ruszczy\u0144ski","year":"2006","unstructured":"Ruszczy\u0144ski, A., & Shapiro, A. (2006). Conditional risk mappings. Mathematics of Operations Research, 31(3), 544\u2013561. doi:\n                        10.1287\/moor.1060.0204\n                        \n                    .","journal-title":"Mathematics of Operations Research"},{"key":"2397_CR38","doi-asserted-by":"publisher","unstructured":"Ruszczy\u0144ski, A., & Yao, J. (2015). A risk-averse analog of the Hamilton\u2013Jacobi\u2013Bellman equation. In Proceedings of the Conference on Control and its Applications, Chapter 62 (pp. 462\u2013468). Society for Industrial & Applied Mathematics (SIAM). doi:\n                        10.1137\/1.9781611974072.63\n                        \n                    .","DOI":"10.1137\/1.9781611974072.63"},{"key":"2397_CR39","doi-asserted-by":"crossref","first-page":"63","DOI":"10.1016\/j.ejor.2010.08.007","volume":"209","author":"A Shapiro","year":"2010","unstructured":"Shapiro, A. (2010). Analysis of stochastic dual dynamic programming method. European Journal of Operational Research, 209, 63\u201372.","journal-title":"European Journal of Operational Research"},{"issue":"1","key":"2397_CR40","doi-asserted-by":"publisher","first-page":"142","DOI":"10.1287\/moor.1120.0563","volume":"38","author":"A Shapiro","year":"2013","unstructured":"Shapiro, A. (2013). On Kusuoka representation of law invariant risk measures. Mathematics of Operations Research, 38(1), 142\u2013152. doi:\n                        10.1287\/moor.1120.0563\n                        \n                    .","journal-title":"Mathematics of Operations Research"},{"issue":"2","key":"2397_CR41","doi-asserted-by":"publisher","first-page":"528","DOI":"10.1287\/opre.2015.1466","volume":"64","author":"A Shapiro","year":"2016","unstructured":"Shapiro, A. (2016). Rectangular sets of probability measures. Operations Research, 64(2), 528\u2013541. doi:\n                        10.1287\/opre.2015.1466\n                        \n                    .","journal-title":"Operations Research"},{"key":"2397_CR42","doi-asserted-by":"publisher","unstructured":"Shapiro, A., Dentcheva, D., & Ruszczy\u0144ski, A. (2009). Lectures on stochastic programming. In MOS-SIAM series on optimization. SIAM. doi:\n                        10.1137\/1.9780898718751\n                        \n                    .","DOI":"10.1137\/1.9780898718751"},{"issue":"1","key":"2397_CR43","doi-asserted-by":"publisher","first-page":"179","DOI":"10.2307\/2037513","volume":"23","author":"K Sundaresan","year":"1969","unstructured":"Sundaresan, K. (1969). Extreme points of the unit cell in Lebesgue\u2013Bochner function spaces. Proceedings of the American Mathematical Society, 23(1), 179\u2013184. doi:\n                        10.2307\/2037513\n                        \n                    .","journal-title":"Proceedings of the American Mathematical Society"},{"key":"2397_CR44","doi-asserted-by":"publisher","first-page":"223","DOI":"10.1016\/0167-6687(92)90049-H","volume":"11","author":"AE Heerwaarden van","year":"1992","unstructured":"van Heerwaarden, A. E., & Kaas, R. (1992). The Dutch premium principle. Insurance: Mathematics and Economics, 11, 223\u2013230. doi:\n                        10.1016\/0167-6687(92)90049-H\n                        \n                    .","journal-title":"Insurance: Mathematics and Economics"},{"key":"2397_CR45","doi-asserted-by":"publisher","first-page":"43","DOI":"10.1016\/0167-6687(95)00010-P","volume":"17","author":"SS Wang","year":"1995","unstructured":"Wang, S. S. (1995). Insurance pricing and increased limits ratemaking by proportional hazards transforms. Insurance: Mathematics and Economics, 17, 43\u201354. doi:\n                        10.1016\/0167-6687(95)00010-P\n                        \n                    .","journal-title":"Insurance: Mathematics and Economics"},{"key":"2397_CR46","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511608735","volume-title":"Banach spaces for analysts","author":"P Wojtaszczyk","year":"1991","unstructured":"Wojtaszczyk, P. (1991). Banach spaces for analysts. Cambridge: Cambridge University Press."},{"issue":"1","key":"2397_CR47","doi-asserted-by":"publisher","first-page":"21","DOI":"10.1007\/s10479-010-0812-0","volume":"193","author":"D Wozabal","year":"2010","unstructured":"Wozabal, D. (2010). A framework for optimization under ambiguity. Annals of Operations Research, 193(1), 21\u201347. doi:\n                        10.1007\/s10479-010-0812-0\n                        \n                    .","journal-title":"Annals of Operations Research"},{"issue":"6","key":"2397_CR48","doi-asserted-by":"publisher","first-page":"1302","DOI":"10.1287\/opre.2014.1323","volume":"62","author":"D Wozabal","year":"2014","unstructured":"Wozabal, D. (2014). Robustifying convex risk measures for linear portfolios: A nonparametric approach. Operations Research, 62(6), 1302\u20131315. doi:\n                        10.1287\/opre.2014.1323\n                        \n                    .","journal-title":"Operations Research"},{"key":"2397_CR49","doi-asserted-by":"publisher","first-page":"431","DOI":"10.1016\/j.orl.2012.09.002","volume":"40","author":"L Xin","year":"2012","unstructured":"Xin, L., & Shapiro, A. (2012). Bounds for nested law invariant coherent risk measures. Operations Research Letters, 40, 431\u2013435. doi:\n                        10.1016\/j.orl.2012.09.002\n                        \n                    .","journal-title":"Operations Research Letters"},{"key":"2397_CR50","doi-asserted-by":"publisher","unstructured":"Young, V. R. (2006). Premium Principles. Encyclopedia of Actuarial Science. Wiley Pennsylvania State University. ISBN 9780470012505. doi:\n                        10.1002\/9780470012505.tap027\n                        \n                    .","DOI":"10.1002\/9780470012505.tap027"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-017-2397-3\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-017-2397-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-017-2397-3.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,22]],"date-time":"2017-06-22T06:30:59Z","timestamp":1498113059000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-017-2397-3"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,1,13]]},"references-count":50,"journal-issue":{"issue":"1-2","published-print":{"date-parts":[[2017,7]]}},"alternative-id":["2397"],"URL":"https:\/\/doi.org\/10.1007\/s10479-017-2397-3","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,1,13]]}}}