{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,2]],"date-time":"2026-06-02T11:18:44Z","timestamp":1780399124734,"version":"3.54.1"},"reference-count":55,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2019,4,11]],"date-time":"2019-04-11T00:00:00Z","timestamp":1554940800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2019,4,11]],"date-time":"2019-04-11T00:00:00Z","timestamp":1554940800000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["26380240"],"award-info":[{"award-number":["26380240"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["26380411"],"award-info":[{"award-number":["26380411"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["26705004"],"award-info":[{"award-number":["26705004"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["17K03806"],"award-info":[{"award-number":["17K03806"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["16H02026"],"award-info":[{"award-number":["16H02026"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["16H03619"],"award-info":[{"award-number":["16H03619"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["16K03558"],"award-info":[{"award-number":["16K03558"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Ann Oper Res"],"published-print":{"date-parts":[[2020,1]]},"DOI":"10.1007\/s10479-019-03206-1","type":"journal-article","created":{"date-parts":[[2019,4,11]],"date-time":"2019-04-11T05:20:11Z","timestamp":1554960011000},"page":"63-79","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":10,"title":["Portfolio allocation problems between risky and ambiguous assets"],"prefix":"10.1007","volume":"284","author":[{"given":"Takao","family":"Asano","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Yusuke","family":"Osaki","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2019,4,11]]},"reference":[{"key":"3206_CR1","doi-asserted-by":"crossref","unstructured":"Anantanasuwong, K., Kouwenberg, R., Mitchell, O. S., & Peijnenburg, K. (2019). Ambiguity attitudes about investments: Evidence from the field. Wharton Pension Research Counsil Working Papers, University of Pennsylvania.","DOI":"10.3386\/w25561"},{"key":"3206_CR2","volume-title":"Aspects of the theory of risk-bearing","author":"KJ Arrow","year":"1965","unstructured":"Arrow, K. J. (1965). Aspects of the theory of risk-bearing. Helsinki: Yrjo Jahnsonin Saatio."},{"issue":"4","key":"3206_CR3","doi-asserted-by":"publisher","first-page":"1486","DOI":"10.1287\/mnsc.2017.3006","volume":"65","author":"Milo Bianchi","year":"2019","unstructured":"Bianchi, M., & Tallon, J.-M. (2018). Ambiguity preferences and portfolio choices: Evidence from the field. Management Science. \nhttps:\/\/doi.org\/10.1287\/mnsc.2017.3006\n\n.","journal-title":"Management Science"},{"key":"3206_CR4","volume-title":"Probability and measure","author":"P Billingsley","year":"1995","unstructured":"Billingsley, P. (1995). Probability and measure (3rd ed.). Hoboken: Wiley.","edition":"3"},{"key":"3206_CR5","doi-asserted-by":"crossref","first-page":"280","DOI":"10.1016\/j.ejor.2017.06.059","volume":"264","author":"E Borgonovo","year":"2018","unstructured":"Borgonovo, E., Cappelli, V., Maccheroni, F., & Marinacci, M. (2018). Risk analysis and decision theory: A bridge. European Journal of Operational Research, 264, 280\u2013293.","journal-title":"European Journal of Operational Research"},{"key":"3206_CR6","doi-asserted-by":"crossref","first-page":"253","DOI":"10.1287\/mnsc.1110.1349","volume":"58","author":"P Boyle","year":"2012","unstructured":"Boyle, P., Garlappi, L., Uppal, R., & Wang, T. (2012). Keynes meets Markowitz: The trade-off between familiarity and diversification. Management Science, 58, 253\u2013272.","journal-title":"Management Science"},{"key":"3206_CR7","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1007\/BF02032158","volume":"52","author":"A Chateauneuf","year":"1994","unstructured":"Chateauneuf, A. (1994). Modeling attitudes towards uncertainty and risk through the use of choquet integral. Annals of Operations Research, 52, 3\u201320.","journal-title":"Annals of Operations Research"},{"key":"3206_CR8","doi-asserted-by":"crossref","first-page":"151","DOI":"10.1007\/s00199-010-0557-7","volume":"50","author":"WH Chiu","year":"2012","unstructured":"Chiu, W. H., Eeckhoudt, L., & Rey, B. (2012). On relative and partial risk attitudes: Theory and implications. Economic Theory, 50, 151\u2013167.","journal-title":"Economic Theory"},{"key":"3206_CR9","doi-asserted-by":"crossref","first-page":"1724","DOI":"10.1287\/mnsc.45.12.1724","volume":"45","author":"E Clark","year":"1999","unstructured":"Clark, E., & Jokung, O. (1999). A note on asset proportions, stochastic dominance, and the 50% rule. Management Science, 45, 1724\u20131727.","journal-title":"Management Science"},{"key":"3206_CR10","doi-asserted-by":"crossref","first-page":"463","DOI":"10.1007\/s10479-015-2079-y","volume":"262","author":"T Driouchi","year":"2018","unstructured":"Driouchi, T., Trigeorgis, L., & So, R. H. Y. (2018). Option implied ambiguity and its information content: Evidence from the subprime crisis. Annals of Operations Research, 262, 463\u2013491.","journal-title":"Annals of Operations Research"},{"key":"3206_CR11","doi-asserted-by":"crossref","first-page":"224","DOI":"10.1016\/j.ejor.2015.08.019","volume":"249","author":"L Eeckhoudt","year":"2016","unstructured":"Eeckhoudt, L., Fiori, A. M., & Gianin, E. R. (2016). Loss-averse preferences and portfolio choices: An extension. European Journal of Operational Research, 249, 224\u2013230.","journal-title":"European Journal of Operational Research"},{"key":"3206_CR12","doi-asserted-by":"crossref","first-page":"113","DOI":"10.1007\/BF01067680","volume":"11","author":"L Eeckhoudt","year":"1995","unstructured":"Eeckhoudt, L., & Gollier, C. (1995). Demand for risky assets and the monotone probability ratio order. Journal of Risk and Uncertainty, 11, 113\u2013122.","journal-title":"Journal of Risk and Uncertainty"},{"key":"3206_CR13","doi-asserted-by":"crossref","first-page":"280","DOI":"10.1257\/000282806776157777","volume":"96","author":"L Eeckhoudt","year":"2006","unstructured":"Eeckhoudt, L., & Schlesinger, H. (2006). Putting risk in its proper place. American Economic Review, 96, 280\u2013289.","journal-title":"American Economic Review"},{"key":"3206_CR14","doi-asserted-by":"crossref","first-page":"329","DOI":"10.1016\/0165-1765(80)90005-1","volume":"6","author":"S Ekern","year":"1980","unstructured":"Ekern, S. (1980). Increasing $$N$$th degree risk. Economics Letters, 6, 329\u2013333.","journal-title":"Economics Letters"},{"key":"3206_CR15","doi-asserted-by":"crossref","first-page":"643","DOI":"10.2307\/1884324","volume":"75","author":"D Ellsberg","year":"1961","unstructured":"Ellsberg, D. (1961). Risk, ambiguity, and the savage axioms. Quarterly Journal of Economics, 75, 643\u2013669.","journal-title":"Quarterly Journal of Economics"},{"key":"3206_CR16","doi-asserted-by":"crossref","first-page":"1253","DOI":"10.1016\/S0165-1889(02)00059-3","volume":"27","author":"LG Epstein","year":"2003","unstructured":"Epstein, L. G., & Miao, J. (2003). A two-person dynamic equilibrium under ambiguity. Journal of Economic Dynamics and Control, 27, 1253\u20131288.","journal-title":"Journal of Economic Dynamics and Control"},{"key":"3206_CR17","doi-asserted-by":"crossref","first-page":"197","DOI":"10.1111\/j.1540-6261.2008.01314.x","volume":"63","author":"LG Epstein","year":"2008","unstructured":"Epstein, L. G., & Schneider, M. (2008). Ambiguity, information quality, and asset pricing. Journal of Finance, 63, 197\u2013228.","journal-title":"Journal of Finance"},{"key":"3206_CR18","doi-asserted-by":"crossref","first-page":"984","DOI":"10.1016\/j.ejor.2017.03.035","volume":"261","author":"Y Fang","year":"2017","unstructured":"Fang, Y., & Post, T. (2017). Higher-degree stochastic dominance optimality and efficiency. European Journal of Operational Research, 261, 984\u2013993.","journal-title":"European Journal of Operational Research"},{"key":"3206_CR19","doi-asserted-by":"crossref","first-page":"1064","DOI":"10.1287\/mnsc.22.10.1064","volume":"22","author":"PC Fishburn","year":"1976","unstructured":"Fishburn, P. C., & Porter, R. B. (1976). Optimal portfolios with one safe and one risky asset: Effects of changes in rate of return and risk. Management Science, 22, 1064\u20131073.","journal-title":"Management Science"},{"key":"3206_CR20","first-page":"221","volume":"81","author":"KR French","year":"1991","unstructured":"French, K. R., & Poterba, J. M. (1991). Investor diversification and international equity markets. American Economic Review, 81, 221\u2013226.","journal-title":"American Economic Review"},{"key":"3206_CR21","doi-asserted-by":"crossref","first-page":"864","DOI":"10.1287\/moor.26.4.864.10002","volume":"26","author":"P Ghirardato","year":"2001","unstructured":"Ghirardato, P., & Marinacci, M. (2001). Risk, ambiguity, and the separation of utility and beliefs. Mathematics of Operations Research, 26, 864\u2013890.","journal-title":"Mathematics of Operations Research"},{"key":"3206_CR22","doi-asserted-by":"crossref","first-page":"141","DOI":"10.1016\/0304-4068(89)90018-9","volume":"18","author":"I Gilboa","year":"1989","unstructured":"Gilboa, I., & Schmeidler, D. (1989). Maxmin expected utility with non-unique priors. Journal of Mathematical Economics, 18, 141\u2013153.","journal-title":"Journal of Mathematical Economics"},{"key":"3206_CR23","doi-asserted-by":"crossref","first-page":"43","DOI":"10.1007\/BF02032160","volume":"52","author":"I Gilboa","year":"1994","unstructured":"Gilboa, I., & Schmeidler, D. (1994). Additive representations of non-additive measures and the choquet integral. Annals of Operations Research, 52, 43\u201365.","journal-title":"Annals of Operations Research"},{"key":"3206_CR24","doi-asserted-by":"crossref","first-page":"197","DOI":"10.1287\/moor.20.1.197","volume":"20","author":"I Gilboa","year":"1995","unstructured":"Gilboa, I., & Schmeidler, D. (1995). Canonical representation of set functions. Mathematics of Operations Research, 20, 197\u2013212.","journal-title":"Mathematics of Operations Research"},{"key":"3206_CR25","doi-asserted-by":"crossref","first-page":"1329","DOI":"10.1093\/restud\/rdr013","volume":"78","author":"C Gollier","year":"2011","unstructured":"Gollier, C. (2011). Portfolio choice and asset prices: The comparative statics of ambiguity aversion. Review of Economic Studies, 78, 1329\u20131344.","journal-title":"Review of Economic Studies"},{"key":"3206_CR26","doi-asserted-by":"crossref","first-page":"459","DOI":"10.2307\/2297395","volume":"55","author":"J Hadar","year":"1988","unstructured":"Hadar, J., & Seo, T. K. (1988). Asset propotions in optimal portfolios. Review of Economic Studies, 55, 459\u2013468.","journal-title":"Review of Economic Studies"},{"key":"3206_CR27","doi-asserted-by":"crossref","first-page":"721","DOI":"10.2307\/2527171","volume":"31","author":"J Hadar","year":"1990","unstructured":"Hadar, J., & Seo, T. K. (1990). The effects of shifts in a return distribution on optimal portfolios. International Economic Review, 31, 721\u2013736.","journal-title":"International Economic Review"},{"key":"3206_CR28","doi-asserted-by":"crossref","first-page":"993","DOI":"10.1111\/jori.12188","volume":"85","author":"Y-C Huang","year":"2018","unstructured":"Huang, Y.-C., & Tzeng, L. Y. (2018). A mean-preserving increase in ambiguity and portfolio choices. Journal of Risk and Insurance, 85, 993\u20131012.","journal-title":"Journal of Risk and Insurance"},{"key":"3206_CR29","doi-asserted-by":"crossref","first-page":"213","DOI":"10.1016\/j.jet.2017.07.001","volume":"171","author":"I Jewitt","year":"2017","unstructured":"Jewitt, I., & Mukerji, S. (2017). Ordering ambiguous acts. Journal of Economic Theory, 171, 213\u2013267.","journal-title":"Journal of Economic Theory"},{"key":"3206_CR30","doi-asserted-by":"crossref","first-page":"719","DOI":"10.1016\/j.jet.2006.03.010","volume":"136","author":"P Jindapon","year":"2007","unstructured":"Jindapon, P., & Neilson, W. S. (2007). Higher-order generalizations of Arrow\u2013Pratt and ross risk aversion: A comparative statics approach. Journal of Economic Theory, 136, 719\u2013728.","journal-title":"Journal of Economic Theory"},{"key":"3206_CR31","doi-asserted-by":"crossref","first-page":"263","DOI":"10.2307\/1914185","volume":"47","author":"D Kahneman","year":"1979","unstructured":"Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47, 263\u2013291.","journal-title":"Econometrica"},{"key":"3206_CR32","doi-asserted-by":"crossref","first-page":"603","DOI":"10.1093\/rof\/rfq021","volume":"15","author":"D Kelsey","year":"2010","unstructured":"Kelsey, D., Kozhan, R., & Pang, W. (2010). Asymmetric momentum effects under uncertainty. Review of Finance, 15, 603\u2013631.","journal-title":"Review of Finance"},{"key":"3206_CR33","volume-title":"A treatise on probability","author":"JM Keynes","year":"1921","unstructured":"Keynes, J. M. (1921). A treatise on probability. London: MacMillan."},{"key":"3206_CR34","doi-asserted-by":"crossref","first-page":"237","DOI":"10.1111\/j.1467-9965.1996.tb00116.x","volume":"6","author":"M Kijima","year":"1996","unstructured":"Kijima, M., & Ohnishi, M. (1996). Portfolio selection problems via the bivariate characterization of stochastic dominance relations. Mathematical Finance, 6, 237\u2013277.","journal-title":"Mathematical Finance"},{"key":"3206_CR35","doi-asserted-by":"crossref","first-page":"1849","DOI":"10.1111\/j.1468-0262.2005.00640.x","volume":"73","author":"P Klibanoff","year":"2005","unstructured":"Klibanoff, P., Marinacci, M., & Mukerji, S. (2005). A smooth model of decision making under ambiguity. Econometrica, 73, 1849\u20131892.","journal-title":"Econometrica"},{"key":"3206_CR36","volume-title":"Risk, uncertainty and profit","author":"FH Knight","year":"1921","unstructured":"Knight, F. H. (1921). Risk, uncertainty and profit. Boston: Houghton Mifflin."},{"key":"3206_CR37","doi-asserted-by":"crossref","first-page":"204","DOI":"10.1016\/0022-0531(90)90092-X","volume":"50","author":"M Landsberger","year":"1990","unstructured":"Landsberger, M., & Meilijson, I. (1990). Demand for risky financial assets: A portfolio analysis. Journal of Economic Theory, 50, 204\u2013213.","journal-title":"Journal of Economic Theory"},{"key":"3206_CR38","volume-title":"Testing statistical hypotheses","author":"EL Lehmann","year":"2005","unstructured":"Lehmann, E. L. (2005). Testing statistical hypotheses (3rd ed.). Berlin: Springer.","edition":"3"},{"key":"3206_CR39","doi-asserted-by":"crossref","first-page":"555","DOI":"10.1287\/mnsc.38.4.555","volume":"38","author":"H Levy","year":"1992","unstructured":"Levy, H. (1992). Stochastic dominance and expected utility: Survey and analysis. Management Science, 38, 555\u2013593.","journal-title":"Management Science"},{"key":"3206_CR40","doi-asserted-by":"crossref","first-page":"571","DOI":"10.1257\/jel.37.2.571","volume":"37","author":"KK Lewis","year":"1999","unstructured":"Lewis, K. K. (1999). Trying to explain home bias in equities and consumption. Journal of Economic Literature, 37, 571\u2013608.","journal-title":"Journal of Economic Literature"},{"key":"3206_CR41","first-page":"921","volume":"70","author":"C Menezes","year":"1980","unstructured":"Menezes, C., Geiss, C., & Tressler, J. (1980). Increasing downside risk. American Economic Review, 70, 921\u2013932.","journal-title":"American Economic Review"},{"key":"3206_CR42","doi-asserted-by":"crossref","first-page":"243","DOI":"10.1007\/s11166-005-5102-x","volume":"31","author":"DJ Meyer","year":"2005","unstructured":"Meyer, D. J., & Meyer, J. (2005). Relative risk aversion: What do we know? Journal of Risk and Uncertainty, 31, 243\u2013262.","journal-title":"Journal of Risk and Uncertainty"},{"key":"3206_CR43","doi-asserted-by":"crossref","first-page":"113","DOI":"10.1007\/s11166-010-9099-4","volume":"41","author":"W Neilson","year":"2010","unstructured":"Neilson, W. (2010). A simplified axiomatic approach to ambiguity aversion. Journal of Risk and Uncertainty, 41, 113\u2013124.","journal-title":"Journal of Risk and Uncertainty"},{"key":"3206_CR44","unstructured":"Osaki, Y., & Schlesinger, H. (2014). Portfolio choice and ambiguous background risk. Working Paper, University of Alabama. Available at \nhttp:\/\/hschlesinger.people.ua.edu\/uploads\/2\/6\/8\/4\/26840405\/ambiguousbgr.pdf\n\n."},{"key":"3206_CR45","doi-asserted-by":"crossref","first-page":"123","DOI":"10.1016\/j.econlet.2018.11.009","volume":"174","author":"R Peter","year":"2019","unstructured":"Peter, R. (2019). Revisiting precautionary saving under ambiguity. Economics Letters, 174, 123\u2013127.","journal-title":"Economics Letters"},{"key":"3206_CR46","doi-asserted-by":"publisher","unstructured":"Peter, R., & Ying, J. (2018). Do you trust your insurer? Ambiguity about contract nonperformance and optimal insurance demand. Journal of Economic Behavior and Organization. \nhttps:\/\/doi.org\/10.1016\/j.jebo.2019.01.002\n\n.","DOI":"10.1016\/j.jebo.2019.01.002"},{"key":"3206_CR47","doi-asserted-by":"crossref","first-page":"321","DOI":"10.1016\/j.ejor.2013.04.015","volume":"230","author":"T Post","year":"2013","unstructured":"Post, T., & Kopa, M. (2013). General linear formulations of stochastic dominance criteria. European Journal of Operational Research, 230, 321\u2013332.","journal-title":"European Journal of Operational Research"},{"key":"3206_CR48","doi-asserted-by":"crossref","first-page":"122","DOI":"10.2307\/1913738","volume":"32","author":"JW Pratt","year":"1964","unstructured":"Pratt, J. W. (1964). Risk aversion in the small and the large. Econometrica, 32, 122\u2013136.","journal-title":"Econometrica"},{"key":"3206_CR49","doi-asserted-by":"crossref","first-page":"273","DOI":"10.1016\/j.ejor.2013.01.035","volume":"228","author":"D Roman","year":"2013","unstructured":"Roman, D., Mitra, G., & Zverovich, V. (2013). Enhanced indexation based on second-order stochastic dominance. European Journal of Operational Research, 228, 273\u2013281.","journal-title":"European Journal of Operational Research"},{"key":"3206_CR50","doi-asserted-by":"crossref","first-page":"225","DOI":"10.1016\/0022-0531(70)90038-4","volume":"2","author":"M Rothschild","year":"1970","unstructured":"Rothschild, M., & Stiglitz, J. E. (1970). Increasing risk: I. A definition. Journal of Economic Theory, 2, 225\u2013243.","journal-title":"Journal of Economic Theory"},{"key":"3206_CR51","doi-asserted-by":"crossref","first-page":"66","DOI":"10.1016\/0022-0531(71)90034-2","volume":"3","author":"M Rothschild","year":"1971","unstructured":"Rothschild, M., & Stiglitz, J. E. (1971). Increasing risk: II. Its economic consequences. Journal of Economic Theory, 3, 66\u201384.","journal-title":"Journal of Economic Theory"},{"key":"3206_CR52","doi-asserted-by":"crossref","first-page":"571","DOI":"10.2307\/1911053","volume":"57","author":"D Schmeidler","year":"1989","unstructured":"Schmeidler, D. (1989). Subjective probability and expected utility without additivity. Econometrica, 57, 571\u2013587.","journal-title":"Econometrica"},{"key":"3206_CR53","doi-asserted-by":"crossref","first-page":"175","DOI":"10.2307\/2526866","volume":"28","author":"U Segal","year":"1987","unstructured":"Segal, U. (1987). The Ellsberg paradox and risk aversion: An anticipated utility approach. International Economic Review, 28, 175\u2013202.","journal-title":"International Economic Review"},{"key":"3206_CR54","doi-asserted-by":"crossref","first-page":"273","DOI":"10.1287\/mnsc.1110.1361","volume":"58","author":"B Solnik","year":"2012","unstructured":"Solnik, B., & Zuo, L. (2012). A global equilibrium asset pricing model with home preference. Management Science, 58, 273\u2013292.","journal-title":"Management Science"},{"key":"3206_CR55","first-page":"2045","volume":"21","author":"B Solnik","year":"2017","unstructured":"Solnik, B., & Zuo, L. (2017). Relative optimism and the home bias puzzle. Review of Finance, 21, 2045\u20132074.","journal-title":"Review of Finance"}],"container-title":["Annals of Operations Research"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-019-03206-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10479-019-03206-1\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10479-019-03206-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,5,17]],"date-time":"2020-05-17T15:53:03Z","timestamp":1589730783000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10479-019-03206-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,4,11]]},"references-count":55,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2020,1]]}},"alternative-id":["3206"],"URL":"https:\/\/doi.org\/10.1007\/s10479-019-03206-1","relation":{},"ISSN":["0254-5330","1572-9338"],"issn-type":[{"value":"0254-5330","type":"print"},{"value":"1572-9338","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,4,11]]},"assertion":[{"value":"11 April 2019","order":1,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}