Zeng, Xianfu; Song, Haiyan; Chen, Yanhong; Hu, Yijun Multivariate shortfall risk statistics with scenario analysis. (English) Zbl 07532297 Commun. Stat., Theory Methods 51, No. 3, 649-668 (2022). MSC: 91B30 91B32 91B70 62-XX PDF BibTeX XML Cite \textit{X. Zeng} et al., Commun. Stat., Theory Methods 51, No. 3, 649--668 (2022; Zbl 07532297) Full Text: DOI OpenURL
Kim, Sojung; Weber, Stefan Simulation methods for robust risk assessment and the distorted mix approach. (English) Zbl 07478903 Eur. J. Oper. Res. 298, No. 1, 380-398 (2022). MSC: 91G70 62P05 PDF BibTeX XML Cite \textit{S. Kim} and \textit{S. Weber}, Eur. J. Oper. Res. 298, No. 1, 380--398 (2022; Zbl 07478903) Full Text: DOI arXiv OpenURL
Embrechts, Paul; Schied, Alexander; Wang, Ruodu Robustness in the optimization of risk measures. (English) Zbl 1485.90079 Oper. Res. 70, No. 1, 95-110 (2022). MSC: 90C17 90C90 PDF BibTeX XML Cite \textit{P. Embrechts} et al., Oper. Res. 70, No. 1, 95--110 (2022; Zbl 1485.90079) Full Text: DOI arXiv OpenURL
Fissler, Tobias; Ziegel, Johanna F. On the elicitability of range value at risk. (English) Zbl 07454702 Stat. Risk. Model. 38, No. 1-2, 25-46 (2021). MSC: 62C99 62G35 62P05 91G70 PDF BibTeX XML Cite \textit{T. Fissler} and \textit{J. F. Ziegel}, Stat. Risk. Model. 38, No. 1--2, 25--46 (2021; Zbl 07454702) Full Text: DOI arXiv OpenURL
He, Xue Dong; Jiang, Zhaoli Optimal payoff under the generalized dual theory of choice. (English) Zbl 07443029 Oper. Res. Lett. 49, No. 3, 372-376 (2021). MSC: 91-XX 90-XX PDF BibTeX XML Cite \textit{X. D. He} and \textit{Z. Jiang}, Oper. Res. Lett. 49, No. 3, 372--376 (2021; Zbl 07443029) Full Text: DOI arXiv OpenURL
Wang, Ruodu; Ziegel, Johanna F. Scenario-based risk evaluation. (English) Zbl 1476.91222 Finance Stoch. 25, No. 4, 725-756 (2021). MSC: 91G70 PDF BibTeX XML Cite \textit{R. Wang} and \textit{J. F. Ziegel}, Finance Stoch. 25, No. 4, 725--756 (2021; Zbl 1476.91222) Full Text: DOI arXiv OpenURL
Liu, Fangda; Wang, Ruodu A theory for measures of tail risk. (English) Zbl 1471.91626 Math. Oper. Res. 46, No. 3, 1109-1128 (2021). MSC: 91G70 91G45 PDF BibTeX XML Cite \textit{F. Liu} and \textit{R. Wang}, Math. Oper. Res. 46, No. 3, 1109--1128 (2021; Zbl 1471.91626) Full Text: DOI OpenURL
Bellini, Fabio; Cesarone, Francesco; Colombo, Christian; Tardella, Fabio Risk parity with expectiles. (English) Zbl 1487.91024 Eur. J. Oper. Res. 291, No. 3, 1149-1163 (2021). MSC: 91B05 91G10 91G70 90C05 PDF BibTeX XML Cite \textit{F. Bellini} et al., Eur. J. Oper. Res. 291, No. 3, 1149--1163 (2021; Zbl 1487.91024) Full Text: DOI OpenURL
Obłój, Jan; Wiesel, Johannes Robust estimation of superhedging prices. (English) Zbl 1459.91200 Ann. Stat. 49, No. 1, 508-530 (2021). MSC: 91G20 62P05 62G20 62G35 PDF BibTeX XML Cite \textit{J. Obłój} and \textit{J. Wiesel}, Ann. Stat. 49, No. 1, 508--530 (2021; Zbl 1459.91200) Full Text: DOI arXiv Euclid OpenURL
Tzagkarakis, George; Maurer, Frantz An energy-based measure for long-run horizon risk quantification. (English) Zbl 07563070 Ann. Oper. Res. 289, No. 2, 363-390 (2020). MSC: 91Gxx 91Bxx 42Cxx PDF BibTeX XML Cite \textit{G. Tzagkarakis} and \textit{F. Maurer}, Ann. Oper. Res. 289, No. 2, 363--390 (2020; Zbl 07563070) Full Text: DOI OpenURL
Chen, You Li; Liu, Yan Yan; Mao, Guang Cai; Wu, Yuan Shan; Yan, Fei A new robust risk measure: quantile shortfall. (English) Zbl 1465.62160 Acta Math. Sin., Engl. Ser. 36, No. 9, 1014-1024 (2020). MSC: 62P05 62G08 62G07 62G35 91G70 PDF BibTeX XML Cite \textit{Y. L. Chen} et al., Acta Math. Sin., Engl. Ser. 36, No. 9, 1014--1024 (2020; Zbl 1465.62160) Full Text: DOI OpenURL
Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier Risk quantification and validation for Bitcoin. (English) Zbl 1479.62085 Oper. Res. Lett. 48, No. 4, 534-541 (2020). MSC: 62P05 62M10 62G05 62G35 91G70 PDF BibTeX XML Cite \textit{I. Jiménez} et al., Oper. Res. Lett. 48, No. 4, 534--541 (2020; Zbl 1479.62085) Full Text: DOI OpenURL
He, Yi; Hou, Yanxi; Peng, Liang; Shen, Haipeng Inference for conditional value-at-risk of a predictive regression. (English) Zbl 1469.62250 Ann. Stat. 48, No. 6, 3442-3464 (2020). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62G20 62G08 62M10 62P20 91G70 PDF BibTeX XML Cite \textit{Y. He} et al., Ann. Stat. 48, No. 6, 3442--3464 (2020; Zbl 1469.62250) Full Text: DOI Euclid OpenURL
Wang, Ruodu; Wei, Yunran; Willmot, Gordon E. Characterization, robustness, and aggregation of signed Choquet integrals. (English) Zbl 1455.91072 Math. Oper. Res. 45, No. 3, 993-1015 (2020). MSC: 91B05 62G35 91G10 PDF BibTeX XML Cite \textit{R. Wang} et al., Math. Oper. Res. 45, No. 3, 993--1015 (2020; Zbl 1455.91072) Full Text: DOI OpenURL
Deng, Xiaochuan; Sun, Fei Regulator-based risk statistics for portfolios. (English) Zbl 1459.91213 Discrete Dyn. Nat. Soc. 2020, Article ID 7015267, 6 p. (2020). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{X. Deng} and \textit{F. Sun}, Discrete Dyn. Nat. Soc. 2020, Article ID 7015267, 6 p. (2020; Zbl 1459.91213) Full Text: DOI arXiv OpenURL
Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, Stavros A. Integrated dynamic models for hedging international portfolio risks. (English) Zbl 1441.91073 Eur. J. Oper. Res. 285, No. 1, 48-65 (2020). MSC: 91G10 90C15 PDF BibTeX XML Cite \textit{N. Topaloglou} et al., Eur. J. Oper. Res. 285, No. 1, 48--65 (2020; Zbl 1441.91073) Full Text: DOI OpenURL
Luo, Sheng-Feng Dynamic mean-variance portfolios with risk budget. (English) Zbl 1444.91200 Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050007, 16 p. (2020). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{S.-F. Luo}, Int. J. Theor. Appl. Finance 23, No. 1, Article ID 2050007, 16 p. (2020; Zbl 1444.91200) Full Text: DOI OpenURL
Chen, Yanhong; Hu, Yijun Systemic risk statistics with scenario analysis. (English) Zbl 07539732 Commun. Stat., Theory Methods 48, No. 14, 3558-3569 (2019). MSC: 91B30 91B32 91B70 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Hu}, Commun. Stat., Theory Methods 48, No. 14, 3558--3569 (2019; Zbl 07539732) Full Text: DOI OpenURL
Liu, Wei; Wei, Linxiao; Hu, Yijun Multivariate convex risk statistics with scenario analysis. (English) Zbl 07529875 Commun. Stat., Theory Methods 48, No. 22, 5585-5601 (2019). MSC: 91B30 91B32 91B70 62-XX PDF BibTeX XML Cite \textit{W. Liu} et al., Commun. Stat., Theory Methods 48, No. 22, 5585--5601 (2019; Zbl 07529875) Full Text: DOI OpenURL
Righi, Marcelo Brutti A composition between risk and deviation measures. (English) Zbl 1450.91011 Ann. Oper. Res. 282, No. 1-2, 299-313 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B05 PDF BibTeX XML Cite \textit{M. B. Righi}, Ann. Oper. Res. 282, No. 1--2, 299--313 (2019; Zbl 1450.91011) Full Text: DOI arXiv OpenURL
Wu, Qi; Yan, Xing Capturing deep tail risk via sequential learning of quantile dynamics. (English) Zbl 1425.91435 J. Econ. Dyn. Control 109, Article ID 103771, 17 p. (2019). MSC: 91G70 62M10 62G32 PDF BibTeX XML Cite \textit{Q. Wu} and \textit{X. Yan}, J. Econ. Dyn. Control 109, Article ID 103771, 17 p. (2019; Zbl 1425.91435) Full Text: DOI OpenURL
Shen, Zhiyi; Liu, Yukun; Weng, Chengguo Nonparametric inference for VaR, CTE, and expectile with high-order precision. (English) Zbl 1426.91311 N. Am. Actuar. J. 23, No. 3, 364-385 (2019). MSC: 91G70 62P05 62G05 PDF BibTeX XML Cite \textit{Z. Shen} et al., N. Am. Actuar. J. 23, No. 3, 364--385 (2019; Zbl 1426.91311) Full Text: DOI OpenURL
Chen, Junyao; Sit, Tony; Wong, Hoi Ying Simulation-based value-at-risk for nonlinear portfolios. (English) Zbl 1422.91780 Quant. Finance 19, No. 10, 1639-1658 (2019). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{J. Chen} et al., Quant. Finance 19, No. 10, 1639--1658 (2019; Zbl 1422.91780) Full Text: DOI arXiv OpenURL
Fernández, José L.; Ferri, Enrico; Vázquez, Carlos Asymptotic stability of empirical processes and related functionals. (English) Zbl 1418.62057 J. Math. Anal. Appl. 475, No. 1, 755-768 (2019). Reviewer: Fraser Daly (Edinburgh) MSC: 62E20 60G10 60F05 62P05 PDF BibTeX XML Cite \textit{J. L. Fernández} et al., J. Math. Anal. Appl. 475, No. 1, 755--768 (2019; Zbl 1418.62057) Full Text: DOI arXiv OpenURL
Alexander, Carol; Kaeck, Andreas; Sumawong, Anannit A parsimonious parametric model for generating margin requirements for futures. (English) Zbl 1403.91378 Eur. J. Oper. Res. 273, No. 1, 31-43 (2019). MSC: 91G70 91G20 62P05 PDF BibTeX XML Cite \textit{C. Alexander} et al., Eur. J. Oper. Res. 273, No. 1, 31--43 (2019; Zbl 1403.91378) Full Text: DOI Link OpenURL
Flåm, Sjur Didrik On measures, pricing and sharing of risk. (English) Zbl 1476.91125 Rev. Invest. Oper. 39, No. 3, 326-340 (2018). MSC: 91G05 PDF BibTeX XML Cite \textit{S. D. Flåm}, Rev. Invest. Oper. 39, No. 3, 326--340 (2018; Zbl 1476.91125) Full Text: Link OpenURL
Cui, Xueting; Sun, Xiaoling; Zhu, Shushang; Jiang, Rujun; Li, Duan Portfolio optimization with nonparametric value at risk: a block coordinate descent method. (English) Zbl 07277775 INFORMS J. Comput. 30, No. 3, 454-471 (2018). MSC: 91Gxx PDF BibTeX XML Cite \textit{X. Cui} et al., INFORMS J. Comput. 30, No. 3, 454--471 (2018; Zbl 07277775) Full Text: DOI OpenURL
He, Xue Dong; Peng, Xianhua Surplus-invariant, law-invariant, and conic acceptance sets must be the sets induced by value at risk. (English) Zbl 1455.91271 Oper. Res. 66, No. 5, 1268-1275 (2018). MSC: 91G50 PDF BibTeX XML Cite \textit{X. D. He} and \textit{X. Peng}, Oper. Res. 66, No. 5, 1268--1275 (2018; Zbl 1455.91271) Full Text: DOI arXiv OpenURL
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu Quantile-based risk sharing. (English) Zbl 1455.91274 Oper. Res. 66, No. 4, 936-949 (2018). MSC: 91G70 PDF BibTeX XML Cite \textit{P. Embrechts} et al., Oper. Res. 66, No. 4, 936--949 (2018; Zbl 1455.91274) Full Text: DOI OpenURL
O’Cinneide, Colm A. Risk contributions: duality and sensitivity. (English) Zbl 1406.60105 Quant. Finance 18, No. 12, 2023-2033 (2018). MSC: 60J10 15A18 15B51 PDF BibTeX XML Cite \textit{C. A. O'Cinneide}, Quant. Finance 18, No. 12, 2023--2033 (2018; Zbl 1406.60105) Full Text: DOI OpenURL
Lotfi, Somayyeh; Zenios, Stavros A. Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances. (English) Zbl 1390.91335 Eur. J. Oper. Res. 269, No. 2, 556-576 (2018). MSC: 91G70 90C15 91G40 PDF BibTeX XML Cite \textit{S. Lotfi} and \textit{S. A. Zenios}, Eur. J. Oper. Res. 269, No. 2, 556--576 (2018; Zbl 1390.91335) Full Text: DOI OpenURL
He, Xue Dong; Kou, Steven Profit sharing in hedge funds. (English) Zbl 1403.91312 Math. Finance 28, No. 1, 50-81 (2018). MSC: 91G10 90B50 91B16 PDF BibTeX XML Cite \textit{X. D. He} and \textit{S. Kou}, Math. Finance 28, No. 1, 50--81 (2018; Zbl 1403.91312) Full Text: DOI OpenURL
Chen, An; Nguyen, Thai; Stadje, Mitja Optimal investment under VaR-regulation and minimum insurance. (English) Zbl 1401.91108 Insur. Math. Econ. 79, 194-209 (2018). MSC: 91B30 91G10 60H30 91G70 PDF BibTeX XML Cite \textit{A. Chen} et al., Insur. Math. Econ. 79, 194--209 (2018; Zbl 1401.91108) Full Text: DOI OpenURL
Kamiya, Shinichi; Zanjani, George Egalitarian equivalent capital allocation. (English) Zbl 1414.91206 N. Am. Actuar. J. 21, No. 3, 382-396 (2017). MSC: 91B30 91B18 91B32 PDF BibTeX XML Cite \textit{S. Kamiya} and \textit{G. Zanjani}, N. Am. Actuar. J. 21, No. 3, 382--396 (2017; Zbl 1414.91206) Full Text: DOI OpenURL
Zhou, Ke; Gao, Jiangjun; Li, Duan; Cui, Xiangyu Dynamic mean-VaR portfolio selection in continuous time. (English) Zbl 1402.91743 Quant. Finance 17, No. 10, 1631-1643 (2017). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{K. Zhou} et al., Quant. Finance 17, No. 10, 1631--1643 (2017; Zbl 1402.91743) Full Text: DOI OpenURL
Boonen, Tim J. Solvency II solvency capital requirement for life insurance companies based on expected shortfall. (English) Zbl 1405.91246 Eur. Actuar. J. 7, No. 2, 405-434 (2017). MSC: 91B30 91G70 62P05 PDF BibTeX XML Cite \textit{T. J. Boonen}, Eur. Actuar. J. 7, No. 2, 405--434 (2017; Zbl 1405.91246) Full Text: DOI OpenURL
Chen, Yanhong; Hu, Yijun Set-valued risk statistics with scenario analysis. (English) Zbl 1405.91250 Stat. Probab. Lett. 131, 25-37 (2017). MSC: 91B30 46N10 PDF BibTeX XML Cite \textit{Y. Chen} and \textit{Y. Hu}, Stat. Probab. Lett. 131, 25--37 (2017; Zbl 1405.91250) Full Text: DOI OpenURL
Rieger, Marc Oliver Characterization of acceptance sets for co-monotone risk measures. (English) Zbl 1394.91337 Insur. Math. Econ. 74, 147-152 (2017). MSC: 91G70 91B30 PDF BibTeX XML Cite \textit{M. O. Rieger}, Insur. Math. Econ. 74, 147--152 (2017; Zbl 1394.91337) Full Text: DOI OpenURL
Atakan, Semih; Bülbül, Kerem; Noyan, Nilay Minimizing value-at-risk in single-machine scheduling. (English) Zbl 1357.90062 Ann. Oper. Res. 248, No. 1-2, 25-73 (2017). MSC: 90B36 90C15 PDF BibTeX XML Cite \textit{S. Atakan} et al., Ann. Oper. Res. 248, No. 1--2, 25--73 (2017; Zbl 1357.90062) Full Text: DOI Link OpenURL
Kellner, Ralf; Rösch, Daniel Quantifying market risk with value-at-risk or expected shortfall? – Consequences for capital requirements and model risk. (English) Zbl 1401.91154 J. Econ. Dyn. Control 68, 45-63 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{R. Kellner} and \textit{D. Rösch}, J. Econ. Dyn. Control 68, 45--63 (2016; Zbl 1401.91154) Full Text: DOI OpenURL
Embrechts, Paul; Jakobsons, Edgars Dependence uncertainty for aggregate risk: examples and simple bounds. (English) Zbl 1356.91103 Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 395-417 (2016). MSC: 91G70 62G32 62P05 PDF BibTeX XML Cite \textit{P. Embrechts} and \textit{E. Jakobsons}, in: The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer. 395--417 (2016; Zbl 1356.91103) Full Text: DOI OpenURL
Kou, Steven; Peng, Xianhua On the measurement of economic tail risk. (English) Zbl 1378.91101 Oper. Res. 64, No. 5, 1056-1072 (2016). MSC: 91B30 91G70 91B06 PDF BibTeX XML Cite \textit{S. Kou} and \textit{X. Peng}, Oper. Res. 64, No. 5, 1056--1072 (2016; Zbl 1378.91101) Full Text: DOI arXiv OpenURL
Davis, Mark H. A. Verification of internal risk measure estimates. (English) Zbl 1356.91102 Stat. Risk. Model. 33, No. 3-4, 67-93 (2016). MSC: 91G70 60A05 62P05 PDF BibTeX XML Cite \textit{M. H. A. Davis}, Stat. Risk. Model. 33, No. 3--4, 67--93 (2016; Zbl 1356.91102) Full Text: DOI arXiv OpenURL
Ziegel, Johanna F. Coherence and elicitability. (English) Zbl 1390.91336 Math. Finance 26, No. 4, 901-918 (2016). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91G70 PDF BibTeX XML Cite \textit{J. F. Ziegel}, Math. Finance 26, No. 4, 901--918 (2016; Zbl 1390.91336) Full Text: DOI arXiv Link OpenURL
Assa, Hirbod Natural risk measures. (English) Zbl 1404.91133 Math. Financ. Econ. 10, No. 4, 441-456 (2016). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Assa}, Math. Financ. Econ. 10, No. 4, 441--456 (2016; Zbl 1404.91133) Full Text: DOI OpenURL
Fissler, Tobias; Ziegel, Johanna F. Higher order elicitability and Osband’s principle. (English) Zbl 1355.62006 Ann. Stat. 44, No. 4, 1680-1707 (2016); correction ibid. 49, No. 1, 614 (2021). Reviewer: Alex V. Kolnogorov (Novgorod) MSC: 62C05 62C20 62P05 91B06 PDF BibTeX XML Cite \textit{T. Fissler} and \textit{J. F. Ziegel}, Ann. Stat. 44, No. 4, 1680--1707 (2016; Zbl 1355.62006) Full Text: DOI arXiv Euclid OpenURL
Yao, Haixiang; Li, Yong; Benson, Karen A smooth non-parametric estimation framework for safety-first portfolio optimization. (English) Zbl 1406.91428 Quant. Finance 15, No. 11, 1865-1884 (2015). MSC: 91G10 62P05 62G05 PDF BibTeX XML Cite \textit{H. Yao} et al., Quant. Finance 15, No. 11, 1865--1884 (2015; Zbl 1406.91428) Full Text: DOI OpenURL
Babaei, Sadra; Sepehri, Mohammad Mehdi; Babaei, Edris Multi-objective portfolio optimization considering the dependence structure of asset returns. (English) Zbl 1346.91197 Eur. J. Oper. Res. 244, No. 2, 525-539 (2015). MSC: 91G10 90C29 90C59 PDF BibTeX XML Cite \textit{S. Babaei} et al., Eur. J. Oper. Res. 244, No. 2, 525--539 (2015; Zbl 1346.91197) Full Text: DOI OpenURL
He, Xue Dong; Jin, Hanqing; Zhou, Xun Yu Dynamic portfolio choice when risk is measured by weighted VaR. (English) Zbl 1377.91169 Math. Oper. Res. 40, No. 3, 773-796 (2015). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{X. D. He} et al., Math. Oper. Res. 40, No. 3, 773--796 (2015; Zbl 1377.91169) Full Text: DOI Link OpenURL
Lee, Jinwook; Prékopa, András Decision-making from a risk assessment perspective for corporate mergers and acquisitions. (English) Zbl 1356.91095 Comput. Manag. Sci. 12, No. 2, 243-266 (2015). MSC: 91G50 90C15 PDF BibTeX XML Cite \textit{J. Lee} and \textit{A. Prékopa}, Comput. Manag. Sci. 12, No. 2, 243--266 (2015; Zbl 1356.91095) Full Text: DOI OpenURL
Tian, Dejian; Jiang, Long Quasiconvex risk statistics with scenario analysis. (English) Zbl 1312.91060 Math. Financ. Econ. 9, No. 2, 111-121 (2015). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{D. Tian} and \textit{L. Jiang}, Math. Financ. Econ. 9, No. 2, 111--121 (2015; Zbl 1312.91060) Full Text: DOI OpenURL
Hong, L. Jeff; Hu, Zhaolin; Liu, Guangwu Monte Carlo methods for value-at-risk and conditional value-at-risk: a review. (English) Zbl 1369.91191 ACM Trans. Model. Comput. Simul. 24, No. 4, Article No. 22, 37 p. (2014). MSC: 91G60 65C05 91G70 PDF BibTeX XML Cite \textit{L. J. Hong} et al., ACM Trans. Model. Comput. Simul. 24, No. 4, Article No. 22, 37 p. (2014; Zbl 1369.91191) Full Text: DOI OpenURL
Asimit, Alexandru V.; Badescu, Alexandru M.; Verdonck, Tim Optimal risk transfer under quantile-based risk measurers. (English) Zbl 1284.91199 Insur. Math. Econ. 53, No. 1, 252-265 (2013). MSC: 91B30 PDF BibTeX XML Cite \textit{A. V. Asimit} et al., Insur. Math. Econ. 53, No. 1, 252--265 (2013; Zbl 1284.91199) Full Text: DOI Link OpenURL