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isPartOf:"International economic review"
subject:"Risk"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic theory"
~person:"Brandtner, Mario"
~person:"Caballé, Jordi"
~person:"Karni, Edi"
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24
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10
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7
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5
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Brandtner, Mario
Caballé, Jordi
Karni, Edi
Epstein, Larry G.
8
Chew, Soo-Hong
6
Segal, Uzi
6
Gollier, Christian
5
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International economic review
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of banking & finance
Journal of economic theory
Working papers in economics
5
Working Papers in Economics, The Johns Hopkins University, Department of Political Economy
3
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2
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2
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ECONIS (ZBW)
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1
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario
- In:
Journal of banking & finance
89
(
2018
),
pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
Saved in:
2
Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Journal of banking & finance
58
(
2015
),
pp. 268-280
Persistent link: https://www.econbiz.de/10011544006
Saved in:
3
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
4
Mixed risk aversion
Caballé, Jordi
- In:
Journal of economic theory
71
(
1996
)
2
,
pp. 485-513
Persistent link: https://www.econbiz.de/10001212771
Saved in:
5
Imperfect competition in a multi-security market with risk neutrality
Caballé, Jordi
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
3
,
pp. 695-704
Persistent link: https://www.econbiz.de/10001252925
Saved in:
6
A definition of subjective probabilities with state-dependent preferences
Karni, Edi
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 187-198
Persistent link: https://www.econbiz.de/10001139696
Saved in:
7
Subjective expected utility theory with state-dependent preferences
Karni, Edi
- In:
Journal of economic theory
60
(
1993
)
2
,
pp. 428-438
Persistent link: https://www.econbiz.de/10001147164
Saved in:
8
Utility theory with probability-dependent outcome valuation
Karni, Edi
- In:
Journal of economic theory
57
(
1992
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10001126853
Saved in:
9
Generalized expected utility analysis of multivariate risk aversion
Karni, Edi
- In:
International economic review
30
(
1989
)
2
,
pp. 297-305
Persistent link: https://www.econbiz.de/10001068032
Saved in:
10
Generalized expected utility analysis of risk aversion with state-dependent preferences
Karni, Edi
- In:
International economic review
28
(
1987
)
1
,
pp. 229-240
Persistent link: https://www.econbiz.de/10001018853
Saved in:
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