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subject:"Hedging"
~person:"Kürsten, Wolfgang"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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Search: subject_exact:"Portfolio-Theorie"
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Hedging
Risikomaß
Portfolio selection
6
Portfolio-Management
6
Theorie
6
Theory
6
Risk measure
5
Measurement
4
Messung
4
Risiko
4
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4
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3
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2
Risikoaversion
2
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2
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2
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1
Basel Accord
1
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1
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1
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Convex shortfall risk measures
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disutility based risk measure
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optimal reinsurance
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Kürsten, Wolfgang
Hammoudeh, Shawkat
28
Wang, Ruodu
18
Mensi, Walid
16
Kang, Sang Hoon
15
McAleer, Michael
14
Tiwari, Aviral Kumar
14
Righi, Marcelo Brutti
13
Fabozzi, Frank J.
12
Bouri, Elie
11
Janabi, Mazin A. M. al
11
Rüschendorf, Ludger
11
Vanduffel, Steven
11
Lien, Da-hsiang Donald
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Dhaene, Jan
9
Ghorbel, Ahmed
9
Melʹnikov, Aleksandr V.
9
Müller, Fernanda Maria
9
Nguyen, Duc Khuong
9
Uryasev, Stan
9
Bernard, Carole
8
Guesmi, Khaled
8
Ur Rehman, Mobeen
8
Zhu, Shushang
8
Barbi, Massimiliano
7
Brandtner, Mario
7
Härdle, Wolfgang
7
Kim, Young Shin
7
Li, Duan
7
Mora-Valencia, Andrés
7
Pérez Amaral, Teodosio
7
Tan, Ken Seng
7
Tang, Qihe
7
Van Vuuren, Gary
7
Alexander, Gordon J.
6
Cai, Jun
6
Chen, Zhiping
6
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6
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European journal of operational research : EJOR
2
Insurance / Mathematics & economics
1
Quantitative finance
1
Scandinavian actuarial journal
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
6
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1
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
2
Beyond expected utility : subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
285
(
2020
)
3
,
pp. 1114-1126
Persistent link: https://www.econbiz.de/10012239858
Saved in:
3
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
4
Entropic risk measures and their comparative statics in portfolio selection : coherence vs. convexity
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
European journal of operational research : EJOR
264
(
2018
)
2
,
pp. 707-716
Persistent link: https://www.econbiz.de/10011801916
Saved in:
5
Solvency II, regulatory capital, and optimal reinsurance : how good are conditional value-at-risk and spectral risk measures?
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 156-167
Persistent link: https://www.econbiz.de/10010469143
Saved in:
6
Standardhedging, Simultanhedging und Portefeuille-Theorie
Kürsten, Wolfgang
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
26
(
1997
)
3
,
pp. 119-123
Persistent link: https://www.econbiz.de/10001214566
Saved in:
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