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subject:"Monetary policy"
subject:"United States"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of international money and finance"
~person:"Brandtner, Mario"
~subject:"Risk measure"
~subject:"Risk"
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Monetary policy
United States
Risk measure
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Entscheidung unter Risiko
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Brandtner, Mario
Goerigk, Marc
8
Escudero, Laureano F.
6
Boonen, Tim J.
5
Chassein, André
5
Grechuk, Bogdan
5
Shapiro, Alexander
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Berger, Allen N.
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Cheng, T. C. E.
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European journal of operational research : EJOR
Journal of banking & finance
Journal of international money and finance
29th International Conference of the French Finance Association (AFFI) 2012
1
Insurance / Mathematics & economics
1
Jena research papers in business and economics : working and discussion paper series School of Economics and Business Administration Friedrich Schiller University Jena
1
Journal of financial services research : JFSR
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
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Quantitative finance
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Scandinavian actuarial journal
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
Consistent modeling of risk averse behavior with spectral risk measures : Wächter/Mazzoni revisited
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 394-399
Persistent link: https://www.econbiz.de/10011645033
Saved in:
5
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:
6
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:
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