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type_genre:"Article in journal"
~person:"Bellini, Fabio"
~person:"Brandtner, Mario"
~person:"Jarrow, Robert A."
~subject:"Portfolio selection"
~type_genre:"Reprint"
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Portfolio selection
Risiko
29
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29
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24
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17
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17
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16
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16
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Article in journal
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16
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Bellini, Fabio
Brandtner, Mario
Jarrow, Robert A.
Wang, Ruodu
15
Righi, Marcelo Brutti
13
Huang, Xiaoxia
12
Wong, Wing Keung
12
Gollier, Christian
11
Eeckhoudt, Louis R.
10
Fabozzi, Frank J.
10
Mao, Tiantian
10
Rosazza Gianin, Emanuela
10
Müller, Fernanda Maria
9
Kakushadze, Zura
8
Rüschendorf, Ludger
8
Satchell, Stephen
8
Furman, Edward
7
Vanduffel, Steven
7
Bali, Turan G.
6
Guillén, Montserrat
6
Luo, Yulei
6
Rösch, Daniel
6
Tang, Qihe
6
Wagner, Niklas F.
6
Yu, Willie
6
Zaremba, Adam
6
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5
Cai, Jun
5
Chen, An
5
Denuit, Michel
5
Hammoudeh, Shawkat
5
Laeven, Roger J. A.
5
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5
Liu, Haiyan
5
Maurer, Raimond
5
Siu, Tak Kuen
5
Su, Jianxi
5
Tavakoli Baghdadabad, Mohammad Reza
5
Xu, Huifu
5
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4
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European journal of operational research : EJOR
3
Journal of banking & finance
3
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2
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2
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1
Finance research letters
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ECONIS (ZBW)
16
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1
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
2
Parametric measures of variability induced by risk measures
Bellini, Fabio
;
Fadina, Tolulope
;
Wang, Ruodu
;
Wei, Yunran
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 270-284
Persistent link: https://www.econbiz.de/10013380547
Saved in:
3
Risk parity with expectiles
Bellini, Fabio
;
Cesarone, Francesco
;
Colombo, Christian
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
3
,
pp. 1149-1163
Persistent link: https://www.econbiz.de/10012495399
Saved in:
4
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:
5
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:
6
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:
7
Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles
Jarrow, Robert A.
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 115-146
Persistent link: https://www.econbiz.de/10012055755
Saved in:
8
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:
9
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:
10
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
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