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~isPartOf:"Applied economics letters"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of risk model validation"
~person:"Rischau, Robert"
~subject:"Portfolio selection"
~subject:"Welt"
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Applied economics letters
European journal of operational research : EJOR
The journal of risk model validation
Scandinavian actuarial journal
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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
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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
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