//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~isPartOf:"Research paper series / Swiss Finance Institute"
~person:"Brandtner, Mario"
~subject:"Ausreißer"
~subject:"Measurement"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Measurement
Volatility
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Spectral risk measures
3
Theorie
3
Theory
3
Decision under risk
2
Entscheidung unter Risiko
2
Expected Shortfall
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Arrow-Pratt-risk aversion
1
Comonotonicity
1
Conditional Value-at-Risk
1
Efficient frontier
1
Exponential spectral risk measures
1
Optimal portfolio
1
Power spectral risk measures
1
Risikoaversion
1
Risikomanagement
1
Risk aversion
1
Risk management
1
Risk vulnerability
1
Ross-risk aversion
1
Subadditivity
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Brandtner, Mario
Farkas, Walter
3
Barone-Adesi, Giovanni
2
Breuer, Thomas
2
Burzoni, Matteo
2
McNeil, Alexander J.
2
Munari, Cosimo-Andrea
2
Peña Sánchez de Rivera, Juan Ignacio
2
Wang, Ruodu
2
Abduraimova, Kumushoy
1
Armstrong, John
1
Arx, Urs von
1
Audrino, Francesco
1
Banulescu, Denisa
1
Bedendo, Mascia
1
Bellini, Fabio
1
Bignozzi, Valeria
1
Brigo, Damiano
1
Brownlees, Christian
1
Candelon, Bertrand
1
Chabot, Ben
1
Chan, Kam Fong
1
Chen Zhou
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Chiu, Wan-chien
1
Cotter, John
1
Csiszár, Imre
1
Daníelsson, Jón
1
DiTraglia, Francis J.
1
Dias, Alexandra
1
Dowd, Kevin
1
Dudler, Martin
1
Ergün, Tolga A.
1
Faff, Robert W.
1
Filipović, Damir
1
Furman, Edward
1
Gagnon, Marie-Hélène
1
Gatzert, Nadine
1
Gerlach, Jeffrey R.
1
more ...
less ...
Published in...
All
Journal of banking & finance
Research paper series / Swiss Finance Institute
European journal of operational research : EJOR
2
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
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->