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Messung
Risk vulnerability
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background risk
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risk vulnerability
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incomplete markets
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multiplicative risk vulnerability
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portfolio choice
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Brandtner, Mario
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Kürsten, Wolfgang
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Rischau, Robert
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European journal of operational research : EJOR
1
Journal of banking & finance
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ECONIS (ZBW)
2
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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
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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