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A participatory budget model under uncertainty
Gomez, Javier; Ríos Insua, David; Alfaro, Cesar - In: European journal of operational research : EJOR 249 (2016) 1, pp. 351-358
Persistent link: https://www.econbiz.de/10011435866
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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
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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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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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On deciding how to decide : desihning participatory budget processes
Gomez, Javier; Ríos Insua, David; Lavin, José María; … - In: European journal of operational research : EJOR 229 (2013) 3, pp. 743-750
Persistent link: https://www.econbiz.de/10009764888
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Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin; Brandtner, Mario; Kürsten, Wolfgang - In: Modern finance and risk management : Festschrift in …, (pp. 197-218). 2022
Persistent link: https://www.econbiz.de/10013336233