Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
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
Cover Image
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