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~isPartOf:"Journal of banking & finance"
~person:"Brandtner, Mario"
~subject:"Risikomaß"
~subject:"United States"
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Brandtner, Mario
Allen, Linda
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Weiß, Gregor
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Journal of banking & finance
European journal of operational research : EJOR
3
29th International Conference of the French Finance Association (AFFI) 2012
1
Insurance / Mathematics & economics
1
Jena research papers in business and economics : working and discussion paper series School of Economics and Business Administration Friedrich Schiller University Jena
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Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
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ECONIS (ZBW)
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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
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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
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3
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
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