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subject:"Welt"
type:"article"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of political economy"
~person:"Brandtner, Mario"
~subject:"Portfolio selection"
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Brandtner, Mario
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Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
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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
Saved in:
2
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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