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~isPartOf:"Journal of banking & finance"
~person:"Brandtner, Mario"
~subject:"Risiko"
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Risiko
Risikomaß
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Risk
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Decision under risk
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Entscheidung unter Risiko
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Expected Shortfall
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Brandtner, Mario
Daníelsson, Jón
3
Faff, Robert W.
3
Armstrong, John
2
Baele, Lieven
2
Breuer, Thomas
2
Brigo, Damiano
2
Csóka, Péter
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Fung, W. K. H.
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Herings, Peter Jean-Jacques
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Kassa, Haimanot
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Kostakis, Alexandros
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Lundtofte, Frederik
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2
Trigeorgis, Lenos
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Tzeng, Larry Y.
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Valencia, Fabian
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Zhang, Ting
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Zhao, Huainan
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Zhong, Angel
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Zhu, Wei
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Adam-Müller, Axel F. A.
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Aivazian, Varouj A.
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Allen, Franklin
1
Alles, Lakshman
1
Almaghrabi, Khadija S.
1
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Journal of banking & finance
European journal of operational research : EJOR
2
Jena research papers in business and economics : working and discussion paper series School of Economics and Business Administration Friedrich Schiller University Jena
1
Journal of financial services research : JFSR
1
Quantitative finance
1
Scandinavian actuarial journal
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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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
Saved in:
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
Saved in:
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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