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subject:"Risiko"
subject:"Germany"
~isPartOf:"European journal of operational research : EJOR"
~person:"Brandtner, Mario"
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Risiko
Germany
Decision under risk
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Entscheidung unter Risiko
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Risikoaversion
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Risikomaß
3
Risk aversion
3
Risk measure
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Theorie
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Theory
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Entropic risk measure
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Expected utility
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Brandtner, Mario
Goerigk, Marc
8
Chassein, André
5
Escudero, Laureano F.
5
Grechuk, Bogdan
4
Shapiro, Alexander
4
Boonen, Tim J.
3
Chronopoulos, Michail
3
Gülpınar, Nalân
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Kasperski, Adam
3
Serra, Teresa
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Zieliński, Paweł
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Ahmed, Shabbir
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Alonso-Ayuso, Antonio
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Balbás de la Corte, Alejandro
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Balbás, Beatriz
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Bedford, Tim
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Bhuiyan, Tanveer Hossain
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Cheng, T. C. E.
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Coit, David W.
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De Reyck, Bert
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Doan, Xuan Vinh
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Ehrgott, Matthias
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Gendreau, Michel
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Guignard-Spielberg, Monique
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Kürsten, Wolfgang
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Lendl, Stefan
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Li, Duan
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Ling, Aifan
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Medal, Hugh R.
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Monge, Juan F.
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Oude Lansink, Alfons G. J. M.
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Pantelous, Athanasios A.
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Pichler, Alois
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Poss, Michael
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Rischau, Robert
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Rosazza Gianin, Emanuela
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Shen, Siqian
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European journal of operational research : EJOR
Journal of banking & finance
3
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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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
Saved in:
2
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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