Decision making under risk with spectral risk measures : concepts and applications in financial theory
Year of publication: |
[2016]
|
---|---|
Authors: | Brandtner, Mario |
Institutions: | Friedrich-Schiller-Universität Jena (degree granting) |
Publisher: |
Jena |
Subject: | Risikomaß | Risk measure | Fourier-Analyse | Fourier analysis | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Rückversicherung | Reinsurance | Theorie | Theory | Entscheidungstheorie | Risiko | Messung |
Description of contents: | Table of Contents [gbv.de] |
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Risikomessung mit dem Conditional Value-at-Risk : Implikationen für das Entscheidungsverhalten
Hanisch, Jendrik, (2006)
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Spatial risk measures and rate of spatial diversification
Koch, Erwan, (2019)
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Mathematical methods for the efficient assessment of market and credit risk
Reiß, Oliver, (2003)
- More ...
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Stolz-Gerhardt, Vera, (2021)
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Brandtner, Mario, (2014)
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Brandtner, Mario, (2012)
- More ...