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isPartOf:"Tourism management : research, policies, practice"
~isPartOf:"Journal of banking & finance"
~person:"Brandtner, Mario"
~type_genre:"Aufsatz in Zeitschrift"
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Decision under risk
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Expected Shortfall
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Brandtner, Mario
Mikulić, Josip
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Tourism management : research, policies, practice
Journal of banking & finance
European journal of operational research : EJOR
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Journal of financial services research : JFSR
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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
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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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