//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Kürsten, Wolfgang"
~person:"Dowd, Kevin"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Conditional value at risk"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Risikomaß
19
Risk measure
19
Theory
15
Risiko
11
Risk
11
Measurement
10
Messung
10
Portfolio selection
5
Portfolio-Management
5
Risikomanagement
5
Risk management
5
Decision under risk
4
Entscheidung unter Risiko
4
Risikoaversion
4
Risk aversion
4
Spectral risk measures
4
Ausreißer
2
Decision analysis
2
Entropic risk measure
2
Erwartungsnutzen
2
Expected utility
2
Outliers
2
Reinsurance
2
Rückversicherung
2
Agriculture
1
Arrow-Pratt-risk aversion
1
Axiomatic risk measures
1
Basel Accord
1
Basler Akkord
1
Comparative risk aversion
1
Conditional Value-at-Risk
1
Conditional value-at-risk
1
Consistency
1
Convex shortfall risk measures
1
Currency derivative
1
Decision support systems
1
Estimation
1
Expected Shortfall
1
Expected utility theory
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
15
Graue Literatur
6
Non-commercial literature
6
Aufsatz im Buch
5
Book section
5
Arbeitspapier
4
Working Paper
4
Bibliografie enthalten
1
Bibliography included
1
Hochschulschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
13
German
2
Author
All
Kürsten, Wolfgang
Dowd, Kevin
Wang, Ruodu
24
Righi, Marcelo Brutti
15
Rosazza Gianin, Emanuela
14
Rüschendorf, Ludger
12
Boonen, Tim J.
11
Brandtner, Mario
11
Cheung, Ka Chun
11
Embrechts, Paul
10
Fabozzi, Frank J.
10
Furman, Edward
10
Tan, Ken Seng
10
Landsman, Zinoviy
9
Mao, Tiantian
9
Rudloff, Birgit
9
Daníelsson, Jón
8
Gerlach, Richard
8
Härdle, Wolfgang
8
Munari, Cosimo-Andrea
8
Müller, Fernanda Maria
8
Puccetti, Giovanni
8
Račev, Svetlozar T.
8
Vanduffel, Steven
8
Asimit, Alexandru V.
7
Bernard, Carole
7
Cai, Jun
7
Chen, Zhiping
7
Chi, Yichun
7
Jarrow, Robert A.
7
Pichler, Alois
7
Su, Jianxi
7
Tang, Qihe
7
Bellini, Fabio
6
Dhaene, Jan
6
Guillén, Montserrat
6
Herrera, Rodrigo
6
Hu, Taizhong
6
Kim, Young Shin
6
Laeven, Roger J. A.
6
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of banking & finance
2
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Finance research letters
1
Insurance / Mathematics & economics
1
Journal of financial services research : JFSR
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Portfolio selection with tail nonlinearly transformed risk measures : a comparison with mean-CVaR analysis
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1011-1025
Persistent link: https://www.econbiz.de/10012515633
Saved in:
2
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:
3
Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
Saved in:
4
Solvency II, regulatory capital, and optimal reinsurance : how good are conditional value-at-risk and spectral risk measures?
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 156-167
Persistent link: https://www.econbiz.de/10010469143
Saved in:
5
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
Saved in:
6
Consistent modeling of risk averse behavior with spectral risk measures : Wächter/Mazzoni revisited
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 394-399
Persistent link: https://www.econbiz.de/10011645033
Saved in:
7
"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Brandtner, Mario
- In:
Journal of financial services research : JFSR
49
(
2016
)
1
,
pp. 121-131
Persistent link: https://www.econbiz.de/10011591964
Saved in:
8
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:
9
Estimating financial risk measures for options
Sorwar, Ghulam
;
Dowd, Kevin
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1982-1992
Persistent link: https://www.econbiz.de/10008665539
Saved in:
10
Using order statistics to estimate confidence intervals for quantile-based risk measures
Dowd, Kevin
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 9-14
Persistent link: https://www.econbiz.de/10003961010
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->