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~person:"Kürsten, Wolfgang"
~person:"Subramanian, Sreenivasan"
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Kürsten, Wolfgang
Subramanian, Sreenivasan
Silber, Jacques
27
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25
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25
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24
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ECONIS (ZBW)
19
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1
Tail nonlinearly transformed risk measure as a capital constraint : a better choice for bank regulation than conditional value-at-risk?
Bergk, Kerstin
;
Brandtner, Mario
;
Kürsten, Wolfgang
- In:
Modern finance and risk management : Festschrift in …
,
(pp. 197-218)
.
2022
Persistent link: https://www.econbiz.de/10013336233
Saved in:
2
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:
3
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:
4
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:
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
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:
7
Variable populations and the measurement of poverty and inequality : a selective overview
Subramanian, Sreenivasan
- In:
Indian economic review : biannual journal of the Delhi …
48
(
2013
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10010255698
Saved in:
8
Reckoning inter-group poverty differentials in the measurement of aggregate poverty
Subramanian, Sreenivasan
- In:
Pacific economic review
14
(
2009
)
1
,
pp. 46-55
Persistent link: https://www.econbiz.de/10003839591
Saved in:
9
Revisiting the normalization axiom in poverty measurement
Subramanian, Sreenivasan
- In:
Finnish economic papers
22
(
2009
)
2
,
pp. 89-98
Persistent link: https://www.econbiz.de/10003932794
Saved in:
10
The wellbeing implications of a change in the sex-ratio of a population
Jayaraj, Dhairiyarayar
;
Subramanian, Sreenivasan
- In:
Social choice and welfare
33
(
2009
)
1
,
pp. 129-150
Persistent link: https://www.econbiz.de/10003873226
Saved in:
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