//--> //--> //-->
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"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Risikomaß
9
Risk measure
9
Theory
9
Measurement
7
Messung
7
Risiko
7
Risk
7
Portfolio selection
5
Portfolio-Management
5
Decision under risk
4
Entscheidung unter Risiko
4
Risikoaversion
4
Risk aversion
4
Risikomanagement
3
Risk management
3
Spectral risk measures
3
Decision analysis
2
Entropic risk measure
2
Erwartungsnutzen
2
Expected utility
2
Reinsurance
2
Rückversicherung
2
Arrow-Pratt-risk aversion
1
Axiomatic risk measures
1
Basel Accord
1
Basler Akkord
1
Conditional Value-at-Risk
1
Conditional value-at-risk
1
Consistency
1
Convex shortfall risk measures
1
Decision support systems
1
Expected Shortfall
1
Expected utility theory
1
Exponential spectral risk measures
1
Management information system
1
Management-Informationssystem
1
Nonlinearly transformed risk measures
1
Optimal deductible
1
Optimal reinsurance
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
9
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Hochschulschrift
1
Konferenzschrift
1
Working Paper
1
more ...
less ...
Language
All
English
7
German
2
Author
All
Kürsten, Wolfgang
Wang, Ruodu
24
Righi, Marcelo Brutti
14
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
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
Müller, Fernanda Maria
7
Pichler, Alois
7
Su, Jianxi
7
Tang, Qihe
7
Bellini, Fabio
6
Dhaene, Jan
6
Dowd, Kevin
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
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Quantitative finance
1
Scandinavian actuarial journal
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
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:
8
Kohärente Risikomessung versus individuelle Akzeptanzmengen : Anmerkungen zum impliziten Risikoverständnis des "Conditional Value-at-Risk"
Kürsten, Wolfgang
;
Brandtner, Mario
- In:
Schmalenbachs Zeitschrift für betriebswirtschaftliche …
61
(
2009
)
4
,
pp. 358-381
Persistent link: https://www.econbiz.de/10003844609
Saved in:
9
Risikomessung, Risikomaße und Value-at-Risk
Kürsten, Wolfgang
;
Straßberger, Mario
- In:
Das Wirtschaftsstudium : wisu ; Zeitschrift für …
33
(
2004
)
2
,
pp. 202-207
Persistent link: https://www.econbiz.de/10001926253
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->