//--> //--> //-->
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:"Brandtner, Mario"
~subject:"Financial investment"
~subject:"Risiko"
~type:"article"
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
Co-monotonicity of optimal inv...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Financial investment
Risiko
Portfolio selection
9
Portfolio-Management
8
Risikomaß
8
Risk measure
8
Theorie
8
Theory
8
Measurement
6
Messung
6
Risk
6
Risikomanagement
4
Risk management
4
Spectral risk measures
4
Conditional Value-at-Risk
3
Decision under risk
3
Entscheidung unter Risiko
3
Basel Accord
2
Basler Akkord
2
Comonotonicity
2
Decision analysis
2
Efficient frontier
2
Entropic risk measure
2
Optimal portfolio
2
Reinsurance
2
Risikoaversion
2
Risk aversion
2
Risk vulnerability
2
Rückversicherung
2
Axiomatic risk measures
1
Bank regulation
1
Bank risk
1
Bankenregulierung
1
Bankrisiko
1
Conditional value-at-risk
1
Convex shortfall risk measures
1
Erwartungsnutzen
1
Estimation
1
Expected Shortfall
1
Expected utility
1
Nonlinearly transformed risk measures
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Brandtner, Mario
Fabozzi, Frank J.
23
Wang, Ruodu
15
Righi, Marcelo Brutti
14
Satchell, Stephen
14
Wong, Wing Keung
14
Maurer, Raimond
13
Huang, Xiaoxia
12
Gollier, Christian
11
Eeckhoudt, Louis R.
10
Mao, Tiantian
10
Oehler, Andreas
10
Rosazza Gianin, Emanuela
10
Müller, Fernanda Maria
9
Rüschendorf, Ludger
9
Zaremba, Adam
9
Chiang, Thomas C.
8
Kakushadze, Zura
8
Martellini, Lionel
8
Weber, Martin
8
Bali, Turan G.
7
Furman, Edward
7
Guillén, Montserrat
7
Horn, Matthias
7
Lu, Xiaomeng
7
Mitchell, Olivia S.
7
Scherer, Bernd
7
Albrecht, Peter
6
Bellini, Fabio
6
Dobrynskaja, V. V.
6
Estrada, Javier
6
Härdle, Wolfgang
6
Jarrow, Robert A.
6
Luo, Yulei
6
Rieger, Marc Oliver
6
Rösch, Daniel
6
Scholtz, Hellmut D.
6
Tang, Qihe
6
Vanduffel, Steven
6
Veld- Merkoulova, Yulia
6
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
Journal of banking & finance
2
Quantitative finance
1
Scandinavian actuarial journal
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
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
Saved in:
4
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems : a comparison with mean-variance analysis
Brandtner, Mario
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5526-5537
Persistent link: https://www.econbiz.de/10010343658
Saved in:
5
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->