Mario Brandtner

According to our database, Mario Brandtner authored at least 4 papers between 2017 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Feature selection based index tracking: A two-stage approach for optimized sampling.

Thomas Robert Holy, Mario Brandtner, Christian Pigorsch

Appl. Soft Comput., 2026

2020

Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures.

Mario Brandtner, Wolfgang Kürsten, Robert Rischau

Eur. J. Oper. Res., 2020

2018

Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity.

Mario Brandtner, Wolfgang Kürsten, Robert Rischau

Eur. J. Oper. Res., 2018

2017

Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited.

Mario Brandtner, Wolfgang Kürsten

Eur. J. Oper. Res., 2017