Robert Rischau

According to our database, Robert Rischau authored at least 2 papers between 2018 and 2020.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

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