Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity. - Mario Brandtner; Wolfgang Kürsten; Robert Rischau (Eur. J. Oper. Res., 2018)

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)