Wolfgang Kürsten

According to our database¹, Wolfgang Kürsten authored at least 3 papers between 2017 and 2020.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2020

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

[DOI]

Eur. J. Oper. Res., 2020

2018

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

[DOI]

Eur. J. Oper. Res., 2018

2017

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

[DOI]

Eur. J. Oper. Res., 2017