Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited. - Mario Brandtner; Wolfgang Kürsten (Eur. J. Oper. Res., 2017)

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)