Wolfgang Kürsten

Available identifiers

Publication	Date of Publication	Type
Portfolio selection with tail nonlinearly transformed risk measures -- a comparison with mean-CVaR analysis	2021-12-01	Paper
Nonlinearly transformed risk measures: properties and application to optimal reinsurance	2020-08-26	Paper
Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures	2020-05-27	Paper
Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited	2018-05-25	Paper
Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity	2017-11-23	Paper
Credit contracts, moral hazard, and the role of credit securities	2017-02-17	Paper
Solvency II, regulatory capital, and optimal reinsurance: how good are conditional value-at-risk and spectral risk measures?	2015-02-03	Paper
https://portal.mardi4nfdi.de/entity/Q3483034	1990-01-01	Paper

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