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Robert Rischau
Publication Activity (10 Years)
Years Active: 2018-2020
Publications (10 Years): 2
Top Topics
Belief State
Risk Aversion
Decision Theoretic
Portfolio Selection
Top Venues
Eur. J. Oper. Res.
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Publications
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Mario Brandtner
,
Wolfgang Kürsten
,
Robert Rischau
Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures.
Eur. J. Oper. Res.
285 (3) (2020)
Mario Brandtner
,
Wolfgang Kürsten
,
Robert Rischau
Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity.
Eur. J. Oper. Res.
264 (2) (2018)