Wolfgang Kürsten

Publication Activity (10 Years)

Years Active: 2017-2020
Publications (10 Years): 3

Top Topics

Portfolio Selection

Expected Utility

Utility Function

Top Venues

Eur. J. Oper. Res.

Publications

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)
Mario Brandtner, Wolfgang Kürsten
Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited. Eur. J. Oper. Res. 259 (1) (2017)