In favour of Mahler’s First for concert (4)
I believe the answer is:
prom
'concert' is the definition.
(abbreviation for promenade concert)
'in favour of mahler's first' is the wordplay.
'in favour of' becomes 'pro' (I've seen this before).
'first' indicates taking the first letters.
The first letter of 'mahler' is 'm'.
'pro'+'m'='PROM'
'for' is the link.
(Other definitions for prom that I've seen before include "School ball (N America)" , "Short walk" , "Esplanade" , "US high school dance" , "hop" .)