On elicitable risk measures (Q4683090): Difference between revisions

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+https://doi.org/10.1080/14697688.2014.946955
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+W2090347902
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+Q5386174
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Isotonicity properties of generalized quantiles
@@ Property / cites work: Isotonicity properties of generalized quantiles / rank @@
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+Conditional tail behaviour and Value at Risk
@@ Property / cites work: Conditional tail behaviour and Value at Risk / rank @@
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+Generalized quantiles as risk measures
@@ Property / cites work: Generalized quantiles as risk measures / rank @@
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+Robustness and sensitivity analysis of risk measurement procedures
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+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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+Stochastic finance. An introduction in discrete time
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+RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION
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+Making and Evaluating Point Forecasts
@@ Property / cites work: Making and Evaluating Point Forecasts / rank @@
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+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
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+On a subjective approach to risk measurement
@@ Property / cites work: On a subjective approach to risk measurement / rank @@
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+Comparative and qualitative robustness for law-invariant risk measures
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+Asymmetric Least Squares Estimation and Testing
@@ Property / cites work: Asymmetric Least Squares Estimation and Testing / rank @@
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+Statistical Methods for Financial Engineering
@@ Property / cites work: Statistical Methods for Financial Engineering / rank @@
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+Elicitation of Personal Probabilities and Expectations
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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+Publication:4683090