On elicitable risk measures (Q4683090): Difference between revisions

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+Q5386174
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+Coherent Measures of Risk
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+Isotonicity properties of generalized quantiles
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+Conditional tail behaviour and Value at Risk
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+Generalized quantiles as risk measures
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+Robustness and sensitivity analysis of risk measurement procedures
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+Convex measures of risk and trading constraints
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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
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+Robust Statistics
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+On a subjective approach to risk measurement
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+Comparative and qualitative robustness for law-invariant risk measures
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+Asymmetric Least Squares Estimation and Testing
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+Statistical Methods for Financial Engineering
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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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