Pages that link to "Item:Q2015471"
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The following pages link to Generalized quantiles as risk measures (Q2015471):
Displaying 50 items.
- Local polynomial expectile regression (Q123172) (← links)
- Tail risk inference via expectiles in heavy-tailed time series (Q135350) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Expectile asymptotics (Q309591) (← links)
- What attitudes to risk underlie distortion risk measure choices? (Q320275) (← links)
- Risk concentration based on expectiles for extreme risks under FGM copula (Q495516) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Learning rates for kernel-based expectile regression (Q669274) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations (Q784734) (← links)
- Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
- Spatial expectile predictions for elliptical random fields (Q1657810) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- An SVM-like approach for expectile regression (Q1658446) (← links)
- Bayesian quantile regression using the skew exponential power distribution (Q1663095) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Extreme-aggregation measures in the RDEU model (Q1726940) (← links)
- Mark to market value at risk (Q1739653) (← links)
- Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Expectile depth: theory and computation for bivariate datasets (Q2034470) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Mean-expectile portfolio selection (Q2041013) (← links)
- The functional \(k\mathrm{NN}\) estimator of the conditional expectile: uniform consistency in number of neighbors (Q2076038) (← links)
- Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
- Point forecasting and forecast evaluation with generalized Huber loss (Q2136606) (← links)
- Joint inference on extreme expectiles for multivariate heavy-tailed distributions (Q2137005) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- On automatic bias reduction for extreme expectile estimation (Q2172112) (← links)
- Asymptotic distributions and performance of empirical skewness measures (Q2178161) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function (Q2216181) (← links)
- ExpectHill estimation, extreme risk and heavy tails (Q2225005) (← links)
- Aggregation of opinions and risk measures (Q2231390) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Weak convergence of quantile and expectile processes under general assumptions (Q2278664) (← links)
- Tail expectile process and risk assessment (Q2278671) (← links)
- Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
- Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
