Ilaria Peri
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Numerical methods for lambda quantiles: robust evaluation and portfolio optimization SIAM Journal on Financial Mathematics | 2026-01-01 | Paper |
| Risk contributions of lambda quantiles Quantitative Finance | 2022-10-14 | Paper |
| Short communication: An axiomatization of \(\Lambda\)-quantiles SIAM Journal on Financial Mathematics | 2022-04-21 | Paper |
| On the properties of the lambda value at risk: robustness, elicitability and consistency Quantitative Finance | 2018-11-19 | Paper |
| On the properties of the lambda value at risk: robustness, elicitability and consistency Quantitative Finance | 2018-11-19 | Paper |
| Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function Mathematical Finance | 2014-08-11 | Paper |
Research outcomes over time
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