Ilaria Peri
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Person:2875723
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 |
|---|---|---|
| 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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