Performance measurement with expectiles
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Publication:2145704
DOI10.1007/s10203-022-00369-8zbMath1492.91436OpenAlexW4280572404MaRDI QIDQ2145704
Publication date: 17 June 2022
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-022-00369-8
elicitabilityconditional performance measureacceptability indicesexpectile-based coherent risk measures
Cites Work
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