On elicitable risk measures

被引：110

作者：

Bellini, Fabio ^{[1
]}

Bignozzi, Valeria ^{[2
]}

机构：

[1] Univ Milano Bicocca, Dipartimento Stat & Metodi Quantitat, I-20126 Milan, Italy

[2] ETH, Dept Math, RiskLab, CH-8092 Zurich, Switzerland

来源：

QUANTITATIVE FINANCE | 2015年 / 15卷 / 05期

关键词：

GENERALIZED QUANTILES; ROBUSTNESS;

D O I：

10.1080/14697688.2014.946955

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：725 / 733

页数：9

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