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On elicitable risk measures

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  • Fabio Bellini
  • Valeria Bignozzi

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Suggested Citation

  • Fabio Bellini & Valeria Bignozzi, 2015. "On elicitable risk measures," Quantitative Finance, Taylor & Francis Journals, vol. 15(5), pages 725-733, May.
    • Handle: RePEc:taf:quantf:v:15:y:2015:i:5:p:725-733
    DOI: 10.1080/14697688.2014.946955
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    References listed on IDEAS

    as
    1. Freddy Delbaen, 2013. "A Remark on the Structure of Expectiles," Papers 1307.5881, arXiv.org.
    2. repec:hal:journl:hal-00921283 is not listed on IDEAS
    3. Suzanne Emmer & Marie Kratz & Dirk Tasche, 2013. "What Is the Best Risk Measure in Practice? A Comparison of Standard Measures," Working Papers hal-00921283, HAL.
    Full references (including those not matched with items on IDEAS)

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