A Remark on the Structure of Expectiles
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- repec:bla:scjsta:v:44:y:2017:i:2:p:425-454 is not listed on IDEAS
- Paul Embrechts & Giovanni Puccetti & Ludger Rüschendorf & Ruodu Wang & Antonela Beleraj, 2014. "An Academic Response to Basel 3.5," Risks, MDPI, Open Access Journal, vol. 2(1), pages 1-24, February.
- Freddy Delbaen & Fabio Bellini & Valeria Bignozzi & Johanna F. Ziegel, 2014. "Risk measures with the CxLS property," Papers 1411.0426, arXiv.org.
- Edgars Jakobsons & Steven Vanduffel, 2015. "Dependence Uncertainty Bounds for the Expectile of a Portfolio," Risks, MDPI, Open Access Journal, vol. 3(4), pages 1-25, December.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-07-28 (All new papers)
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