Elicitability and identifiability of tail risk measures

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Fissler, Tobias, Liu, Fangda, Wang, Ruodu, Wei, Linxiao
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Statistics Theory Risk Management Methodology 91G70, 62F07, 62G32, 62P05
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2404.14136