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Elicitability and identifiability of tail risk measures

Fuente: arXiv
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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
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