Constructing elicitable risk measures

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ince, Akif, Moresco, Marlon, Peri, Ilaria, Pesenti, Silvana M.
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.03471