Coherence and elicitability
Year of publication: |
October 2016
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Authors: | Ziegel, Johanna F. |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 26.2016, 4, p. 901-918
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Subject: | coherent risk measures | decision theory | elicitability | expected shortfall | expectiles | law-invariant risk measures | spectral risk measures | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Entscheidung unter Risiko | Decision under risk | Risikomanagement | Risk management |
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