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**5**.

## Article

Hitaj, A. and Mateus, C. and Peri, Ilaria
(2018)
Lambda value at risk and regulatory capital: a dynamic approach to tail risk.
*Risks* 6
(1),
p. 17.
ISSN 2227-9091.

Corbetta, J. and Peri, Ilaria
(2018)
Backtesting lambda value at risk.
*The European Journal of Finance* 24
(13),
pp. 1075-1087.
ISSN 1351-847X.

Burzoni, M. and Peri, Ilaria and Ruffo, C.M.
(2017)
On the properties of the Lambda value at risk: robustness, elicitability and consistency.
*Quantitative Finance* 17
(11),
pp. 1735-1743.
ISSN 1469-7688.

Frittelli, M. and Mancini, L. and Peri, Ilaria
(2016)
Scientific research measures.
*Journal of the Association for Information Science and Technology* 67
(12),
pp. 3051-3063.
ISSN 2330-1643.

Frittelli, M. and Maggis, M. and Peri, Ilaria
(2014)
Risk measures on P(R) and value at risk with probability/loss function.
*Mathematical Finance* 24
(3),
pp. 442-463.
ISSN 0960-1627.