Browse by Person

Group by: Item Type | Date | Journal or Publication Title | No Grouping

Jump to: Article

Number of items: 1.

Article

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.

This list was generated on Tue Nov 26 06:20:58 2024 GMT.