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Journal of the Association for Information Science and Technology
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.
Mathematical Finance
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.
Quantitative Finance
Ince, Akif and Peri, Ilaria and Pesenti, S. (2022) Risk contributions of lambda quantiles. Quantitative Finance 22 (10), pp. 1871-1891. ISSN 1469-7688.
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.
Risks
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.
SIAM Journal on Financial Mathematics
Bellini, F. and Peri, Ilaria (2022) Short communication: An axiomatization of $\Lambda$-Quantiles. SIAM Journal on Financial Mathematics 13 (1), SC26-SC38. ISSN 1945-497X.
The European Journal of Finance
Corbetta, J. and Peri, Ilaria (2018) Backtesting lambda value at risk. The European Journal of Finance 24 (13), pp. 1075-1087. ISSN 1351-847X.