BIROn - Birkbeck Institutional Research Online
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    Number of items: 5.

    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

    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.

    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.

    This list was generated on Sun May 16 05:34:45 2021 BST.