This article reviews two leading measures of financial risk and an emerging alternative. Embraced by the Basel accords, value-at-risk and expected shortfall are the leading measures of financial risk. Expectiles offset the weaknesses of value-at-risk (VaR) and expected shortfall. Indeed,...

Platforms facilitate transactions between service providers, consumers, and advertisers by providing information, and matching supply and demand. Taking into account the platform's cross-network externalities, we developed two three-stage game-theoretic pricing models under single and dual...