Bayes risk, elicitability, and the Expected Shortfall
| Year of publication: |
2021
|
|---|---|
| Authors: | Embrechts, Paul ; Mao, Tiantian ; Wang, Qiuqi ; Wang, Ruodu |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 31.2021, 4 (30.04.), p. 1190-1217
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12313 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012538292