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Bayes risk, elicitability, and the Expected Shortfall
Embrechts, Paul
;
Mao, Tiantian
;
Wang, Qiuqi
;
Wang, Ruodu
- In:
Mathematical Finance
31
(
2021
)
4
,
pp. 1190-1217
Persistent link: https://www.econbiz.de/10012538292
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