Higher Order Elicitability: Expected Shortfall is jointly elicitable with Value at Risk - Implications for Backtesting.

  • Tobias Fissler (Redner*in)

Aktivität: Vortrag › Vortrag auf sonstiger Veranstaltung (Science-to-Professionals/Public)

Zeitraum7 Apr. 2016
EreignistitelFinancial and Insurance Mathematics Talk, ETH Zürich
VeranstaltungstypKeine Angaben