Elicitability and identifiability of set-valued measures of systemic risk

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1432-1122

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: Elicitability and identifiability of set-valued measures of systemic risk ; volume:25 ; number:1 ; day:30 ; month:12 ; year:2020 ; pages:133-165 ; date:1.2021
Finance and stochastics ; 25, Heft 1 (30.12.2020), 133-165, 1.2021

Classification: Wirtschaft

Creator: Fissler, Tobias
Hlavinová, Jana
Rudloff, Birgit

Contributor: SpringerLink (Online service)

DOI: 10.1007/s00780-020-00446-z

URN: urn:nbn:de:101:1-2021020218013489471005

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:34 AM CEST

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Fissler, Tobias
Hlavinová, Jana
Rudloff, Birgit
SpringerLink (Online service)

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Elicitability and identifiability of set-valued measures of systemic risk

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