Pages that link to "Item:Q4555176"
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The following pages link to On the properties of the Lambda value at risk: robustness, elicitability and consistency (Q4555176):
Displaying 4 items.
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Risks in emerging markets equities: time-varying versus spatial risk analysis (Q2137671) (← links)
- Risk contributions of lambda quantiles* (Q5041667) (← links)
- Short Communication: An Axiomatization of $\Lambda$-Quantiles (Q5071491) (← links)