Bayes risk, elicitability, and the Expected Shortfall
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Publication:6054377
DOI10.1111/mafi.12313zbMath1522.91318OpenAlexW3159954713MaRDI QIDQ6054377
Tiantian Mao, Ruodu Wang, Qiuqi Wang, Paul Embrechts
Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12313
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