Elicitability and Identifiability of Systemic Risk Measures
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Cited by:
- Ruodu Wang & Yunran Wei, 2020. "Risk functionals with convex level sets," Mathematical Finance, Wiley Blackwell, vol. 30(4), pages 1337-1367, October.
- Tobias Fissler & Jana Hlavinová & Birgit Rudloff, 2021. "Elicitability and identifiability of set-valued measures of systemic risk," Finance and Stochastics, Springer, vol. 25(1), pages 133-165, January.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2019-07-15 (Risk Management)
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