Peri, Ilaria

1. Backtesting Lambda Value at Risk
   2016/02/24 by Corbetta, Jacopo, Peri, Ilaria · 1 citation
   #91G70 #FOS: Economics and business #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)
2. On the properties of the Lambda value at risk: robustness, elicitability\n and consistency
   2016/03/31 by Matteo Burzoni, Burzoni, Matteo, Ilaria Peri +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Risk and Portfolio Optimization #Financial Risk and Volatility Modeling #Advanced Statistical Methods and Models