Ilaria Peri

1. 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