Quotation Fissler, Tobias. 2015. Higher order elicitability and Osband's principle: Expected Shortfall is jointly elicitable with Value at Risk. Dependence and Risk Measures, University of Milano-Bicocca, Italien, 12.11.-13.11.


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Status of publication Published
Affiliation External
Type of publication Paper presented at an academic conference or symposium
Language English
Title Higher order elicitability and Osband's principle: Expected Shortfall is jointly elicitable with Value at Risk.
Event Dependence and Risk Measures
Year 2015
Date 12.11.-13.11.
Country Italy
Location University of Milano-Bicocca

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Fissler, Tobias (Details)
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