Quotation Fissler, Tobias. 2016. Higher Order Elicitability: Expected Shortfall is jointly elicitable with Value at Risk - Implications for Backtesting. Financial and Insurance Mathematics Talk, ETH Zürich, Zürich, 07.04.16


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Status of publication Published
Affiliation External
Type of publication Unpublished lecture
Language English
Title Higher Order Elicitability: Expected Shortfall is jointly elicitable with Value at Risk - Implications for Backtesting.
Event Financial and Insurance Mathematics Talk, ETH Zürich
Location Zürich
Event country Switzerland
Date April 7, 2016

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Fissler, Tobias (Details)
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