Fissler, Tobias, Hlavinova, Jana, Rudloff, Birgit. 2019. Elicitability and Identifiability of Systemic Risk Measures and other Set-Valued Functionals.
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Status of publication | Published |
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Affiliation | External |
Type of publication | Working/discussion paper, preprint |
Language | English |
Title | Elicitability and Identifiability of Systemic Risk Measures and other Set-Valued Functionals. |
Year | 2019 |
URL | https://arxiv.org/abs/1907.01306 |