搜索结果: 1-1 共查到“管理学 Elicitability”相关记录1条 . 查询时间(0.078 秒)
Coherence and elicitability
Coherent risk measures Decision theory Elicitability Expected shortfall Expectiles Law-invariant risk measures Spectral riskmeasures
2013/4/28
The risk of a financial position is usually summarized by a risk measure. As this risk measure has to be estimated from historical data, it is important to be able to verify and compare competing esti...