Risk Measures: Robustness, Elicitability, and Backtesting

He, XD; Kou, S; Peng, XH

He, XD (通讯作者)，Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Hong Kong, Peoples R China.

ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION, 2022; 9 (): 141

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