Funder
Japan Society for the Promotion of Science London
Publisher
Springer Science and Business Media LLC
Reference65 articles.
1. Acerbi, C. (2002). Spectral measures of risk: A coherent representation of subjective risk aversion. Journal of Banking & Finance, 26, 1505–1518.
2. Acerbi, C., & Szekely, B. (2014). Backtesting expected shortfall. RISK Magazine, 27, 76–81.
3. Acerbi, C., & Szekely, B. (2017). General properties of backtestable statistics. Unpublished manuscript.
4. Acerbi, C., & Szekely, B. (2019). The minimally biased backtest for ES. RISK Magazine, 32, 60–65.
5. Acerbi, C., & Székely, B. (2023). Backtestability and the ridge backtest. Frontiers of Mathematical Finance, 2, 497–521.