Statistical Inference for Expectile-based Risk Measures
Author:
Affiliation:
1. Faculty of Mathematics; University of Duisburg-Essen; Campus Essen, Thea-Leymann-Strasse 9, D-45127 Essen Germany
2. Department of Mathematics; Saarland University; Campus E24, D-66123 Saarbrücken Germany
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/sjos.12259/fullpdf
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4. Risk management with expectiles;Bellini;European Journal of Finance,2015
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