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Ilaria Peri
Ilaria Peri
Email verificata su bbk.ac.uk
Titolo
Citata da
Citata da
Anno
Risk measures on and value at risk with probability/loss function
M Frittelli, M Maggis, I Peri
Mathematical Finance 24 (3), 442-463, 2014
482014
Risk measures on and value at risk with probability/loss function
M Frittelli, M Maggis, I Peri
Mathematical Finance 24 (3), 442-463, 2014
482014
On the properties of the Lambda value at risk: robustness, elicitability and consistency
M Burzoni, I Peri, CM Ruffo
Quantitative Finance 17 (11), 1735-1743, 2017
182017
Backtesting lambda value at risk
J Corbetta, I Peri
The European Journal of Finance 24 (13), 1075-1087, 2018
122018
Lambda value at risk and regulatory capital: a dynamic approach to tail risk
A Hitaj, C Mateus, I Peri
Risks 6 (1), 17, 2018
122018
An Axiomatization of -Quantiles
F Bellini, I Peri
SIAM Journal on Financial Mathematics 13 (1), SC26-SC38, 2022
82022
A new approach to backtesting and risk model selection
J Corbetta, I Peri
Available at SSRN 2796253, 2018
52018
Scientific research measures
M Frittelli, L Mancini, I Peri
Journal of the Association for Information Science and Technology 67 (12 …, 2016
52016
Lambda value at risk: a new backtestable alternative to VaR
A Hitaj, I Peri
Available at SSRN, 2015
42015
Risk contributions of lambda quantiles
A Ince, I Peri, S Pesenti
Quantitative Finance 22 (10), 1871-1891, 2022
12022
A hybrid model for forecasting short-term electricity demand
ME Athanasopoulou, J Deveikyte, A Mosca, I Peri, A Provetti
Proceedings of the Second ACM International Conference on AI in Finance, 1-6, 2021
12021
From Risk Measures to Research Measures
M Frittelli, I Peri
arXiv preprint arXiv:1205.1012, 2012
12012
Quasi-convex risk measures and acceptability indices. Theory and applications.
I Peri
Università degli Studi di Milano-Bicocca, 2012
12012
A Hybrid Model for Forecasting Short-Term Electricity Demand
M Eleni Athanasopoulou, J Deveikyte, A Mosca, I Peri, A Provetti
arXiv e-prints, arXiv: 2205.10449, 2022
2022
Online Appendix for:'Scientific Research Measures'
M Frittelli, L Mancini, I Peri
Available at SSRN 2535257, 2014
2014
Risk Measures on and Ambiguity for the Value At Risk:
M Frittelli, I Peri, M Maggis
2012
Risk Measures on P (R) and Ambiguity for the Value At Risk: ΛV@ R
M Frittelli, M Maggis, I Peri
arXiv preprint arXiv:1201.2257, 2012
2012
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–17