Ilaria Peri

Identifiers

• name variant Ilaria Peri 0.60 · backfill

Papers (6)

1. Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation q-fin.CP · 2026 · author #1
2. Ranking Metrics: Extending Acceptability and Performance Indexes q-fin.RM · 2026 · author #3
3. On the properties of the Lambda value at risk: robustness, elicitability and consistency q-fin.RM · 2016 · author #2
4. Backtesting Lambda Value at Risk q-fin.RM · 2016 · author #2
5. From Risk Measures to Research Measures q-fin.RM · 2012 · author #2
6. Risk Measures on $\mathcal{P}(\mathbb{R})$ and Value At Risk with Probability/Loss function q-fin.RM · 2012 · author #3

Mentions

• 1205.1012 #2 · backfill · confidence 0.70 Ilaria Peri
• 1201.2257 #3 · backfill · confidence 0.70 Ilaria Peri

Frequent Coauthors

• Marco Frittelli 2 shared papers
• Asmerilda Hitaj 1 shared papers
• Chiara Maria Ruffo 1 shared papers
• Elisa Mastrogiacomo 1 shared papers
• Jacopo Corbetta 1 shared papers
• Linus Wunderlich 1 shared papers
• Marcelo Righi 1 shared papers
• Marco Maggis 1 shared papers
• Matteo Burzoni 1 shared papers