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q-fin.RM2012★ 1 cited
From Risk Measures to Research Measures
Marco Frittelli, Ilaria Peri
In order to evaluate the quality of the scientific research, we introduce a new family of scientific performance measures, called Scientific Research Measures (SRM). Our proposal o…
q-fin.RM2012★ 1 cited
Risk Measures on and Value At Risk with Probability/Loss function
Marco Frittelli, Marco Maggis, Ilaria Peri
We propose a generalization of the classical notion of the that takes into account not only the probability of the losses, but the balance between such probability and the…