Items where Author is "Rudloff, Birgit"

Article

Kovacova, Gabriela ORCID: https://orcid.org/0000-0003-2088-0597 and Rudloff, Birgit ORCID: https://orcid.org/0000-0003-1675-5451 (2021) Convex Projection and Convex Vector Optimization. Journal of Global Optimization. ISSN 1573-2916

Fissler, Tobias ORCID: https://orcid.org/0000-0002-6541-7347 and Hlavinova, Jana ORCID: https://orcid.org/0000-0002-7621-5687 and Rudloff, Birgit ORCID: https://orcid.org/0000-0003-1675-5451 (2021) Elicitability and Identifiability of Systemic Risk Measures. Finance and Stochastics, 25 (1). pp. 133-165. ISSN 1432-1122

Fissler, Tobias and Frongillo, Rafael and Hlavinova, Jana and Rudloff, Birgit ORCID: https://orcid.org/0000-0003-1675-5451 (2021) Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals. Electronic Journal of Statistics, 15 (1). pp. 1034-1084. ISSN 1935-7524

Kováčová, Gabriela and Rudloff, Birgit ORCID: https://orcid.org/0000-0003-1675-5451 (2021) Time consistency of the mean-risk problem. Operations Research, 69 (4). pp. 1100-1117. ISSN 1526-5463