Rossello, Damiano http://orcid.org/0000-0001-9128-4149
Article History
Received: 22 September 2021
Accepted: 18 April 2022
First Online: 19 May 2022
Change Date: 27 August 2022
Change Type: Update
Change Details: Missing Open Access funding information has been added in the Funding Note.
Declarations
:
: The corresponding author states that there is no conflict of interest.
: The manuscript is not submitted to other journals. The manuscript has not been published elsewhere. Based on the well-developed framework of Acceptability Indices of Performance, the manuscript does provides a novel application using expectiles as coherent risk measures. Thus, it elaborates on this and provides additional new characterizations of expectile-based performance measures. The contribution presented is the author’s own.