Sensitivity measures based on scoring functions
2022 · European Journal of Operational Research · 39 citations
https://doi.org/10.1016/j.ejor.2022.10.002
T
Tobias Fissler
ETH Zurich(CH)
Claim or correct this author profile
Claim this profile or suggest corrections to the name, affiliation, bio, photo, or paper titles. Approved changes appear as verified CitedEvidence overlays.
44
Papers
393
Citations
9
h-index
7
i10-index
Tobias Fissler is an academic researcher from ETH Zurich. The author has contributed to research in topics: Financial Risk and Volatility Modeling & Risk and Portfolio Optimization & Statistical Methods and Inference. The author has an h-index of 9, co-authored 38 publications.
ORCID: 0000-0002-6541-7347Papers by this author
worksOsband’s principle for identification functions
2023 · Statistical Papers · 6 citations
https://doi.org/10.1007/s00362-023-01428-x
Elicitability and identifiability of set-valued measures of systemic risk
2020 · Finance and Stochastics · 5 citations
https://doi.org/10.1007/s00780-020-00446-z
Elicitability and identifiability of tail risk measures
2024 · arXiv (Cornell University) · 1 citations
https://doi.org/10.48550/arxiv.2404.14136
Backtesting Systemic Risk Forecasts Using Multi-Objective Elicitability
2023 · Figshare · 0 citations
https://doi.org/10.6084/m9.figshare.22626934
How to Compare Copula Forecasts?
2026 · Journal of Business and Economic Statistics · 0 citations
https://doi.org/10.1080/07350015.2025.2602855
Research topics
topicsChat about Author
Papers
Chat
Click to start Chat