| Risk measures on and value at risk with probability/loss function M Frittelli, M Maggis, I Peri Mathematical Finance 24 (3), 442-463, 2014 | 51 | 2014 |
| On the properties of the Lambda value at risk: robustness, elicitability and consistency M Burzoni, I Peri, CM Ruffo Quantitative Finance 17 (11), 1735-1743, 2017 | 21 | 2017 |
| Backtesting lambda value at risk J Corbetta, I Peri The European Journal of Finance 24 (13), 1075-1087, 2018 | 14 | 2018 |
| Lambda value at risk and regulatory capital: a dynamic approach to tail risk A Hitaj, C Mateus, I Peri Risks 6 (1), 17, 2018 | 14 | 2018 |
| An Axiomatization of -Quantiles F Bellini, I Peri SIAM Journal on Financial Mathematics 13 (1), SC26-SC38, 2022 | 11 | 2022 |
| Scientific research measures M Frittelli, L Mancini, I Peri Journal of the Association for Information Science and Technology 67 (12 …, 2016 | 6 | 2016 |
| A new approach to backtesting and risk model selection J Corbetta, I Peri Available at SSRN 2796253, 2018 | 5 | 2018 |
| Lambda value at risk: a new backtestable alternative to VaR A Hitaj, I Peri Available at SSRN, 2015 | 4 | 2015 |
| Risk contributions of lambda quantiles A Ince, I Peri, S Pesenti Quantitative Finance 22 (10), 1871-1891, 2022 | 3 | 2022 |
| A hybrid model for forecasting short-term electricity demand ME Athanasopoulou, J Deveikyte, A Mosca, I Peri, A Provetti Proceedings of the Second ACM International Conference on AI in Finance, 1-6, 2021 | 2 | 2021 |
| Quasi-convex risk measures and acceptability indices. Theory and applications. I Peri Università degli Studi di Milano-Bicocca, 2012 | 2 | 2012 |
| From Risk Measures to Research Measures M Frittelli, I Peri arXiv preprint arXiv:1205.1012, 2012 | 1 | 2012 |
| The Impact of Geopolitical Risk on the Volatility of Wheat Futures: A Quantile Ardl Approach R Amagbo, H Geman, I Peri Available at SSRN 4862317, 2024 | | 2024 |
| A Hybrid Model for Forecasting Short-Term Electricity Demand M Eleni Athanasopoulou, J Deveikyte, A Mosca, I Peri, A Provetti arXiv e-prints, arXiv: 2205.10449, 2022 | | 2022 |
| Online Appendix for:'Scientific Research Measures' M Frittelli, L Mancini, I Peri Available at SSRN 2535257, 2014 | | 2014 |
| Risk Measures on and Ambiguity for the Value At Risk: M Frittelli, I Peri, M Maggis | | 2012 |
| Risk Measures on P (R) and Ambiguity for the Value At Risk: ΛV@ R M Frittelli, M Maggis, I Peri arXiv preprint arXiv:1201.2257, 2012 | | 2012 |
