Recently, expectiles got s special attention in risk measure theory.  See for instance the work of Bellini, Rosazza-Gianin, Ziegel, ... The risk measures were introduced as the minimum of a convex functional and hence they satisfy statistical properties such as elicitability.  The same class of risk measures was introduced in my lecture notes of the Scuola Normale Superiore di Pisa (2000) without making a link to statistics.  Using the dual characterisation and the Kusuoka representation  we will link the expectiles with other risk measures.  Although the expectiles are not commonotone, there is a close relation with a commonotone risk measure.