Comparative analyses of expected shortfall and value-at-risk (2) : expected utility maximization and tail risk
Toshinao Yoshiba and Yasuhiro Yamai
| Year of publication: |
2001
|
|---|---|
| Authors: | Yoshiba, Toshinao ; Yamai, Yasuhiro |
| Publisher: |
Tokyo : Inst. for Monetary and Economic Studies |
| Subject: | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | 29 S graph. Darst |
|---|---|
| Series: | IMES discussion paper series. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 2001,14 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Kein mehrbändig begrenztes Werk! Literaturverz. S. 27 - 29 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001607851