Comparative analyses of expected shortfall and value-at-risk, [Pt.] (2): expected utility maximization and tail risk
Yasuhiro Yamai and Toshinao Yoshiba
| Year of publication: |
2002
|
|---|---|
| Authors: | Yamai, Yasuhiro ; Yoshiba, Toshinao |
| Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 20.2002, 2, p. 95-115
|
| Subject: | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Monetary and economic studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001669839