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~person:"Dionne, Georges"
~person:"Powell, Robert"
~person:"Yoshiba, Toshinao"
~subject:"Messung"
~type_genre:"Arbeitspapier"
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Dionne, Georges
Powell, Robert
Yoshiba, Toshinao
Dhaene, Jan
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ECONIS (ZBW)
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CVaR and credit risk measurement
Powell, Robert
;
Allen, David E.
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2009
Persistent link: https://www.econbiz.de/10008667291
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2
Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress
Yamai, Yasuhiro
;
Yoshiba, Toshinao
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2002
Persistent link: https://www.econbiz.de/10001676681
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3
Comparative analyses of expected shortfall and value-at-risk (2) : expected utility maximization and tail risk
Yoshiba, Toshinao
;
Yamai, Yasuhiro
-
2001
Persistent link: https://www.econbiz.de/10001607851
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4
Comparative analyses of expected shortfall and VaR : their estimation error, decomposition, and optimization
Yamai, Yasuhiro
;
Yoshiba, Toshinao
-
2001
Persistent link: https://www.econbiz.de/10001598298
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