//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Yoshiba, Toshinao"
~subject:"Ausreißer"
~subject:"Credit risk"
~subject:"Measurement"
~subject:"Risk"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"LPM (Lower Partial Moments)"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Ausreißer
Credit risk
Measurement
Risk
Risikomaß
7
Risk measure
7
Theorie
7
Theory
7
Messung
3
Risikomanagement
3
Risk management
3
Aggregation
2
Multivariate Verteilung
2
Multivariate distribution
2
Bank
1
Bank lending
1
Bank risk
1
Bankrisiko
1
Financial services
1
Finanzdienstleistung
1
Kreditgeschäft
1
Kreditrisiko
1
Loss
1
Risiko
1
Simulation
1
Statistical distribution
1
Statistische Verteilung
1
Stress
1
Time series analysis
1
Verlust
1
Work stress
1
Zeitreihenanalyse
1
copula
1
economic capital
1
multivariate distribution
1
risk aggregation
1
tail dependence
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
5
Author
All
Yoshiba, Toshinao
Allen, David E.
16
McAleer, Michael
11
Huschens, Stefan
9
Powell, Robert
9
Stoja, Evarist
9
Vries, Casper G. de
9
Daníelsson, Jón
8
Chen Zhou
7
Lucas, André
7
Scaillet, Olivier
7
Chang, Chia-Lin
6
Daouia, Abdelaati
6
Dhaene, Jan
5
Farkas, Walter
5
Fermanian, Jean-David
5
Gouriéroux, Christian
5
Marcellino, Massimiliano
5
Pérez Amaral, Teodosio
5
Stupfler, Gilles
5
Weigert, Florian
5
Adrian, Tobias
4
Broll, Udo
4
Carriero, Andrea
4
Clark, Todd E.
4
Düllmann, Klaus
4
Girard, Stéphane
4
Härdle, Wolfgang
4
Pfingsten, Andreas
4
Polanski, Arnold
4
Schaumburg, Julia
4
Schienle, Melanie
4
Singh, Abhay Kumar
4
Barone-Adesi, Giovanni
3
Bormann, Carsten
3
Caporin, Massimiliano
3
Cañón, Carlos Iván
3
Chlebus, Marcin
3
Corsetti, Giancarlo
3
De Jonghe, Olivier
3
more ...
less ...
Published in...
All
IMES discussion paper series / Englische Ausgabe
4
Bank of Japan working paper series
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao
-
2013
Persistent link: https://www.econbiz.de/10010189914
Saved in:
2
Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress
Yamai, Yasuhiro
;
Yoshiba, Toshinao
-
2002
Persistent link: https://www.econbiz.de/10001676681
Saved in:
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
Saved in:
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
Saved in:
5
A simplified method for calculating the credit risk of lending portfolios
Ieda, Akira
;
Marumo, Kouhei
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001479160
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->