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Nakano, Yumiharu
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On historical value at risk under distribution uncertainty
Iizuka, Atsushi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
Saved in:
2
Partial hedging for defaultable claims
Nakano, Yumiharu
- In:
Advances in mathematical economics
14
(
2011
),
pp. 127-145
Persistent link: https://www.econbiz.de/10008798045
Saved in:
3
Minimizing coherent risk measures of shortfall in discrete-time models with cone constraints
Nakano, Yumiharu
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001805377
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