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A Simplified Method for Calcul...
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ECONIS (ZBW)
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RePEc
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31
On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
20
(
2002
)
1
,
pp. 57-85
Persistent link: https://www.econbiz.de/10001636734
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32
Comparative analyses of expected shortfall and value-at-risk, [Pt. 1]: their estimation error, decomposition, and optimization
Yamai, Yasuhiro
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
20
(
2002
)
1
,
pp. 87-121
Persistent link: https://www.econbiz.de/10001636735
Saved in:
33
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:
34
Model risk and its control
Katō, Toshiyasu
;
Yoshiba, Toshinao
-
2000
Persistent link: https://www.econbiz.de/10001486141
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35
Model risk and its control
Katō, Toshiyasu
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 129-157
Persistent link: https://www.econbiz.de/10001539621
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36
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
-
1998
Persistent link: https://www.econbiz.de/10000994639
Saved in:
37
Market price analysis and risk management for convertible bonds
Ohtake, Fuminobu
;
Oda, Nobuyuki
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 47-89
Persistent link: https://www.econbiz.de/10001402183
Saved in:
38
Comparative analyses of expected shortfall and value-at-risk, [Pt.] (2): expected utility maximization and tail risk
Yamai, Yasuhiro
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
20
(
2002
)
2
,
pp. 95-115
Persistent link: https://www.econbiz.de/10001669839
Saved in:
39
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:
40
On the validity of value-at-risk : comparative analyses with expected shortfall
Yamai, Yasuhiro
;
Yoshiba, Toshinao
-
2001
Persistent link: https://www.econbiz.de/10001564769
Saved in:
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