//--> //--> //-->
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:"Yamai, Yasuhiro"
~type_genre:"Article in journal"
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:"Expected shortfall"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
6
Risk measure
6
Theorie
5
Theory
5
Measurement
3
Messung
3
Risikomanagement
2
Risk management
2
Eigenkapital
1
Equity capital
1
Portfolio selection
1
Portfolio-Management
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
6
Author
All
Yamai, Yasuhiro
Wang, Ruodu
26
Hammoudeh, Shawkat
22
Righi, Marcelo Brutti
21
McAleer, Michael
19
Fabozzi, Frank J.
17
Mensi, Walid
15
Boonen, Tim J.
14
Rosazza Gianin, Emanuela
14
Uryasev, Stan
14
Cheung, Ka Chun
13
Janabi, Mazin A. M. al
13
Račev, Svetlozar T.
13
Tiwari, Aviral Kumar
13
Embrechts, Paul
12
Gerlach, Richard
12
Guillén, Montserrat
12
Härdle, Wolfgang
12
Kang, Sang Hoon
12
Mao, Tiantian
12
Rüschendorf, Ludger
12
Tan, Ken Seng
12
Bali, Turan G.
11
Brandtner, Mario
11
Cai, Jun
11
Daníelsson, Jón
11
Nadarajah, Saralees
11
Weiß, Gregor
11
Dowd, Kevin
10
Furman, Edward
10
Guégan, Dominique
10
Ji, Qiang
10
Karmakar, Madhusudan
10
Müller, Fernanda Maria
10
Peng, Liang
10
Vanduffel, Steven
10
Allen, David E.
9
Asimit, Alexandru V.
9
Balbás de la Corte, Alejandro
9
Bernard, Carole
9
Gupta, Rangan
9
more ...
less ...
Published in...
All
Monetary and economic studies
5
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Value-at-risk versus expected shortfall : a practical perspective
Yamai, Yasuhiro
;
Yoshiba, Toshinao
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 997-1015
Persistent link: https://www.econbiz.de/10002601150
Saved in:
2
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:
3
Comparative analyses of expected shortfall and value-at-risk [Teil] 3: their validity under market stress
Yamai, Yasuhiro
;
Yoshiba, Toshinao
- In:
Monetary and economic studies
20
(
2002
)
3
,
pp. 181-237
Persistent link: https://www.econbiz.de/10001705659
Saved in:
4
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
Saved in:
5
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:
6
Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
- In:
Monetary and economic studies
18
(
2000
)
2
,
pp. 83-127
Persistent link: https://www.econbiz.de/10001539617
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->