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~person:"Yoshiba, Toshinao"
~subject:"Risk measure"
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Risk measure
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Yoshiba, Toshinao
Wang, Ruodu
24
Rosazza Gianin, Emanuela
19
Righi, Marcelo Brutti
17
Brandtner, Mario
12
Bellini, Fabio
10
Kürsten, Wolfgang
10
Landsman, Zinoviy
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Tsanakas, Andreas
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Cai, Jun
9
Dhaene, Jan
9
Mao, Tiantian
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Bignozzi, Valeria
8
Diebold, Francis X.
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Feng, Runhuan
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Laeven, Roger J. A.
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Munari, Cosimo-Andrea
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Balbás de la Corte, Alejandro
7
Centrone, Francesca
7
Dowd, Kevin
7
Furman, Edward
7
Ghossoub, Mario
7
Müller, Fernanda Maria
7
Pichler, Alois
7
Riedel, Frank
7
Rudloff, Birgit
7
Vanduffel, Steven
7
Assa, Hirbod
6
Boonen, Tim J.
6
Cheung, Ka Chun
6
Fabozzi, Frank J.
6
Guégan, Dominique
6
Jiang, Wenjun
6
Kratz, Marie
6
Liu, Fangda
6
Rüschendorf, Ludger
6
Wilkens, Sascha
6
Xu, Huifu
6
Yamai, Yasuhiro
6
Balbás, Beatriz
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IMES discussion paper series / Englische Ausgabe
3
Monetary and economic studies
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ECONIS (ZBW)
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1
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:
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 [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
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:
5
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:
6
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:
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