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Search: person:"Yamai, Yasuhiro"
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Yamai, Yasuhiro
28
Yoshiba, Toshinao
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Ieda, Akira
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21
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/10009935004
Saved in:
22
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/10009935008
Saved in:
23
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:
24
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:
25
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:
26
Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
-
2000
Persistent link: https://www.econbiz.de/10001486133
Saved in:
27
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:
28
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/10009934959
Saved in:
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