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Research toward the practical application of liquidity risk evaluation methods
Hisata, Yoshifumi
;
Yamai, Yasuhiro
-
2000
Persistent link: https://www.econbiz.de/10001486133
Saved in:
2
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
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3
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:
4
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:
5
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:
6
On the risk capital framework of financial institutions
Ishikawa, Tatsuya
;
Yamai, Yasuhiro
;
Ieda, Akira
- In:
Monetary and economic studies
21
(
2003
)
3
,
pp. 83-105
Persistent link: https://www.econbiz.de/10001802336
Saved in:
7
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:
8
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:
9
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:
10
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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