On the validity of value-at-risk: comparative analyses with expected shortfall
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
Institute for Monetary and Economic Studies
2001
|
| Schriftenreihe: | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series
2001,4 |
| Schlagworte: | |
| Beschreibung: | 34 S., graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a On the validity of value-at-risk |b comparative analyses with expected shortfall |c Yasuhiro Yamai and Toshinao Yoshiba |
| 264 | 1 | |a Tokyo |b Institute for Monetary and Economic Studies |c 2001 | |
| 300 | |a 34 S., |b graph. Darst. | ||
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| 490 | 1 | |a Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |v 2001,4 | |
| 650 | 4 | |a Value-at-risk - Expected shortfall - Tail risk - Sub-additivity | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Risk management |x Econometric models | |
| 700 | 1 | |a Yoshiba, Toshinao |e Verfasser |4 aut | |
| 830 | 0 | |a Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |v 2001,4 |w (DE-604)BV010647223 |9 2001,4 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009384519 | ||
Datensatz im Suchindex
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| any_adam_object | |
| author | Yamai, Yasuhiro Yoshiba, Toshinao |
| author_facet | Yamai, Yasuhiro Yoshiba, Toshinao |
| author_role | aut aut |
| author_sort | Yamai, Yasuhiro |
| author_variant | y y yy t y ty |
| building | Verbundindex |
| bvnumber | BV013731356 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)46778599 (DE-599)BVBBV013731356 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV013731356 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:50:59Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009384519 |
| oclc_num | 46778599 |
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| physical | 34 S., graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Institute for Monetary and Economic Studies |
| record_format | marc |
| series | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |
| series2 | Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series |
| spelling | Yamai, Yasuhiro Verfasser aut On the validity of value-at-risk comparative analyses with expected shortfall Yasuhiro Yamai and Toshinao Yoshiba Tokyo Institute for Monetary and Economic Studies 2001 34 S., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series 2001,4 Value-at-risk - Expected shortfall - Tail risk - Sub-additivity Ökonometrisches Modell Risk management Econometric models Yoshiba, Toshinao Verfasser aut Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series 2001,4 (DE-604)BV010647223 2001,4 |
| spellingShingle | Yamai, Yasuhiro Yoshiba, Toshinao On the validity of value-at-risk comparative analyses with expected shortfall Kin'yū-Kenkyūkyoku <Tōkyō>: Discussion paper series Value-at-risk - Expected shortfall - Tail risk - Sub-additivity Ökonometrisches Modell Risk management Econometric models |
| title | On the validity of value-at-risk comparative analyses with expected shortfall |
| title_auth | On the validity of value-at-risk comparative analyses with expected shortfall |
| title_exact_search | On the validity of value-at-risk comparative analyses with expected shortfall |
| title_full | On the validity of value-at-risk comparative analyses with expected shortfall Yasuhiro Yamai and Toshinao Yoshiba |
| title_fullStr | On the validity of value-at-risk comparative analyses with expected shortfall Yasuhiro Yamai and Toshinao Yoshiba |
| title_full_unstemmed | On the validity of value-at-risk comparative analyses with expected shortfall Yasuhiro Yamai and Toshinao Yoshiba |
| title_short | On the validity of value-at-risk |
| title_sort | on the validity of value at risk comparative analyses with expected shortfall |
| title_sub | comparative analyses with expected shortfall |
| topic | Value-at-risk - Expected shortfall - Tail risk - Sub-additivity Ökonometrisches Modell Risk management Econometric models |
| topic_facet | Value-at-risk - Expected shortfall - Tail risk - Sub-additivity Ökonometrisches Modell Risk management Econometric models |
| volume_link | (DE-604)BV010647223 |
| work_keys_str_mv | AT yamaiyasuhiro onthevalidityofvalueatriskcomparativeanalyseswithexpectedshortfall AT yoshibatoshinao onthevalidityofvalueatriskcomparativeanalyseswithexpectedshortfall |