Yamai, Y., & Yoshiba, T. (2001). On the validity of value-at-risk: Comparative analyses with expected shortfall. Institute for Monetary and Economic Studies.
Chicago-Zitierstil (17. Ausg.)Yamai, Yasuhiro, und Toshinao Yoshiba. On the Validity of Value-at-risk: Comparative Analyses with Expected Shortfall. Tokyo: Institute for Monetary and Economic Studies, 2001.
MLA-Zitierstil (9. Ausg.)Yamai, Yasuhiro, und Toshinao Yoshiba. On the Validity of Value-at-risk: Comparative Analyses with Expected Shortfall. Institute for Monetary and Economic Studies, 2001.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.