Comparative analyses of expected shortfall and VaR: 2 Expected utility maximization and tail risk
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Tokyo
Institute for Monetary and Economic Studies
2001
|
| Schriftenreihe: | Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series
2001,14 |
| Beschreibung: | 29 S. |
Internformat
MARC
| LEADER | 00000nam a2200000 cc4500 | ||
|---|---|---|---|
| 001 | BV014057857 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | t | ||
| 008 | 011214s2001 |||| 00||| eng d | ||
| 035 | |a (OCoLC)633258917 | ||
| 035 | |a (DE-599)BVBBV014057857 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 | ||
| 100 | 1 | |a Yamai, Yasuhiro |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Comparative analyses of expected shortfall and VaR |n 2 |p Expected utility maximization and tail risk |c Yasuhiro Yamai and Toshinao Yosiba |
| 264 | 1 | |a Tokyo |b Institute for Monetary and Economic Studies |c 2001 | |
| 300 | |a 29 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series |v 2001,14 | |
| 490 | 0 | |a Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |v ... | |
| 700 | 1 | |a Yoshiba, Toshinao |e Verfasser |4 aut | |
| 773 | 0 | 8 | |w (DE-604)BV013921179 |g 2 |
| 830 | 0 | |a Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series |v 2001,14 |w (DE-604)BV010647223 |9 2001,14 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-009627310 | ||
Datensatz im Suchindex
| _version_ | 1804128919098490880 |
|---|---|
| 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 | BV014057857 |
| ctrlnum | (OCoLC)633258917 (DE-599)BVBBV014057857 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01134nam a2200301 cc4500</leader><controlfield tag="001">BV014057857</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">011214s2001 |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)633258917</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV014057857</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Yamai, Yasuhiro</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Comparative analyses of expected shortfall and VaR</subfield><subfield code="n">2</subfield><subfield code="p">Expected utility maximization and tail risk</subfield><subfield code="c">Yasuhiro Yamai and Toshinao Yosiba</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Tokyo</subfield><subfield code="b">Institute for Monetary and Economic Studies</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">29 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series</subfield><subfield code="v">2001,14</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan</subfield><subfield code="v">...</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Yoshiba, Toshinao</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="w">(DE-604)BV013921179</subfield><subfield code="g">2</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series</subfield><subfield code="v">2001,14</subfield><subfield code="w">(DE-604)BV010647223</subfield><subfield code="9">2001,14</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-009627310</subfield></datafield></record></collection> |
| id | DE-604.BV014057857 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:56:53Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009627310 |
| oclc_num | 633258917 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | 29 S. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Institute for Monetary and Economic Studies |
| record_format | marc |
| series | Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series |
| series2 | Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan |
| spelling | Yamai, Yasuhiro Verfasser aut Comparative analyses of expected shortfall and VaR 2 Expected utility maximization and tail risk Yasuhiro Yamai and Toshinao Yosiba Tokyo Institute for Monetary and Economic Studies 2001 29 S. txt rdacontent n rdamedia nc rdacarrier Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series 2001,14 Discussion paper series / Institute for Monetary and Economic Studies, Bank of Japan ... Yoshiba, Toshinao Verfasser aut (DE-604)BV013921179 2 Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series 2001,14 (DE-604)BV010647223 2001,14 |
| spellingShingle | Yamai, Yasuhiro Yoshiba, Toshinao Comparative analyses of expected shortfall and VaR Kin'yū-Kenkyūkyoku, Tokio: Discussion paper series |
| title | Comparative analyses of expected shortfall and VaR |
| title_auth | Comparative analyses of expected shortfall and VaR |
| title_exact_search | Comparative analyses of expected shortfall and VaR |
| title_full | Comparative analyses of expected shortfall and VaR 2 Expected utility maximization and tail risk Yasuhiro Yamai and Toshinao Yosiba |
| title_fullStr | Comparative analyses of expected shortfall and VaR 2 Expected utility maximization and tail risk Yasuhiro Yamai and Toshinao Yosiba |
| title_full_unstemmed | Comparative analyses of expected shortfall and VaR 2 Expected utility maximization and tail risk Yasuhiro Yamai and Toshinao Yosiba |
| title_short | Comparative analyses of expected shortfall and VaR |
| title_sort | comparative analyses of expected shortfall and var expected utility maximization and tail risk |
| volume_link | (DE-604)BV013921179 (DE-604)BV010647223 |
| work_keys_str_mv | AT yamaiyasuhiro comparativeanalysesofexpectedshortfallandvar2 AT yoshibatoshinao comparativeanalysesofexpectedshortfallandvar2 |