Comparative analyses of expected shortfall and value at risk: [1] Their estimation error, decomposition, and optimization
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
Inst. for Monetary and Economic Studies, Bank of Japan
2001
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| Series: | IMES discussion paper series
2001,12 IMES discussion paper series ... |
| Physical Description: | 43 S. graph. Darst. |
Staff View
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| illustrated | Illustrated |
| indexdate | 2024-07-09T22:57:52Z |
| institution | BVB |
| language | English |
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| physical | 43 S. graph. Darst. |
| publishDate | 2001 |
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| spelling | Yamai, Yasuhiro Verfasser aut Comparative analyses of expected shortfall and value at risk [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yoshiba Tokyo Inst. for Monetary and Economic Studies, Bank of Japan 2001 43 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 2001,12 IMES discussion paper series ... Yoshiba, Toshinao Verfasser aut (DE-604)BV026401443 1 Kin'yū-Kenkyūkyoku <Tōkyō> Discussion paper series 2001,12 (DE-604)BV010647223 2001,12 |
| spellingShingle | Yamai, Yasuhiro Yoshiba, Toshinao Comparative analyses of expected shortfall and value at risk |
| title | Comparative analyses of expected shortfall and value at risk |
| title_auth | Comparative analyses of expected shortfall and value at risk |
| title_exact_search | Comparative analyses of expected shortfall and value at risk |
| title_full | Comparative analyses of expected shortfall and value at risk [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yoshiba |
| title_fullStr | Comparative analyses of expected shortfall and value at risk [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yoshiba |
| title_full_unstemmed | Comparative analyses of expected shortfall and value at risk [1] Their estimation error, decomposition, and optimization Yasuhiro Yamai and Toshinao Yoshiba |
| title_short | Comparative analyses of expected shortfall and value at risk |
| title_sort | comparative analyses of expected shortfall and value at risk their estimation error decomposition and optimization |
| volume_link | (DE-604)BV026401443 (DE-604)BV010647223 |
| work_keys_str_mv | AT yamaiyasuhiro comparativeanalysesofexpectedshortfallandvalueatrisk1 AT yoshibatoshinao comparativeanalysesofexpectedshortfallandvalueatrisk1 |