Comparative analyses of expected shortfall and value at risk: 2 Expected utility maximization and tail risk
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Tokyo
Inst. for Monetary and Economic Studies, Bank of Japan
2001
|
| Series: | IMES discussion paper series
2001,14 IMES discussion paper series ... |
| Physical Description: | 29 S. graph. Darst. |
Staff View
MARC
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| id | DE-604.BV027007814 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:57:52Z |
| institution | BVB |
| language | English |
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| oclc_num | 174881986 |
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| physical | 29 S. graph. Darst. |
| publishDate | 2001 |
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| publisher | Inst. for Monetary and Economic Studies, Bank of Japan |
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| spelling | Yamai, Yasuhiro Verfasser aut Comparative analyses of expected shortfall and value at risk 2 Expected utility maximization and tail risk Yasuhiro Yamai and Toshinao Yoshiba Tokyo Inst. for Monetary and Economic Studies, Bank of Japan 2001 29 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 2001,14 IMES discussion paper series ... Yoshiba, Toshinao Verfasser aut (DE-604)BV026401443 2 Kin'yū-Kenkyūkyoku <Tōkyō> Discussion paper series 2001,14 (DE-604)BV010647223 2001,14 |
| 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 2 Expected utility maximization and tail risk Yasuhiro Yamai and Toshinao Yoshiba |
| title_fullStr | Comparative analyses of expected shortfall and value at risk 2 Expected utility maximization and tail risk Yasuhiro Yamai and Toshinao Yoshiba |
| title_full_unstemmed | Comparative analyses of expected shortfall and value at risk 2 Expected utility maximization and tail risk 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 expected utility maximization and tail risk |
| volume_link | (DE-604)BV026401443 (DE-604)BV010647223 |
| work_keys_str_mv | AT yamaiyasuhiro comparativeanalysesofexpectedshortfallandvalueatrisk2 AT yoshibatoshinao comparativeanalysesofexpectedshortfallandvalueatrisk2 |