Yasuhiro Yamai

发表

On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall

Toshinao Yoshiba, Yasuhiro Yamai, Toshinao Yoshiba, 2002 .

Comparative analyses of expected shortfall and value-at-risk under market stress 1

Toshinao Yoshiba, Yasuhiro Yamai, Toshinao Yoshiba, 2002 .

Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress

Toshinao Yoshiba, Yasuhiro Yamai, Toshinao Yoshiba, 2002 .