Search Results

Comparative Analyses of Expected Shortfall and Value-at-risk (2)

Download or Read eBook Comparative Analyses of Expected Shortfall and Value-at-risk (2) PDF written by Toshinao Yoshiba and published by . This book was released on 2001 with total page 42 pages. Available in PDF, EPUB and Kindle.
Comparative Analyses of Expected Shortfall and Value-at-risk (2)
Author :
Publisher :
Total Pages : 42
Release :
ISBN-10 : UCSD:31822030033146
ISBN-13 :
Rating : 4/5 (46 Downloads)

Book Synopsis Comparative Analyses of Expected Shortfall and Value-at-risk (2) by : Toshinao Yoshiba

Book excerpt:


Comparative Analyses of Expected Shortfall and Value-at-risk (2) Related Books

Comparative Analyses of Expected Shortfall and Value-at-risk (2)
Language: en
Pages: 42
Authors: Toshinao Yoshiba
Categories: Investment analysis
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Comparative Analyses of Expected Shortfall and Value-at-risk (3)
Language: en
Pages: 70
Authors: Yasuhiro Yamai
Categories: Risk management
Type: BOOK - Published: 2002 - Publisher:

DOWNLOAD EBOOK

On the Validity of Value-at-risk
Language: en
Pages: 46
Authors: Yasuhiro Yamai
Categories: Investment analysis
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Comparative Analyses of Expected Shortfall and VaR
Language: en
Pages: 56
Authors: Yasuhiro Yamai
Categories: Financial futures
Type: BOOK - Published: 2001 - Publisher:

DOWNLOAD EBOOK

Expected shortfall is compared with Value-at-Risk (VaR) in three aspects: estimation errors, decomposition into risk factors, and optimization. Advantages and d
Comparative Analyses of Expected Shortfall and Value-at-risk (3)
Language: en
Pages: 86
Authors: Yasuhiro Yamai
Categories: Financial futures
Type: BOOK - Published: 2002 - Publisher:

DOWNLOAD EBOOK

Scroll to top