Skip to content
Mission Sigma
Full eBook in PDF, ePub, Mobi and Kindle
Home
Contact
Cookie Privacy Policy
DMCA
Privacy Policy
Terms of Use
Related Books
Language: en
Pages: 70
Comparative Analyses of Expected Shortfall and VaR.
Authors:
Yasuhiro Yamai
Categories:
Type:
BOOK -
Published:
2002 -
Publisher:
DOWNLOAD EBOOK
Language: en
Pages: 29
Comparative Analyses of Expected Shortfall and VaR.
Authors:
Yasuhiro Yamai
Categories:
Type:
BOOK -
Published:
2001 -
Publisher:
DOWNLOAD EBOOK
Language: en
Pages: 56
Comparative Analyses of Expected Shortfall and VaR
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
Language: en
Pages: 42
Comparative Analyses of Expected Shortfall and Value-at-risk (2)
Authors:
Toshinao Yoshiba
Categories:
Investment analysis
Type:
BOOK -
Published:
2001 -
Publisher:
DOWNLOAD EBOOK
Language: en
Pages: 46
On the Validity of Value-at-risk
Authors:
Yasuhiro Yamai
Categories:
Investment analysis
Type:
BOOK -
Published:
2001 -
Publisher:
DOWNLOAD EBOOK