Comparative analyses of expected shortfall and value-at-risk (2) : expected utility maximization and tail risk / Toshinao Yoshiba and Yasuhiro Yamai Yamai, Yasuhiro; Yoshiba, Toshinao

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Yamai, Yasuhiro ; Yoshiba, Toshinao
Risk management - Econometric models.; Portfolio management - Econometric models.; Liquidity (Economics) - Econometric models.
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