Comparative analyses of expected shortfall and value-at-risk (3) : their validity under market stress / Yasuhiro Yamai and Toshinao Yoshiba Yamai, Yasuhiro; Yoshiba, Toshinao

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Yamai, Yasuhiro ; Yoshiba, Toshinao
Risk management - Econometric models.; Investment analysis - Econometric models.; Portfolio management - Econometric models.
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