Concepedia

Toshinao Yoshiba

TY

Statistics

Publications

10

Citations

824

H-Index

10

Active since

1998

Affiliations

Bank of Japan(Current)

Toshinao Yoshiba is an author at Bank of Japan specializing in finance, risk management, and financial economics.

Publications per year

1998–2018

10

Publications

10

Value-at-risk versus expected shortfall: A practical perspective

Yasuhiro Yamai, Toshinao Yoshiba · Journal of Banking & Finance · 2004 · 337 citations

Business, Economics, Finance +14

Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization

Yasuhiro Yamai, Toshinao Yoshiba · Monetary and and Economic Studies · 2002 · 135 citations

Business, Finance, Risk Management +15

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

Yasuhiro Yamai, Toshinao Yoshiba · Monetary and and Economic Studies · 2002 · 133 citations

Business, Finance, Risk Management +16

Comparative Analyses of Expected Shortfall and Value-at-Risk (2): Expected Utility Maximization and Tail Risk

Yasuhiro Yamai, Toshinao Yoshiba · Monetary and and Economic Studies · 2002 · 56 citations

Business, Finance, Risk Management +17

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

Yasuhiro Yamai, Toshinao Yoshiba · Monetary and and Economic Studies · 2002 · 50 citations

Management, Finance, Risk Management +17

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