Concepedia

Yasuhiro Yamai

YY

Statistics

Publications

7

Citations

785

H-Index

7

Active since

2000

Affiliations

Bank of Japan(Current)

Yasuhiro Yamai is an author at Bank of Japan specializing in value at risk, finance, and financial economics.

Publications per year

2000–2004

7

Publications

7

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

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

, , +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

, , +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

, , +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

, , +17

Research Toward the Practical Application of Liquidity Risk Evaluation Methods

Yoshifumi Hisata, Yasuhiro Yamai · Monetary and and Economic Studies · 2000 · 52 citations

, , +17

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