European University Institute Library
Yoshiba, Toshinao
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Yoshiba, Toshinao
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Yoshiba, Toshinao
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7
Market price analysis and risk management for convertible bonds
Comparative analyses of expected shortfall and value-at-risk (3), their validity under market stress
Model risk and its control
A simplified method for calculating the credit risk of lending portfolios
On the validity of value-at-risk, comparative analyses with expected shortfall
Comparative analyses of expected shortfall and VaR, their estimation error, decomposition, and optimization
Should banks choose collateral or non-collateral lending?, the impact of project's risk, bank's monitoring efficiency and land price inflation
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Comparative analyses of expected shortfall and value-at-risk (2), expected utility maximization and tail risk
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