Yasuhiro Yamai

Finance · 2002–2005

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Yasuhiro Yamai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Dirk Tasche
  2. Stuart Coles
  3. R. Tyrrell Rockafellar
  4. Toshinao Yoshiba
  5. F. Longin
  6. Stanislav Uryasev
  7. Paul Embrechts
  8. Bruno Solnik
  9. Alexander J. McNeil
  10. Rüdiger Frey

Who trusts Yasuhiro Yamai overall

  1. Sergey Sarykalin
  2. Xin Huang
  3. Rogemar S. Mamon
  4. Toshinao Yoshiba
  5. Hao Zhou
  6. Robert J. R. Elliott
  7. James W. Taylor
  8. Kevin Dowd
  9. Werner Hürlimann
  10. Haibin Zhu

Papers from Yasuhiro Yamai's perspective

Ordered by how strongly the researchers Yasuhiro Yamai trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk contributions and performance measurement
  2. Portfolio Selection
  3. Extreme Correlation of International Equity Markets
  4. An Introduction to Statistical Modeling of Extreme Values
  5. An Introduction to Probability Theory and its Applications, Volume I
  6. On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall
  7. Value at Risk Calculations, Extreme Events, and Tail Estimation
  8. VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
  9. Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization
  10. Statistical Inference Using Extreme Order Statistics

Their papers