"Nested Simulation in Portfolio Risk Measurement."

Michael B. Gordy, Sandeep Juneja (2010)

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DOI: 10.1287/MNSC.1100.1213

access: closed

type: Journal Article

metadata version: 2022-04-29

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Michael B. Gordy, Sandeep Juneja:
Nested Simulation in Portfolio Risk Measurement. Manag. Sci. 56(10): 1833-1848 (2010)

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