Nested Simulation in Portfolio Risk Measurement

Management Science 2010 / 10 Vol. 56; Iss. 10

Nested Simulation in Portfolio Risk Measurement

Gordy, Michael B., Juneja, Sandeep
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
56
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.1100.1213
Date:
October, 2010
File:
PDF, 318 KB
english, 2010
Conversion to is in progress
Conversion to is failed