Sequential Design and Spatial Modeling for Portfolio Tail...

Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement

Risk, Jimmy, Ludkovski, Michael
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Volume:
9
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/17M1158380
Date:
January, 2018
File:
PDF, 1.40 MB
english, 2018
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