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"Optimizing portfolio tail measures: Asymptotics and efficient simulation ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Sandeep Juneja (2008)

Dagstuhl

Trier

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DOI: 10.1109/WSC.2008.4736122

access: closed

type: Conference or Workshop Paper

metadata version: 2022-05-02

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Sandeep Juneja:
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. WSC 2008: 621-628

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last updated on 2022-05-02 09:34 CEST by the dblp team

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