Open AccessNested Simulation in Portfolio Risk Measurement
Author(s) -
Michael B. Gordy,
Sandeep Juneja
Publication year - 2008
Publication title -
finance and economics discussion series
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2008.21
Subject(s) - jackknife resampling , portfolio , estimator , computer science , float (project management) , mathematical optimization , econometrics , mathematics , statistics , economics , finance , management