An importance sampling method for portfolio CVaR estimation with gaussian copula models
- Pu Huang
- Dharmashankar Subramanian
- et al.
- 2010
- WSC 2010
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2 results for Jie Xu
Risk-adjusted approach to optimize investments in product development portfolios
- Dharmashankar Subramanian
- Pu Huang
- et al.
- 2010
- IBM J. Res. Dev