An importance sampling method for portfolio CVaR estimation with gaussian copula models
- Pu Huang
- Dharmashankar Subramanian
- et al.
- 2010
- WSC 2010
Publications
Date
Featured collections
Popular topics
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