Kernel smoothing for nested estimation with application to portfolio risk measurement
Year of publication: |
May-June 2017
|
---|---|
Authors: | Hong, L. Jeff ; Juneja, Sandeep ; Liu, Guangwu |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 65.2017, 3, p. 657-673
|
Subject: | nested estimation | kernel estimation | portfolio risk measurement | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Experiment | Messung | Measurement | Schätzung | Estimation |
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