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~isPartOf:"Operations research"
~person:"He, Xue Dong"
~person:"Liu, Guangwu"
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Surplus-invariant, law-invariant, and conic acceptance sets must be the sets induced by value at risk
He, Xue Dong
;
Peng, Xianhua
- In:
Operations research
66
(
2018
)
5
,
pp. 1268-1275
Persistent link: https://www.econbiz.de/10011932441
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2
Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff
;
Juneja, Sandeep
;
Liu, Guangwu
- In:
Operations research
65
(
2017
)
3
,
pp. 657-673
Persistent link: https://www.econbiz.de/10011691391
Saved in:
3
Simulating risk contributions of credit portfolios
Liu, Guangwu
- In:
Operations research
63
(
2015
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10010519509
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