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~isPartOf:"Operations research"
~person:"Hong, L. Jeff"
~subject:"Dynamische Optimierung"
~subject:"Estimation theory"
~subject:"Mathematical programming"
~subject:"value-at-risk"
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Dynamische Optimierung
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Hong, L. Jeff
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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
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