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~person:"Bonhomme, Stéphane"
~person:"Heijungs, Reinout"
~person:"Peng, Yijie"
~type_genre:"Article in journal"
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Search: subject:"Sensitivity analysis"
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Sensitivity analysis
5
Sensitivitätsanalyse
5
Estimation theory
4
Schätztheorie
4
sensitivity analysis
3
Model misspecification
2
Modellierung
2
Monte Carlo simulation
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Monte-Carlo-Simulation
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Portfolio selection
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Credit risk
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Derivat
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Multivariate Verteilung
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Posterior conditioning
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Bonhomme, Stéphane
Heijungs, Reinout
Peng, Yijie
Borgonovo, Emanuele
14
Goerigk, Marc
9
Magni, Carlo Alberto
6
Marchioni, Andrea
6
Tsanakas, Andreas
5
Chalak, Karim
4
Chassein, André
4
Fu, Michael
4
Garg, Dixit
4
Haan, Jakob de
4
Haleem, Abid
4
Millossovich, Pietro
4
Schöbel, Anita
4
Abbas, Ali
3
Ashley, Richard A.
3
Bertsimas, Dimitris
3
Chakrabarti, Avik
3
Chakraborty, Shankar
3
Chen, Siyan
3
Conde, Eduardo
3
Davis, George C.
3
Desiderio, Saul
3
Espinoza, Maria Cristina
3
Garza-Reyes, Jose Arturo
3
Heyes, Anthony
3
Joshi, Mark S.
3
Khan, Shahbaz
3
Khan, Sharfuddin Ahmed
3
Khan, Zahid Akhtar
3
Kim, Daniel
3
Kiviet, J. F.
3
Kumar, Sanjay
3
Lafférs, Lukáš
3
Lam, Henry
3
Lee, Ilbin
3
Luthra, Sunil
3
Moro, Sérgio
3
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European journal of operational research : EJOR
1
INFORMS journal on computing : JOC
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Operations research
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
5
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1
Minimizing sensitivity to model misspecification
Bonhomme, Stéphane
;
Weidner, Martin
- In:
Quantitative economics : QE ; journal of the …
13
(
2022
)
3
,
pp. 907-954
sensitivity
analysis
when the parameter of interest may be partially or irregularly identified. As illustrations, we study three …
Persistent link: https://www.econbiz.de/10013382071
Saved in:
2
Posterior average effects
Bonhomme, Stéphane
;
Weidner, Martin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1849-1862
Persistent link: https://www.econbiz.de/10013540523
Saved in:
3
Computing sensitivities for distortion risk measures
Glynn, Peter W.
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
INFORMS journal on computing : JOC
33
(
2021
)
4
,
pp. 1520-1532
Persistent link: https://www.econbiz.de/10012796944
Saved in:
4
Copula
sensitivity
analysis
for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
5
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie
;
Fu, Michael
;
Heidergott, Bernd
;
Lam, Henry
- In:
Operations research
68
(
2020
)
6
,
pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
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