Kernel smoothing for nested estimation with application to portfolio risk measurement
Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review
Projects
GRF: Robust Selection of the Best Through Computer Simulation Experiments
HONG, J. & ZHANG, X.
1/09/14 → 2/10/18
Project: Research
GRF: Accounting For Parameter Estimation Errors in Operations Research Models: A Monte Carlo Simulation Approach
1/01/14 → 21/06/18
Project: Research
GRF: A Cloud Computing Approach to Ranking and Selection Problems with A Very Large Number of Alternatives
1/01/13 → 29/06/17
Project: Research
GRF: A Conditional Monte Carlo Method for Simulating Conditional Expectations
1/01/11 → 30/09/13
Project: Research
