Risk Estimation via Regression

Mark Broadie
Mark Broadie
[email protected]
Graduate School of Business, Columbia University, New York, New York 10027
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,
Yiping Du
Yiping Du
[email protected]
Industrial Engineering and Operations Research, Columbia University, New York, New York 10027
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,
Ciamac C. Moallemi
Ciamac C. Moallemi
[email protected]
Graduate School of Business, Columbia University, New York, New York 10027
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Mark Broadie

[email protected]

Graduate School of Business, Columbia University, New York, New York 10027

Search for more papers by this author

Yiping Du

[email protected]

Industrial Engineering and Operations Research, Columbia University, New York, New York 10027

Search for more papers by this author

Ciamac C. Moallemi

[email protected]

Graduate School of Business, Columbia University, New York, New York 10027

Search for more papers by this author

Published Online:28 Oct 2015https://doi.org/10.1287/opre.2015.1419

Supplemental Material

opre.2015.1419-sm-supplement_final.pdf (399 KB)

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Volume 63, Issue 5

September-October 2015

Pages ii-iv, 979-1244

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Received:January 01, 2013
Accepted:July 01, 2015
Published Online:October 28, 2015

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Mark Broadie, Yiping Du, Ciamac C. Moallemi (2015) Risk Estimation via Regression. Operations Research 63(5):1077-1097.

https://doi.org/10.1287/opre.2015.1419

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