Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement
Published Online:12 Apr 2017https://doi.org/10.1287/opre.2017.1591
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opre.2017.1591-sm.pdf (199 KB)
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Volume 65, Issue 3
May-June 2017
Pages ii-iv,557-836
Article Information
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- Received:October 05, 2012
- Accepted:December 12, 2016
- Published Online:April 12, 2017
Copyright © 2017, INFORMS
Cite as
L. Jeff Hong, Sandeep Juneja, Guangwu Liu (2017) Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. Operations Research 65(3):657-673.
https://doi.org/10.1287/opre.2017.1591
Keywords
