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"Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement."

Jimmy Risk, Michael Ludkovski (2018)

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DOI: 10.1137/17M1158380

access: closed

type: Journal Article

metadata version: 2019-05-31

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  - https://dblp.org/rec/journals/siamfm/RiskL18
Jimmy Risk, Michael Ludkovski:
Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement. SIAM J. Financial Math. 9(4): 1137-1174 (2018)

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