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Nested Simulation in Portfolio Risk Measurement.

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Bibliographic Details
Title: Nested Simulation in Portfolio Risk Measurement.
Authors: Gordy, Michael B.1 (AUTHOR) michael.gordy@frb.gov, Juneja, Sandeep2 (AUTHOR) juneja@tifr.res.in
Source: Management Science (INFORMS). Oct2010, Vol. 56 Issue 10, p1833-1848. 16p. 8 Graphs.
Database: Business Source Ultimate
Description
ISSN:00251909
DOI:10.1287/mnsc.1100.1213