Art
J-GLOBAL ID：200902192151727016   Reference number：01A0065602

Variance Reduction Techniques for Estimating Value-at-Risk.

リスクを負った価値の評価に対する分散の低減法
Author (3)：
GLASSERMAN P

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(Columbia Univ., New York)

About Columbia Univ., New York

, 
HEIDELBERGER P

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(IBM Res. Division, New York)

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, 
SHAHABUDDIN P

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(Columbia Univ., New York)

About Columbia Univ., New York


Material：
Management Science  (Manag Sci)

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Volume： 46  Issue： 10  Page： 1349-1364  Publication year： Oct. 2000 
JST Material Number： E0196A  ISSN： 0025-1909  CODEN： MSCIA  Document type： Article
Article type： 原著論文  Country of issue： United States (USA)  Language： ENGLISH (EN)
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*portfolio

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,...
Semi thesaurus term：
Thesaurus term/Semi thesaurus term
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All keywords is available on JDreamIII(charged).
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Monte Carlo simulation

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JST classification (2)：
JST classification
Category name(code) classified by JST.
Profit management 
(KA05030A)

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,  Operations research in general 
(KA03010Q)

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Terms in the title (3)：
Terms in the title
Keywords automatically extracted from the title.
リスク

About リスク

, 
価値

About 価値

, 
評価

About 評価


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