Risk estimation via regression
Mark Broadie; Yiping Du; Ciamac C. Moallemi
| Year of publication: |
2015
|
|---|---|
| Authors: | Broadie, Mark ; Du, Yiping ; Moallemi, Ciamac C. |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 5, p. 1077-1097
|
| Subject: | statistics: estimation | decision analysis risk | simulation | Risiko | Risk | Simulation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011397803