//-->
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou, (2023)
Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin, (2018)
Sample recycling method : a new approach to efficient nested Monte Carlo simulations
Fang, Runhuan, (2022)
Systematic risk characteristics of corporate equity
Shuetrim, Geoffrey, (1998)
The Determinants of Corporate Leverage: A Panel Data Analysis
Shuetrim, Geoffrey, (1993)
The Implications of Uncertainty for Monetary Policy
Shuetrim, Geoffrey, (1999)