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Sampling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Naval research logistics : an international journal
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ECONIS (ZBW)
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Utility-based shortfall risk : efficient computations via Monte Carlo
Hu, Zhaolin
;
Zhang, Dali
- In:
Naval research logistics : an international journal
65
(
2018
)
5
,
pp. 378-392
Persistent link: https://www.econbiz.de/10011969327
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2
Monte Carlo estimation of CoVaR
Huang, Weihuan
;
Lin, Nifei
;
Hong, L. Jeff
- In:
Operations research
72
(
2024
)
6
,
pp. 2337-2357
Persistent link: https://www.econbiz.de/10015371407
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3
The (surprising) sample optimality of greedy procedures for large-scale ranking and selection
Li, Zaile
;
Fan, Weiwei
;
Hong, L. Jeff
- In:
Management science : journal of the Institute for …
71
(
2025
)
2
,
pp. 1238-1259
Persistent link: https://www.econbiz.de/10015410766
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