Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.

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Bibliographic Details
Title:	Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
Authors:	Hong, L. Jeff¹ jeffhong@cityu.edu.hk, Juneja, Sandeep² juneja@tifr.res.in, Guangwu Liu³ msgw.liu@cityu.edu.hk
Source:	Operations Research. May-Jun2017, Vol. 65 Issue 3, p657-673. 17p.
Database:	Business Source Ultimate

Description
ISSN:	0030364X
DOI:	10.1287/opre.2017.1591