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

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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
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  Data: Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
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  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. May-Jun2017, Vol. 65 Issue 3, p657-673. 17p.
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        Value: 10.1287/opre.2017.1591
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      – Code: eng
        Text: English
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        PageCount: 17
        StartPage: 657
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      – TitleFull: Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
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            NameFull: Hong, L. Jeff
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            NameFull: Guangwu Liu
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              Text: May-Jun2017
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