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Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.

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Bibliographic Details
Title: Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.
Authors: Lai, Qidong1 (AUTHOR) qidong.lai@my.cityu.edu.hk, Liu, Guangwu1 (AUTHOR) guanliu@cityu.edu.hk, Zhang, Bingfeng2 (AUTHOR) bingfeng.zhang1988@gmail.com, Zhang, Kun3 (AUTHOR) kunzhang@ruc.edu.cn
Source: INFORMS Journal on Computing. Jul/Aug2025, Vol. 37 Issue 4, p1087-1105. 19p.
Database: Business Source Ultimate
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