Sub-sampling and other considerations for efficient risk estimation in large portfolios (Q6330930)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sub-sampling and other considerations for efficient risk estimation in large portfolios |
preprint article from arXiv |
Statements
11 December 2019
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q-fin.MF
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cs.NA
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math.NA
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Michael B. Giles
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Abdul-Lateef Haji-Ali
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