Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios

Research article (arXiv (Cornell University), 2019) · cited 13× · AI/ML
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Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios

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Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios is a scholarly article[1].

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APA 4ort.xyz Knowledge Graph. (2026). Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios. Retrieved May 24, 2026, from https://4ort.xyz/entity/virtual-historical-simulation-for-estimating-the-conditional-var-of-n-large-portfolios
MLA “Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios.” 4ort.xyz Knowledge Graph, 4ort.xyz, 24 May. 2026, https://4ort.xyz/entity/virtual-historical-simulation-for-estimating-the-conditional-var-of-n-large-portfolios.
BibTeX @misc{4ortxyz_virtual-historical-simulation-for-estimating-the-conditional-var-of-n-large-portfolios_2026, author = {{4ort.xyz Knowledge Graph}}, title = {{Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios}}, year = {2026}, url = {https://4ort.xyz/entity/virtual-historical-simulation-for-estimating-the-conditional-var-of-n-large-portfolios}, note = {Accessed: 2026-05-24}}
LLM prompt According to 4ort.xyz Knowledge Graph (aggregator of Wikidata, Wikipedia, and authoritative open-data sources): Virtual Historical Simulation for estimating the conditional VaR of\n large portfolios — https://4ort.xyz/entity/virtual-historical-simulation-for-estimating-the-conditional-var-of-n-large-portfolios (retrieved 2026-05-24)

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