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

> Research article (arXiv (Cornell University), 2019) · cited 13× · AI/ML

**Wikidata**: [openalex:W2997265644](https://www.wikidata.org/wiki/openalex:W2997265644)  
**Source**: https://4ort.xyz/entity/virtual-historical-simulation-for-estimating-the-conditional-var-of-n-large-portfolios