Sandeep Juneja. Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization. In Scott J. Mason, Raymond R. Hill, Lars Mönch, Oliver Rose, Thomas Jefferson, John W. Fowler, editors, Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008. pages 621-628, WSC, 2008. [doi]
Abstract is missing.