Publications

2 results for Jie Xu

An importance sampling method for portfolio CVaR estimation with gaussian copula models
- - Pu Huang
  - Dharmashankar Subramanian
  - et al.
- 2010
- WSC 2010
Risk-adjusted approach to optimize investments in product development portfolios
- - Dharmashankar Subramanian
  - Pu Huang
  - et al.
- 2010
- IBM J. Res. Dev