Selected Entire List   Heidelberger, Philip   IBM Research Division  Route 134  Kitchawan Road  Yorktown Heights, NY 10598  United States  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Heidelberger, Philip's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 41 Total Citations 25 Papers (2) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Portfolio Value-at-Risk with Heavy-Tailed Risk Factors | Show Abstract Hide Abstract | Download | Mathematical Finance, Vol. 12, pp. 239-269, 2002 Accepted Paper Series Glasserman, Paul Columbia Business School - Decision Risk and Operations Heidelberger, Philip IBM Research Division Shahabuddin, Perwez Columbia University - Department of Industrial Engineering and Operations Research (IEOR) Posted: 16 Jan 03 41 (217,652) 25 2.   Variance Reduction Techniques for Simulating Value-at-Risk | Show Abstract Hide Abstract | Working Paper Series Glasserman, Paul Columbia Business School - Decision Risk and Operations Heidelberger, Philip IBM Research Division Shahabuddin, Perwez Columbia University - Department of Industrial Engineering and Operations Research (IEOR) Posted: 23 Nov 99   Records 1 - 2 of 2 matches [ 1 ]

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