Sebastian Schulze

Union Investment Institutional GmbH

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Comparative Analysis of Pseudo-Random and Low-Discrepancy Number Generators: Implications for Normality and Value-at-Risk Estimation in Investment Portfolios

Wilmott magazine

Number of pages: 50 Posted: 25 Feb 2026

Sebastian Schulze, Sergei Kucherenko and Emanouil Atanassov

Union Investment Institutional GmbH, Imperial College London - Faculty of Engineering and Institute of Information and Communication Technologies - Bulgarian Academy of Sciences

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