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- W2106234439 abstract "Journal Article CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation Get access Simon A. Broda, Simon A. Broda Department of Quantitative Economics, University of Amsterdam Address correspondence to Simon A. Broda, Department of Quantitative Economics, Amsterdam School of Economics, University of Amsterdam, Roetersstraat 11, 1018 WB Amsterdam, The Netherlands, or e-mail: s.a.broda@uva.nl Search for other works by this author on: Oxford Academic Google Scholar Marc S. Paolella Marc S. Paolella Swiss Banking Institute, University of Zurich and Swiss Finance Institute Search for other works by this author on: Oxford Academic Google Scholar Journal of Financial Econometrics, Volume 7, Issue 4, Fall 2009, Pages 412–436, https://doi.org/10.1093/jjfinec/nbp011 Published: 21 August 2009 Article history Received: 11 January 2008 Revision received: 06 July 2009 Accepted: 06 July 2009 Published: 21 August 2009" @default.
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- W2106234439 title "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation" @default.
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