@article{subsamplingandotherconsiderationsfor,
  title = {Sub-sampling and other considerations for efficient risk estimation in large portfolios},
  author = {Michael B. Giles and Abdul-Lateef Haji-Ali},
  year = {2019},
  eprint = {1912.05484},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1912.05484v2},
}