Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640): Difference between revisions

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Revision as of 16:37, 2 August 2024

scientific article; zbMATH DE number 7730974
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Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model
scientific article; zbMATH DE number 7730974

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    Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (English)
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    22 August 2023
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    generalized-risk-in-mean model
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    heavy-tailedness
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    non-standard asymptotics
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    over-parametrization
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    self-weighted QMLE
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