A statistically optimal estimator of semivariance (Q2367372)
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scientific article; zbMATH DE number 243489
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A statistically optimal estimator of semivariance |
scientific article; zbMATH DE number 243489 |
Statements
A statistically optimal estimator of semivariance (English)
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23 August 1993
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risk measurement
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semivariance
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asymptotically unbiased
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consistent
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computationally efficient
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portfolio analysis
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