NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE (Q4916592)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE |
scientific article; zbMATH DE number 6157911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE |
scientific article; zbMATH DE number 6157911 |
Statements
NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE (English)
0 references
25 April 2013
0 references
Neyman-Pearson theory
0 references
hypothesis testing
0 references
optimal hedging
0 references
shortfall risk
0 references
0.85005677
0 references
0.8465277
0 references
0.8366045
0 references
0.8362051
0 references
0 references
0.82531065
0 references
0 references
0 references
