Estimation of the empirical risk‐return relation: A generalized‐risk‐in‐mean model (Q6134640)
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scientific article; zbMATH DE number 7730974
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| English | 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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