Publication:4438067

zbMath1028.62017MaRDI QIDQ4438067

Javier Rojo Jiménez, Hammou El Barmi

Publication date: 9 December 2003

zbMATH Keywords

stocks; weak convergence; expected utility; bonds; investment portfolio

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

60E15: Inequalities; stochastic orderings

62P05: Applications of statistics to actuarial sciences and financial mathematics

62G05: Nonparametric estimation

62N02: Estimation in survival analysis and censored data