Nonparametric estimation of the risk premium in case of the standard deviation principle (Q4699069)
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scientific article; zbMATH DE number 756444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the risk premium in case of the standard deviation principle |
scientific article; zbMATH DE number 756444 |
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Nonparametric estimation of the risk premium in case of the standard deviation principle (English)
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3 July 1995
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bias
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risk premium
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standard deviation principle
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variance
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asymptotic distribution
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rate of convergence
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