Confidence band for expectation dependence with applications
Year of publication: |
May 2016
|
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Authors: | Guo, Xu ; Li, Jingyuan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 141-149
|
Subject: | Confidence band estimation | Demand for a risky asset | Expectation dependence | First-order risk aversion | Hoeffding’s inequality | Risiko | Risk | Schätztheorie | Estimation theory | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation |
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