Ritov, Ya'acov (contributor); Härdle, Wolfgang (contributor) - 2007
.3 may seem to be of a limited use —
a knowledge of the structure of the span of the individual utility functions
is needed … convergence is nfin
for some fin ! 0 slowly.
21
REFERENCES
Ait-Sahalia, Y. and Lo, A. (2000). Nonparametric risk-management and … Innovation, and Relative Skill
Demand" by Sebastian Braun, January 2007.
002 "Robust Risk Management. Accounting for …