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Performance evaluation and preferences beyond mean-variance

✍ Scribed by Wolfgang Breuer; Marc Gürtler


Publisher
Springer US
Year
2003
Tongue
English
Weight
393 KB
Volume
17
Category
Article
ISSN
1555-4961

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A perennial problem in etatiatice is the determination of bieeee, variences and coverianow for funotiom of random variable8 Xi. X,, ..., X, which themselves have 4 known distribution. A oommon approaoh in h u g h equatione baeed upon Taylor d e a approximatione but a "point evaluation" method may so