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Results tagged with research
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user 6552
For questions citing or requesting references to academic and/or professional research.
1
vote
0
answers
87
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Sampling and/or asymptotic distribution of a function
Assume we have the following function:
$$f(p) = \frac{1}{(1-p)d}\ln\left(\frac{1}{T}\sum_{t=1}^{T}\left[\frac{1+X_t}{1+Y_t} \right]^{1-p} \right)$$
where
$d$ is a constant
$T$ is a constant
$X_t$ …
- 335
17
votes
0
answers
407
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Proving the asymptotic distribution of Manipulation-Proof Performance Measure (MPPM) (Paper ...
In Goetzmann et al.'s (2007) paper, the authors derive a "Manipulation-Proof Performance Measure" (MPPM), which is a performance measure that is impervious to performance manipulation by fund managers …
- 335