投资者的最优收益的期望值和方差由其对应信息的风险-收益系数和风险厌恶参数共同决定。 而市场的风险价格完全由信息的风险-收益系数确定。
The mean and variance of the optimal payoff is determined by both the payoff-risk coefficient of information and the risk aversion parameter, but the risk price is only by the former.
本文给出了求正态总体方差的一致最优化无偏检验的临界值的算法。
This paper proposed an algorithm for finding critical value of normal population variance under…
研究岭型主成分估计在降维估计类中的方差最优性，证明了它的方差阵在降维估计类中最小，方差阵的特征值最小，方差和及方差积最小。
This paper considers the classification compression principal component estimate of regression coefficient in growth curve model and proves that it is superior to least squares estimate.
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