TY  - RPRT
AU  - Niu, Cuizhen
AU  - Guo, Xu
AU  - McAleer, Michael
AU  - Wong, Wing-Keung
PY  - 2017
UR  - https://hdl.handle.net/20.500.14352/22909
AB  - Homm and Pigorsch (2012a) use the Aumann and Serrano index to develop a new economic performance measure (EPM), which is well known to have advantages over other measures. In this paper, we extend the theory by constructing a one-sample confidence...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - Economic performance measure
KW  - Asymptotic confidence interval
KW  - Bootstrapbased confidence interval
KW  - Method of variance estimates recovery.
TI  - Theory and Application of an Economic Performance Measure of Risk
TY  - technical report
VL  - 2017
ER  -