Open AccessThe Dispersion Bias
Author(s) -
Lisa R. Goldberg,
Alex Papanicolaou,
Alex Shkolnik
Publication year - 2022
Publication title -
siam journal on financial mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.251
H-Index - 33
ISSN - 1945-497X
DOI - 10.1137/21m144058x
Subject(s) - metric (unit) , covariance matrix , mathematics , covariance , dispersion (optics) , quadratic equation , variance (accounting) , eigenvalues and eigenvectors , statistics , sample mean and sample covariance , observational error , econometrics , physics , economics , operations management , geometry , accounting , quantum mechanics , estimator , optics