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For any random variable X with finite variance, and any constant t \(\displaystyle E\{(X-t)\}^2= E\{(X-t)^-\}^2+E\{(X-t)^+\}^2. \)

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Semi-Variance in Finance

  • 工具书词条

  • 发表日期：

    2025年

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  • Vijay K. Rohatgi

摘要

For any random variable X with finite variance, and any constant t \(\displaystyle E\{(X-t)\}^2= E\{(X-t)^-\}^2+E\{(X-t)^+\}^2. \)