Change search
ReferencesLink to record
Permanent link

Direct link
The Conditional Quantile as a Minimizer
KTH, School of Architecture and the Built Environment (ABE), Centres, Centre for Banking and Finance, Cefin.
2014 (English)Report (Other academic)
Abstract [en]

It is well known that a quantile is the solution to a minimization problem.We show that the conditional quantile with respect to a general -algebrais the solution to similar a minimization problem.

Place, publisher, year, edition, pages
KTH Royal Institute of Technology, 2014. , 7 p.
, Working Paper Series, Department of Real Estate and Construction Management & Centre for Banking and Finance (cefin), 14/8
Keyword [en]
Conditional quantiles, minimization problems.
National Category
URN: urn:nbn:se:kth:diva-154593OAI: diva2:758039

QC 20141112

Available from: 2014-10-24 Created: 2014-10-24 Last updated: 2014-11-12Bibliographically approved

Open Access in DiVA

fulltext(390 kB)90 downloads
File information
File name FULLTEXT01.pdfFile size 390 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Armerin, Fredrik
By organisation
Centre for Banking and Finance, Cefin

Search outside of DiVA

GoogleGoogle Scholar
Total: 90 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 51 hits
ReferencesLink to record
Permanent link

Direct link