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The Geometry of Payoff Spaces

Author

Listed:
  • Marcel Hendrickx

Abstract

We show how payoff spaces can be used to study minimum-variance unbiased estimators and give a proof of Barankin's theorem for finite sample spaces and for samples of size one.

Suggested Citation

  • Marcel Hendrickx, 2002. "The Geometry of Payoff Spaces," Finance 0209006, University Library of Munich, Germany.
    • Handle: RePEc:wpa:wuwpfi:0209006
    Note: Type of Document - PDF; prepared on Latex; to print on postscript; pages: 35 ; figures: included. 35 pages, pdf
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    File URL: https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0209/0209006.pdf
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    More about this item

    Keywords

    payoff space unbiased estimator Barankin;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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