Printer friendly

What does ASVAR stand for?

ASVAR stands for Asymptotic Variance

This definition appears rarely and is found in the following Acronym Finder categories:

  • Science, medicine, engineering, etc.

Samples in periodicals archive:

First of all, given the cross-dependency between the portfolio and the benchmark returns, we derive the analytic expression of the asymptotic variance of the IR and we show explicitly how the higher order covariance influence the precision of the variance estimation.
However, this is not correct, not even asymptotically; in fact, a simple calculation of the asymptotic variance in this simplified model (where the number of remaining individuals of a given colour has a hypergeometric distribution) yields (4/27)n instead of n/9.