Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality (Q2442542): Difference between revisions
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scientific article
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English | Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality |
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Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality (English)
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3 April 2014
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empirical credibility
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portfolio-unbiasedness
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pure robust
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pseudo-observations
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asymptotic optimality
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