Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality (Q2442542)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality |
scientific article |
Statements
Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality (English)
0 references
3 April 2014
0 references
empirical credibility
0 references
portfolio-unbiasedness
0 references
pure robust
0 references
pseudo-observations
0 references
asymptotic optimality
0 references
