Pure robust versus robust portfolio unbiased -- credibility and asymptotic optimality (Q2442542)

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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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