Pure robust versus robust portfolio unbiased : credibility and asymptotic optimality
Georgios Pitselis
| Year of publication: |
2013
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|---|---|
| Authors: | Pitselis, Georgios |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 391-403
|
| Subject: | Theorie | Theory | Robustes Verfahren | Robust statistics | Portfolio-Management | Portfolio selection | Glaubwürdigkeit | Credibility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009736094