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Estimation theory / Statistical inference / Statistical theory / Bayesian statistics / Decision theory / Robust statistics / L-estimator / Expected utility hypothesis / Estimator / Prior probability / Bayes estimator / Frequentist inference


Incorporating MR, ER and Robustness in Mean Variance Portfolio Choice F. Cavadini, A. Sbuelz, F. Trojani ECAS Course, Lugano, October 7-13, 2001
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Document Date: 2009-01-27 08:17:17

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