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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Date: 2009-01-27 08:17:17 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 Add to Reading List Source URL: www.istfin.eco.usi.ch Download Document from Source Website File Size: 123,63 KB Share Document on Facebook

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