مرکز منطقه ای اطلاع رساني علوم و فناوري - Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium

Title of article :

Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium

Author/Authors :

Pascal J. Maenhout، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2006

Pages :

From page :

136

To page :

163

Keywords :

Detection-error probability , portfolio choice , Robustness , Model uncertainty , Intertemporal hedging

Journal title :

Journal of Economic Theory

Serial Year :

2006

Journal title :

Journal of Economic Theory

Record number :

147512

Link To Document :