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
28
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