Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:21, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium |
scientific article |
Statements
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (English)
0 references
12 July 2006
0 references
portfolio choice
0 references
robustness
0 references
model uncertainty
0 references
intertemporal hedging
0 references
detection-error probability
0 references
