Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230): Difference between revisions
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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)
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12 July 2006
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portfolio choice
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robustness
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model uncertainty
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intertemporal hedging
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detection-error probability
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