Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230): Difference between revisions

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Latest revision as of 17:02, 24 June 2024

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