Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
| Year of publication: |
2006
|
|---|---|
| Authors: | Maenhout, Pascal J. |
| Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 128.2006, 1, p. 136-163
|
| Publisher: |
Elsevier |