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Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
Maenhout, Pascal J.
- In:
Journal of economic theory
128
(
2006
)
1
,
pp. 136-163
Persistent link: https://www.econbiz.de/10003335332
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2
Introduction to model uncertainty and robustness
Hansen, Lars Peter
;
Maenhout, Pascal J.
;
Rustichini, Aldo
; …
- In:
Journal of economic theory
128
(
2006
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10003335321
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3
Asset pricing under optimal contracts
Cvitanić, Jakša
;
Xing, Hao
- In:
Journal of economic theory
173
(
2018
),
pp. 142-180
Persistent link: https://www.econbiz.de/10011941619
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