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"Robust portfolio rules and detection-error probabilities for a ..."

Pascal J. Maenhout (2006)

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DOI: 10.1016/J.JET.2005.12.012

access: closed

type: Journal Article

metadata version: 2020-02-24

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Pascal J. Maenhout:
Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. J. Econ. Theory 128(1): 136-163 (2006)

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