Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230)
From MaRDI portal
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)
0 references
12 July 2006
0 references
portfolio choice
0 references
robustness
0 references
model uncertainty
0 references
intertemporal hedging
0 references
detection-error probability
0 references
0 references
0 references
0 references
