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

  • Maenhout, Pascal J.
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    File URL: http://www.sciencedirect.com/science/article/B6WJ3-4JJ86VY-1/2/c19bd1d4771bf076a6dde47b9d756979
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    Article provided by Elsevier in its journal Journal of Economic Theory.

    Volume (Year): 128 (2006)
    Issue (Month): 1 (May)
    Pages: 136-163

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    Handle: RePEc:eee:jetheo:v:128:y:2006:i:1:p:136-163
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622869

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