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

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  • Maenhout, Pascal J.

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  • Maenhout, Pascal J., 2006. "Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium," Journal of Economic Theory, Elsevier, vol. 128(1), pages 136-163, May.
    • Handle: RePEc:eee:jetheo:v:128:y:2006:i:1:p:136-163
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