Introduction to model uncertainty and robustness. - Lars Peter Hansen; Pascal J. Maenhout; Aldo Rustichini; Thomas J. Sargent; Marciano M. Siniscalchi (J. Econ. Theory, 2006)

Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium. - Pascal J. Maenhout (J. Econ. Theory, 2006)