Rational expectations equilibrium with conditioning on past prices: A mean-variance example (Q1164539): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0022-0531(82)90005-9 / rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1967534315 / rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0022-0531(82)90005-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1967534315 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5822308 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4121644 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An Intertemporal Capital Asset Pricing Model / rank | |||
Normal rank | |||
Latest revision as of 15:48, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rational expectations equilibrium with conditioning on past prices: A mean-variance example |
scientific article |
Statements
Rational expectations equilibrium with conditioning on past prices: A mean-variance example (English)
0 references
1982
0 references
intertemporal mean-variance model
0 references
dividend-paying risky asset
0 references
rational expectations equilibria
0 references
informational efficiency
0 references
