Rational expectations equilibrium with conditioning on past prices: A mean-variance example (Q1164539): Difference between revisions
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scientific article
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English | Rational expectations equilibrium with conditioning on past prices: A mean-variance example |
scientific article |
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Rational expectations equilibrium with conditioning on past prices: A mean-variance example (English)
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1982
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intertemporal mean-variance model
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dividend-paying risky asset
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rational expectations equilibria
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informational efficiency
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