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 |
||
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 14:48, 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