Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis (Q3905017)
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scientific article; zbMATH DE number 3715262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis |
scientific article; zbMATH DE number 3715262 |
Statements
Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis (English)
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1981
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futures trading
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rational expectations
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efficient markets hypothesis
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constant absolute risk aversion utility functions
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normal distributions
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necessary and sufficient conditions
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informational efficiency
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efficiency conditions
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two-period model
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