Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis (Q3905017)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis |
scientific article |
Statements
Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis (English)
0 references
1981
0 references
futures trading
0 references
rational expectations
0 references
efficient markets hypothesis
0 references
constant absolute risk aversion utility functions
0 references
normal distributions
0 references
necessary and sufficient conditions
0 references
informational efficiency
0 references
efficiency conditions
0 references
two-period model
0 references
