Optimality of Sluggish Predictors under Ergodic Probabilities

DOI10.2307/2526061MaRDI QIDQ4086950zbMATH OpenOpenAlexFDO

Authors Paul A. Samuelson

Publication date 1976

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526061

Mathematics Subject Classification ID

Decision theory (91B06) Economic time series analysis (91B84)

Cited in

(1)

• Classical ergodicity and modern portfolio theory

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