Multiple partial adjustment of portfolios under rational expectations

DOI10.1016/0165-1765(85)90239-3MaRDI QIDQ373825zbMATH OpenOpenAlexWikidataFDO

Authors Klaus Neusser

Publication date 25 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(85)90239-3

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cites work

• scientific article; zbMATH DE number 4054857 (Why is no real title available?)
• scientific article; zbMATH DE number 3727971 (Why is no real title available?)
• scientific article; zbMATH DE number 3604250 (Why is no real title available?)
• scientific article; zbMATH DE number 3296351 (Why is no real title available?)
• The Estimation of Partial Adjustment Models with Rational Expectations
• The Rational Multivariate Flexible Accelerator

Cited in

(2)

• A further empirical investigation of the dividend adjustment process
• Adjustment costs in mean-variance efficiency analysis

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