Long-run equity risk and dynamic trading strategies: a simulation exercise for the Italian stock market

DOI10.1006/reco.1996.0002zbMath0848.90027OpenAlexW2020553691MaRDI QIDQ4883097

Alessandro Penati, Francesco Corielli

Publication date: 24 October 1996

Published in: Ricerche Economiche (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/reco.1996.0002

zbMATH Keywords

simulation approachItalian stock market prices

Mathematics Subject Classification ID

Economic time series analysis (91B84) Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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