Title of article
Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions
Author/Authors
Martin Lettau، نويسنده , , Gang Gong، نويسنده , , Willi Semmler، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
19
From page
85
To page
103
Keywords
maximum likelihood , Stochastic growth model , Sharpe-ratio
Journal title
Journal of Economic Behavior and Organization
Serial Year
2001
Journal title
Journal of Economic Behavior and Organization
Record number
179844
Link To Document