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 :
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