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
Keywords :
maximum likelihood , Stochastic growth model , Sharpe-ratio
Journal title :
Journal of Economic Behavior and Organization
Journal title :
Journal of Economic Behavior and Organization