مرکز منطقه ای اطلاع رساني علوم و فناوري - Investment under alternative return assumptions Comparing random walks and mean reversion

Title of article :

Investment under alternative return assumptions Comparing random walks and mean reversion

Author/Authors :

Gilbert E. Metcalf، نويسنده , , Kevin A. Hassett، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

1471

To page :

1488

Keywords :

Uncertainty , Investment , stochastic processes

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

1995

Journal title :

Journal of Economic Dynamics and Control

Record number :

237333

Link To Document :