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Rational expectations equilibrium with conditioning on past prices: a mean-variance example

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  • HELLWIG, Martin F.

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  • HELLWIG, Martin F., 1982. "Rational expectations equilibrium with conditioning on past prices: a mean-variance example," LIDAM Reprints CORE 480, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvrp:480
    DOI: 10.1016/0022-0531(82)90005-9
    Note: In : Journal of Economic Theory, 26(2), 279-312, 1982
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