Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion
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- Metcalf, Gilbert E. & Hassett, Kevin A., 1995. "Investment under alternative return assumptions Comparing random walks and mean reversion," Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1471-1488, November.
References listed on IDEAS
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More about this item
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-IFN-1998-08-21 (International Finance)
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