Rational expectations equilibrium with conditioning on past prices: A mean-variance example (Q1164539)
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scientific article; zbMATH DE number 3763637
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rational expectations equilibrium with conditioning on past prices: A mean-variance example |
scientific article; zbMATH DE number 3763637 |
Statements
Rational expectations equilibrium with conditioning on past prices: A mean-variance example (English)
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1982
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intertemporal mean-variance model
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dividend-paying risky asset
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rational expectations equilibria
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informational efficiency
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