Rational expectations equilibrium with conditioning on past prices: A mean-variance example
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Publication:1164539
DOI10.1016/0022-0531(82)90005-9zbMath0485.90024OpenAlexW1967534315MaRDI QIDQ1164539
Publication date: 1982
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(82)90005-9
informational efficiencyrational expectations equilibriadividend-paying risky assetintertemporal mean-variance model
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