Adjustment costs in mean-variance efficiency analysis

DOI10.1080/00207729608929249zbMath0849.90014OpenAlexW1979472478MaRDI QIDQ4883834

Jati K. Sengupta

Publication date: 7 November 1996

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729608929249

zbMATH Keywords

financial economicsstock marketsdynamic control modelmean variance efficiency modelshort-run adjustment to long-run goals

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

• Unnamed Item
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Modelling the persistence of conditional variances
• Modelling and testing for market volatility
• Estimating the Efficiency of Production

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