On Euler-equation restrictions on the temporal behavior of asset returns
Name
oneulerequationr00mars.pdf
Size
1.74 MB
Format
Adobe PDF
Checksum (MD5)
6729c1cdb4bb53b3767a31bbc1dde5d1
Author(s)
Marsh, Terry A.
Date Issued
1984]
Publisher
Cambridge, Mass. : Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 1619-84.
Description
"Incomplete draft, December, 1984."
Subjects
Investments
Mathematical models.
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