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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