On market timing and investment performance part I : an equilibrium theory of value for market forecasts

Name

onmarkettimingin00mert.pdf

Size

3.19 MB

Format

Adobe PDF

Checksum (MD5)

b94414dfde4007780dab21bd3b2cd2b3

Author(s)

Merton, Robert C.

Date Issued

1979

Publisher

Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 1076-79.

Persistent DSpace Link