A Markov model of heteroskedasticity, risk, and learning in the stock market
Christopher M. Turner ; Richard Startz ; Charles R. Nelson
| Year of publication: |
1989
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|---|---|
| Authors: | Turner, Christopher M. |
| Other Persons: | Startz, Richard (contributor) ; Nelson, Charles R. (contributor) |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 25.1989, 1, p. 3-22
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001086147