Conditional mean-variance efficiency of the U.S. stock market
| Year of publication: |
1989
|
|---|---|
| Authors: | Engel, Charles ; Frankel, Jeffrey A. ; Froot, Kenneth A. ; Rodrigues, Anthony |
| Institutions: | Federal Reserve Bank of New York |
| Subject: | Stock market | Time-series analysis |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 8901 |
| Source: |
Persistent link: https://www.econbiz.de/10005387239