Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test
| Year of publication: |
1984
|
|---|---|
| Authors: | Frankel, Jeffrey ; Engel, Charles M. |
| Published in: |
Journal of International Economics. - Elsevier, ISSN 0022-1996. - Vol. 17.1984, 3-4, p. 309-323
|
| Publisher: |
Elsevier |