Investment under alternative return assumptions Comparing random walks and mean reversion
| Year of publication: |
1995
|
|---|---|
| Authors: | Metcalf, Gilbert E. ; Hassett, Kevin A. |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 19.1995, 8, p. 1471-1488
|
| Publisher: |
Elsevier |