Investment under alternative return assumptions: Comparing random walks and mean reversion
| Year of publication: |
1995
|
|---|---|
| Authors: | Metcalf, Gilbert E. ; Hassett, Kevin |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 19.1995, 8, p. 1471-1488
|