RATIONAL-EXPECTATIONS EQUILIBRIUM WITH CONDITIONING ON PAST PRICES - A MEAN VARIANCE EXAMPLE

被引：62

作者：

HELLWIG, MF

机构：

来源：

关键词：

D O I：

10.1016/0022-0531(82)90005-9

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：279 / 312

页数：34

共 10 条

[1]

DOOB J, 1953, STOCHASTIC PROCESS

[2] EFFICIENT CAPITAL MARKETS - REVIEW OF THEORY AND EMPIRICAL WORK [J].

FAMA, EF .

[3]

FAMA EF, 1979, F FINANCE

[4]

GROSSMAN SJ, 1980, AM ECON REV, V70, P393

[5]

GROSSMAN SJ, 1976, AM ECON REV, V66, P246

[6]

HELLWIG MF, 1977, CORE7744 DISC PAP

[7]

HELLWIG MF, 1982, UNPUB APPROXIMATE IN

[8]

Hildenbrand W., 1974, CORE EQUILIBRIA LARG

[9] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J].

MERTON, RC .

MERTON, RC .