MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL

被引：82

作者：

ADMATI, AR ^{[1
]}

ROSS, SA ^{[1
]}

机构：

[1] YALE UNIV,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.1086/296280

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1 / 26

页数：26

共 41 条

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ANDERSON, RM
SONNENSCHEIN, H
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[5] Anderson TW., 1958, INTRO MULTIVARIATE S
[6] [Anonymous], 1972, MATH MODELS INVESTME
[7] BHATTACHARYA S, 1984, J EC THEORY
[8] BHATTACHARYA S, 1983, 714 STANF U GRAD SCH
[9] MEASURING SECURITY PRICE PERFORMANCE
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WARNER, JB
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (03) : 205 - 258
[10] CONNOR G, 1984, 104 NW U JL KELL GRA