Investment under alternative return assumptions Comparing random walks and mean reversion

Gilbert Metcalf () and Kevin Allen Hassett ()

Journal of Economic Dynamics and Control, 1995, vol. 19, issue 8, pages 1471-1488

Date: 1995
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Working Paper: Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion (1995)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:19:y:1995:i:8:p:1471-1488

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