Investment under alternative return assumptions Comparing random walks and mean reversion

Gilbert Metcalf and Kevin Hassett

Journal of Economic Dynamics and Control, 1995, vol. 19, issue 8, 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: https://EconPapers.repec.org/RePEc:eee:dyncon:v:19:y:1995:i:8:p:1471-1488

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