A Markov model of heteroskedasticity, risk, and learning in the stock market
Year of publication: |
1989
|
---|---|
Authors: | Turner, Christopher M. |
Other Persons: | Startz, Richard (contributor) ; Nelson, Charles R. (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 25.1989, 1, p. 3-22
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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