Can a well-fitted equilibrium asset pricing model produce mean reversion?
Marco Antonio Bonomo; René Garcia
| Year of publication: |
1992
|
|---|---|
| Authors: | Bonomo, Marco Antonio ; Garcia, René |
| Publisher: |
Rio de Janeiro |
| Subject: | CAPM | Theorie | Theory | Mean Reversion | Mean reversion |
| Extent: | 35, 2 S graph. Darst |
|---|---|
| Series: | Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia. - Rio de Janeiro, ZDB-ID 2674840-X. - Vol. 270 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000136222