Costly switching and investment volatility
Year of publication: |
2005
|
---|---|
Authors: | Jun, Tackseung |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 25.2005, 2, p. 317-332
|
Subject: | Mathematische Optimierung | Mathematical programming | Volatilität | Volatility | Theorie | Theory | Wechselverhalten | Switching behaviour | Random Walk | Random walk |
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