Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10003600116
We derive a proxy for expected returns from a noisy multi-asset rational expectations equilibrium model. a goal/contribution of this paper is to use the same proxy for the theorical, numerical, and empirical analyses.
Persistent link: https://www.econbiz.de/10008793315
Persistent link: https://www.econbiz.de/10001779164
Persistent link: https://www.econbiz.de/10001149780
Persistent link: https://www.econbiz.de/10002885091
Persistent link: https://www.econbiz.de/10001657013
Persistent link: https://www.econbiz.de/10000903237
Persistent link: https://www.econbiz.de/10013379789
Persistent link: https://www.econbiz.de/10001632153