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A multi-dynamic-factor model for stock returns
Ng, Victor K.; Engle, Robert F.; Rothschild, Michael - 1992
In this paper, we define dynamic and static factors and distinguish between the dynamic and static structure of asset excess returns. We examine the value-weighted market portfolio as a dynamic factor and propose an intuitively appealing procedure to search for more dynamic factors. We find...
Persistent link: https://www.econbiz.de/10009477376
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Monopolistic Competition and Preference Diversity
Deneckere, Raymond; Rothschild, Michael - 1986
Persistent link: https://www.econbiz.de/10012235499
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Capital gains taxation in an economy with an "Austrian sector"
Kovenock, Daniel J.; Rothschild, Michael - 1982 - Rev
Persistent link: https://www.econbiz.de/10000722958
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Advertising: from fundamentals to strategies
Rothschild, Michael - 1987
Persistent link: https://www.econbiz.de/10000729154
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Economic theory teaches us that economic theory teaches us nothing : the case of asset prices
Rothschild, Michael - 1990
Persistent link: https://www.econbiz.de/10000797988
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McMillan, John; Rothschild, Michael - 1989
Persistent link: https://www.econbiz.de/10000771813
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The university in the marketplace : some insights and some puzzles
Rothschild, Michael; White, Lawrence J. - 1991
Persistent link: https://www.econbiz.de/10000823836
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McMillan, John; Rothschild, Michael - 1989
Persistent link: https://www.econbiz.de/10000133038
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Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
Rothschild, Michael; Chamberlain, Gary - 1982
Economics
Persistent link: https://www.econbiz.de/10009431908
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Two puzzles regarding the replacement ratio in the context of renewal theory
Mpētros, Geōrgios K. - In: The journal of economic methodology 17 (2010) 4, pp. 375-395
Persistent link: https://www.econbiz.de/10008798947