Investment under alternative return assumptions Comparing random walks and mean reversion
- 1 November 1995
- journal article
- Published by Elsevier BV in Journal of Economic Dynamics and Control
- Vol. 19 (8), 1471-1488
- https://doi.org/10.1016/0165-1889(94)00838-9
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Investment and HysteresisJournal of Economic Perspectives, 1992
- The Value of Waiting to InvestThe Quarterly Journal of Economics, 1986