The Implications of Mean-Variance Optimization for Four Questions in International Macroeconomics
收藏NBER1985-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1617
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资源简介：
The hypothesis that investors optimize with respect to the mean and variance of their end-of-period wealth has powerful implications for some standard questions of interest to international macroeconomists. The implications transcend the particular econometric technique used to estimate the return
提供机构：
美国国家经济研究局
创建时间：
1985-05-01
