On Estimating the Expected Rate of Return in Diffusion...

On Estimating the Expected Rate of Return in Diffusion Price Models with Application to Estimating the Expected Return on the Market

David H. Goldenberg and Raymond J. Schmidt
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Volume:
31
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331362
Date:
December, 1996
File:
PDF, 745 KB
english, 1996
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