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. SchmidtVolume:
31
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331362
Date:
December, 1996
File:
PDF, 745 KB
english, 1996