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The Swinging Light

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1989•13 pages•Published•ENG•User Reviews

An equilibrium theory of excess volatility and mean reversion in stock market prices

byAlan J. Marcus
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Economic aspects of Risk managementEfficient market theoryEquilibrium (Economics)Investments guaranty InsuranceMathematical modelsPricesRisk managementStocks

The Swinging Light

Book Details

First Published

1989

Pages

13 pages

Rating

0.0 / 5

Ratings

0

Editions

1

Publisher

National Bureau of Economic Research

Language

ENG

Status

Published

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Authors

A

Author

Alan J. Marcus

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