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The significance of the market portfolio

By: Athanasoulis, Stefano .

Contributor(s): Shiller, Robert James .

Material type: Text

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TextSeries: NBER technical working papers; 209; february.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1997Description: 27 p. 22 cm.Subject(s): MODELOS ECONOMETRICOS

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Item type	Current location	Home library	Call number	Status	Notes	Date due	Barcode
Libros		IEF	OP 2096-209 (Browse shelf)	Available	NBER Technical working papers		OP 2096-209

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Previous	op 2096-206 Further investigation of the uncertain unit root in GNP	op 2096-207 Solving large scale rational expectations models	op 2096-208 Computational economics and economic theory: substitutes or complements?	OP 2096-209 The significance of the market portfolio	OP 2096-210 Observational agency and supply - side econometrics	op 2096-211 Time - to - build and cycles	op 2096-212 An efficient generalized discrete - time approach to poisson - gaussian bond option pricing in the Heath - Jarrow - Morton model	Next

Resumen.- Conclusiones.- Bibliografía

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