Growth-optimal portfolio restrictions on asset pricing models

Macroeconomic Dynamics

Volumn 1, Issue 2, 1997, Pages 333-354

  Bansal, Ravi ^a   Lehmann, Bruce N ^b  

^a DUKE UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asset Pricing Models; Growth Optimal Portfolio; Lower Bound; Nonparametric Bounds

Indexed keywords

EID: 0031352599     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100597003039     Document Type: Article

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