The effect of mean reversion on investment under uncertainty

Journal of Economic Dynamics and Control

Volumn 28, Issue 2, 2003, Pages 377-396

  Sarkar, Sudipto ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Investment; Mean reversion; Stochastic process; Uncertainty

Indexed keywords

EID: 0037698043     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(02)00181-1     Document Type: Article

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