Investment under alternative return assumptions Comparing random walks and mean reversion

B-Tier
Journal: Journal of Economic Dynamics and Control
Year: 1995
Volume: 19
Issue: 8
Pages: 1471-1488

Authors (2)

Metcalf, Gilbert E. (Tufts University) Hassett, Kevin A. (Hoover Institution on War Revo...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:dyncon:v:19:y:1995:i:8:p:1471-1488
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25