Review paper
Exploring longitudinal risk‐return relationships
Abstract
We study a longitudinal fit model of adaptation and its association with the longitudinal risk‐return relationship. The model allows the firm to adjust its position in response to partial learning about a changing environment characterized by two path‐dependent processes—a random walk and a stochastic trend. Computational simulations at low levels of learning in both environmental contexts are consistent with empirical data. However, the results...
Paper Details
Title
Exploring longitudinal risk‐return relationships
Published Date
Jun 13, 2014
Journal
Volume
36
Issue
8
Pages
1135 - 1145
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