Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
Year of publication: |
2006-10
|
---|---|
Authors: | Judd, Kenneth L. ; Kubler, Felix ; Schmedders, Karl |
Institutions: | Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management |
Subject: | Dynamically complete markets | general equilibrium | consol | bonds | interest rate fluctuation | reinvestment risk | bond laddering |
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