When can life cycle investors benefit from time-varying bond risk premia?
Ralph S. J. Koijen; Theo E. Nijman; Bas J. M. Werker
| Year of publication: |
2010
|
|---|---|
| Authors: | Koijen, Ralph S. J. ; Nijman, Theodore E. ; Werker, Bas J. M. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 2, p. 741-780
|
| Subject: | Portfolio-Management | Portfolio selection | Anleihe | Bond | Risikoprämie | Risk premium | Liquiditätsbeschränkung | Liquidity constraint | Anlageverhalten | Behavioural finance | Theorie | Theory | USA | United States | 1959-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003941685