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Portfolio selection in stochastic environments
Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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Term structure dynamics in theory and reality
Dai, Qiang; Singleton, Kenneth J. - In: The review of financial studies 16 (2003) 3, pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
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Fundamental properties of bond prices in models of the short-term rate
Mele, Antonio - In: The review of financial studies 16 (2003) 3, pp. 679-716
Persistent link: https://www.econbiz.de/10001794920
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A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R. - In: The review of financial studies 6 (1993) 3, pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - In: The review of financial studies 31 (2018) 2, pp. 399-448
Persistent link: https://www.econbiz.de/10011925221
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Forecasting through the rearview mirror : data revisions and bond return predictability
Ghysels, Eric; Horan, Casidhe; Mönch, Emanuel - In: The review of financial studies 31 (2018) 2, pp. 678-714
Persistent link: https://www.econbiz.de/10011925250
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Subjective bond returns and belief aggregation
Buraschi, Andrea; Piatti, Ilaria; Whelan, Paul - In: The review of financial studies 35 (2022) 8, pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117