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COCHRANE, JOHN H. - In: Journal of Finance 66 (2011) 4, pp. 1047-1108

Persistent link: https://www.econbiz.de/10009215940

A Mean-Variance Benchmark for Intertemporal Portfolio Theory

COCHRANE, JOHN H. - In: Journal of Finance 69 (2014) 1, pp. 1-49

type="main" <title type="main">ABSTRACT</title> <p>Mean-variance portfolio theory can apply to streams of payoffs such as dividends following an initial investment. This description is useful when returns are not independent over time and investors have nonmarketed income. Investors hedge their outside income streams. Then,...</p>

Persistent link: https://www.econbiz.de/10011032070

New Facts in Finance

COCHRANE, JOHN H. - Center for Research in Security Prices (CRSP), Booth … - 1999

Persistent link: https://www.econbiz.de/10005794700

A Frictionless View of U.S. Inflation

COCHRANE, JOHN H. - Center for Research in Security Prices (CRSP), Booth … - 1998

Persistent link: https://www.econbiz.de/10005794711

By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior

CAMPBELL, JOHN Y.; COCHRANE, JOHN H. - Center for Research in Security Prices (CRSP), Booth … - 1994

Persistent link: https://www.econbiz.de/10005794717

Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level

COCHRANE, JOHN H. - Center for Research in Security Prices (CRSP), Booth … - 1998

Persistent link: https://www.econbiz.de/10005794724

Portfolio Advice for a Multifactor World

COCHRANE, JOHN H. - Center for Research in Security Prices (CRSP), Booth … - 1999

Persistent link: https://www.econbiz.de/10005794736

Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets

COCHRANE, JOHN H.; SAÁ-REQUEJO, JESÚS - Center for Research in Security Prices (CRSP), Booth … - 1998

Persistent link: https://www.econbiz.de/10005794766

Presidential Address: Discount Rates

COCHRANE, JOHN H. - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1047-1109

Persistent link: https://www.econbiz.de/10009180465