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Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors

Wachter, Jessica A.; Sangvinatsos, Antonios - National Bureau of Economic Research (NBER) - 2003

We consider the consumption and portfolio choice problem of a long-run investor when the term structure is affine and when the investor has access to nominal bonds and a stock portfolio. In the presence of unhedgeable inflation risk, there exist multiple pricing kernels that produce the same...

Persistent link: https://www.econbiz.de/10005720021

Does the failure of the expectations hypothesis matter for long-term investors?

Sangvinatsos, Antonios; Wachter, Jessica - 2003

Persistent link: https://www.econbiz.de/10001826472

Does the failure of the expectations hypothesis matter for long-term investors?

Sangvinatsos, Antonios; Wachter, Jessica - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 179-230

Persistent link: https://www.econbiz.de/10002645642

DOES THE FAILURE OF THE EXPECTATIONS HYPOTHESIS MATTER FOR LONG-TERM INVESTORS?

Sangvinatsos, Antonios; Wachter, Jessica A. - 2003

Persistent link: https://www.econbiz.de/10006966224

Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors?

Sangvinatsos, Antonios; Wachter, Jessica A. - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 179-230

Persistent link: https://www.econbiz.de/10006544228

Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors

Sangvinatsos, Antonios - 2003

We consider the consumption and portfolio choice problem of a long-run investor when the term structure is affine and when the investor has access to nominal bonds and a stock portfolio. In the presence of unhedgeable inflation risk, there exist multiple pricing kernels that produce the same...

Persistent link: https://www.econbiz.de/10012468608

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