Similar Search Results - EconBiz

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

Bayesian performance evaluation

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999

Persistent link: https://www.econbiz.de/10001378364

Bayesian performance evaluation

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999

Persistent link: https://www.econbiz.de/10001379616

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

Maximum likelihood estimation of the equity premium

Avdis, Efstathios; Wachter, Jessica - 2013

Persistent link: https://www.econbiz.de/10010225033

Maximum likelihood estimation of the equity premium

Avdis, Efstathios; Wachter, Jessica - In: Journal of financial economics 125 (2017) 3, pp. 589-609

Persistent link: https://www.econbiz.de/10011751863

Topics in empirical international economics : a festschrift in honor of Robert E. Lipsey

Blomström, Magnus (ed.); Lipsey, Robert E. (honouree); … - 2001

Persistent link: https://www.econbiz.de/10001511918

Monetary policy rules : [papers based on the National Bureau of Economic Research Conference on Research in Business Cycles, held at Stanford University, 1998]

Taylor, John B. (ed.) - 2001 - Paperback ed.

Persistent link: https://www.econbiz.de/10001535296

Monetary policy rules

Taylor, John B. (ed.) - 1999

Persistent link: https://www.econbiz.de/10001353848

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