Similar Search Results - EconBiz

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 - 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

Strategic asset allocation : the role of corporate bond indices?

Sangvinatsos, Antonios - In: The quarterly journal of finance 1 (2011) 2, pp. 355-422

Persistent link: https://www.econbiz.de/10009309740

Risk aversion and alloaction to long-term bonds

Wachter, Jessica - In: Journal of economic theory 112 (2003) 2, pp. 325-333

Persistent link: https://www.econbiz.de/10001811829

Risk aversion and allocation to long-term bonds

Wachter, Jessica - 2002

Persistent link: https://www.econbiz.de/10001709777

Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets

Wachter, Jessica - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 63-91

Persistent link: https://www.econbiz.de/10001661618

Portfolio and consumption decisions under mean-revering returns : an exact solution for complete markets

Wachter, Jessica - 2002

Persistent link: https://www.econbiz.de/10001701001

Asset allocation

Wachter, Jessica - In: Annual review of financial economics 2 (2010), pp. 175-206

Persistent link: https://www.econbiz.de/10008797829

Should investors avoid all actively managed mutual funds? : A study in Bayesian performance evaluation

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

Persistent link: https://www.econbiz.de/10001409820

A service of the