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The term structure of the risk-return tradeoff

Campbell, John Y.; Viceira, Luis M. - 2005

Persistent link: https://www.econbiz.de/10002619586

The term structure of the risk-return tradeoff

Campbell, John Y.; Viceira, Luis M. - 2005

Persistent link: https://www.econbiz.de/10002659639

MacroMarkets and the practice of financial innovation

Greenwood, Robin; Viceira, Luis M. - In: Financial innovation : too much or too little?, (pp. 149-170). 2013

Persistent link: https://www.econbiz.de/10009785516

Optimal portfolio choice for long-horizon investors with nontradable labor income

Viceira, Luis M. - 1999

Persistent link: https://www.econbiz.de/10001426796

Optimal portfolio choice for long-horizon investors with nontradable labor income

Viceira, Luis M. - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 433-470

Persistent link: https://www.econbiz.de/10001604097

Decision-making under uncertainty : an applied statistics approach

Chacko, George Kuttickal - 1991

Persistent link: https://www.econbiz.de/10000817424

Credit derivatives : a primer on credit risk, modeling, and instruments

Chacko, George (contributor) - 2006 - 1. print.

Persistent link: https://www.econbiz.de/10004863236

Understanding risk and return

Campbell, John Y. - 1993

Persistent link: https://www.econbiz.de/10000877573

Understanding Risk and Return

Campbell, John Y. - 1993

This paper uses an intertemporal equilibrium asset pricing model to interpret the cross-sectional pattern of stock and bond returns. The model relates assets' mean returns to their covariances with the contemporaneous return and news about future returns on the market portfolio. In a departure...

Persistent link: https://www.econbiz.de/10012474389

Intergenerational risksharing and equilibrium asset prices

Campbell, John Y.; Nosbusch, Yves - 2006

Persistent link: https://www.econbiz.de/10003324280