搜索结果: 1-2 共查到“经济学 return predictability”相关记录2条 . 查询时间(0.078 秒)
Return Predictability in the Treasury Market:Real Rates,Inflation,and Liquidity
Expectations Hypothesis Term Structure Real Interest Rate Risk Inflation Risk Inflation-Indexed Bonds
2015/4/24
Estimating the liquidity differential between inflation-indexed and nominal bond yields, we separately test for time-varying real rate risk premia, inflation risk premia, and liquidity premia in U.S. ...
On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability
multi-period asset allocation expected utility optimization exponential utility func-tion return predictability.
2012/9/14
In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on ...