The Term Structure of the Risk–Return Trade-Off
Top Cited Papers
- 2 January 2005
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 61 (1) , 34-44
- https://doi.org/10.2469/faj.v61.n1.2682
Abstract
No abstract availableAll Related Versions
This publication has 33 references indexed in Scilit:
- A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return PredictabilityThe Review of Financial Studies, 2005
- Inflation Illusion and Stock PricesAmerican Economic Review, 2004
- Asset returns and inflationPublished by Elsevier ,2002
- Dividend yields and expected stock returnsPublished by Elsevier ,2002
- Stock returns and the term structurePublished by Elsevier ,2002
- The Decline of Inflation and the Bull Market of 1982-1999Journal of Financial and Quantitative Analysis, 2002
- Variable Selection for Portfolio ChoiceThe Journal of Finance, 2001
- Investing for the Long Run when Returns Are PredictableThe Journal of Finance, 2000
- Dividend yields and expected stock returns: alternative procedures for inference and measurementThe Review of Financial Studies, 1992
- The World Price of Covariance RiskThe Journal of Finance, 1991