Articlegreen1979

Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive

29 citations0/0 files storedEconometrica

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Stochastic processes and financial applications

Abstract

Benjamin M. Friedman, V. Vance Roley, Investors' Portfolio Behavior under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive, Econometrica, Vol. 47, No. 6 (Nov., 1979), pp. 1475-1497

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1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1936The General Theory of Employment, Interest and Money.1952PORTFOLIO SELECTION*1936The General Theory of Employment, Interest and Money, by John Maynard Keynes 1961Rational Expectations and the Theory of Price Movements 1995Time Series Analysis, Forecasting, and Control 1939Value and Capital 1956The monetary dynamics of hyperinflation

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1980The Effect of Shifting Wealth Ownership on the Term Structure of Interest Rates: The Case of Pensions

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