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Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive
16 references·1 citing·33 second hop
Investors' Portfolio Behavior Under Alternative Models of Long-Term Interest Rate Expectations: Unitary, Rational, or Autoregressive (1979)Investors' Portfolio Behavior Under Alter…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Multiperiod Consumption-Investment Decisions (1975)Multiperiod Consumption-Inves…An Equilibrium Model of the Business Cycle (1975)An Equilibrium Model of the B…Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment (1973)Rational Expectations, the Re…On Keynesian Economics and the Economics of Keynes. (1970)On Keynesian Economics and th…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets (1969)The Aggregation of Investor's…Pitfalls in Financial Model-Building (1968)Pitfalls in Financial Model-B…Optimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…A Theory of the Consumption Function (1958)A Theory of the Consumption F…The monetary dynamics of hyperinflation (1956)The monetary dynamics of hype…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Value and Capital (1939)Value and CapitalThe General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…The Effect of Shifting Wealth Ownership on the Term Structure of Interest Rates: The Case of Pensions (1980)The Effect of Shifting Wealth…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Asset Prices in an Exchange Economy (1978)Macroeconomics and Reality (1980)Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)Do ESG Controversies Matter for Firm Value? Evidence from International Data (2016)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of forecasting : a handbook for researchers and practitioners (2001)Introduction: epistemic communities and international policy coordination (1992)Self-fulfilling prophecies (1981)The contingent valuation method: a review (2003)Rare Disasters, Asset Prices, and Welfare Costs (2009)Social Security, Induced Retirement, and Aggregate Capital Accumulation (1974)The Adjustment of Consumption to Changing Expectations About Future Income (1981)Efficient Capital Markets: II (1991)The Solution of Linear Difference Models under Rational Expectations (1980)A Theory of the Term Structure of Interest Rates (1985)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 1939Value and Capital2,893 cited
  • 1956The monetary dynamics of hyperinflation1,734 cited
  • 1958A Theory of the Consumption Function1,123 cited
  • 1968Pitfalls in Financial Model-Building1,042 cited
  • 1975An Equilibrium Model of the Business Cycle1,036 cited
  • 1968Optimal Multiperiod Portfolio Policies779 cited
  • 1970On Keynesian Economics and the Economics of Keynes.711 cited
  • 1973Rational Expectations, the Real Rate of Interest, and the Natural Rate of Unemployment533 cited
  • 1969The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets501 cited
  • 1975Multiperiod Consumption-Investment Decisions

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  • 1980The Effect of Shifting Wealth Ownership on the Term Structure of Interest Rates: The Case of Pensions24 cited