Work

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

Year: 1979

Type: article

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

Source: Econometrica

DOI: 10.2307/1914013

Authors: Benjamin M. Friedman, V. Vance Roley

Institutions: National Bureau of Economic Research, Harvard University, University of Hawaiʻi at Mānoa

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: National Science Foundation

OpenAlex ID: W2036880508

FWCI: 7.866

Cites: 44

Cited by: 29

Related to: 20