Work

Risk aversion and allocation to long-term bonds

Year: 2003

Type: article

Source: Journal of Economic Theory

DOI: 10.1016/s0022-0531(03)00062-0

Author: Jessica A. Wachter

Institutions: National Bureau of Economic Research, New York University, University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: National Science Foundation

OpenAlex ID: W2051047282

FWCI: 9.357

Cites: 15

Cited by: 140

Related to: 10