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Interest Rate Expectations and Optimal Forward Commitments for Institutional Investors

In: Explorations in Economic Research, Volume 3, number 4

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  • John Lintner

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Suggested Citation

  • John Lintner, 1976. "Interest Rate Expectations and Optimal Forward Commitments for Institutional Investors," NBER Chapters, in: Explorations in Economic Research, Volume 3, number 4, pages 445-520, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:9087
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    File URL: http://www.nber.org/chapters/c9087.pdf
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    References listed on IDEAS

    as
    1. Jean, William H., 1971. "The Extension of Portfolio Analysis to Three or More Parameters," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(1), pages 505-515, January.
    2. Lintner, John, 1969. "The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 4(4), pages 347-400, December.
    3. Alderfer, Clayton P & Bierman, Harold, Jr, 1970. "Choices with Risk: Beyond the Mean and Variance," The Journal of Business, University of Chicago Press, vol. 43(3), pages 341-353, July.
    4. Fred D. Arditti, 1967. "Risk And The Required Return On Equity," Journal of Finance, American Finance Association, vol. 22(1), pages 19-36, March.
    5. Stevens, Guy V. G., 1971. "Two Problems in Portfolio Analysis: Conditional and Multiplicative Random Variables," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(5), pages 1235-1250, December.
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    Cited by:

    1. Thakor, Anjan V., 1982. "Toward a theory of bank loan commitments," Journal of Banking & Finance, Elsevier, vol. 6(1), pages 55-83, March.

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