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The Demand for Risky Assets under Uncertain Inflation

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  • Friend, Irwin
  • Landskroner, Yoram
  • Losq, Etienne

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  • Friend, Irwin & Landskroner, Yoram & Losq, Etienne, 1976. "The Demand for Risky Assets under Uncertain Inflation," Journal of Finance, American Finance Association, vol. 31(5), pages 1287-1297, December.
  • Handle: RePEc:bla:jfinan:v:31:y:1976:i:5:p:1287-97
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    Cited by:

    1. David S. Jones, 1981. "The Efficiency of Decentralized Investment Management Systems," NBER Working Papers 0719, National Bureau of Economic Research, Inc.
    2. Cartea, Álvaro & Saúl, Jonatan & Toro, Juan, 2012. "Optimal portfolio choice in real terms: Measuring the benefits of TIPS," Journal of Empirical Finance, Elsevier, vol. 19(5), pages 721-740.
    3. William B. Brueggeman & A.H. Chen & T.G. Thibodeau, 1992. "Some Additional Evidence on the Performance of Commingled Real Estate Investment Funds," Journal of Real Estate Research, American Real Estate Society, vol. 7(4), pages 433-448.
    4. Dehong Gu, 1996. "Capital Asset Pricing And Agricultural Assets In England And Wales," Journal of Agricultural Economics, Wiley Blackwell, vol. 47(1-4), pages 99-108.
    5. Azoulay, Eddy & Brenner, Menachem & Landskroner, Yoram & Stein, Roy, 2014. "Inflation risk premium implied by options," Journal of Economics and Business, Elsevier, vol. 71(C), pages 90-102.
    6. Mohammad Najand, 1991. "A Test Of The Risk Premium Hypothesis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 207-216, September.
    7. Thomas A. Lawler, 1978. "Uncertain inflation, systematic risk, and the capital asset pricing model," Working Paper 78-02, Federal Reserve Bank of Richmond.
    8. Camille Baulant & Michel Boutillier & François Renard, 1992. "Taux d'intérêt et comportements spéculatifs sur le marché du franc français," Économie et Prévision, Programme National Persée, vol. 106(5), pages 97-108.
    9. Kivilcim Metin & Gulnur Muradoglu & Bilgehan Yazici, 1997. "An Analysis of the “Day of the Week Effect” on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 1(4), pages 15-26.
    10. David S. Jones, 1980. "Consistent Simple Sum Aggregation over Assets," NBER Working Papers 0573, National Bureau of Economic Research, Inc.
    11. Zvi Bodie, 1979. "Inflation Risk and Capital Market Equilibrium," NBER Working Papers 0373, National Bureau of Economic Research, Inc.
    12. Miles, David, 1993. "Testing for Short Termisn in the UK Stock Market," Economic Journal, Royal Economic Society, vol. 103(421), pages 1379-1396, November.
    13. Boons, M.F., 2014. "Sorting out commodity and macroeconomic risk in expected stock returns," Other publications TiSEM 1ebdac58-bf37-499d-8835-1, Tilburg University, School of Economics and Management.
    14. Nihal Kargi & Harun Terzi, 1997. "Causal Relations Among ISE, Inflation, Interest Rates and Real Activity in Turkey: A VAR Analysis," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 1(4), pages 27-38.
    15. David S. Jones & V. Vance Roley, 1981. "Bliss Points in Mean-Variance Portfolio Models," NBER Technical Working Papers 0019, National Bureau of Economic Research, Inc.
    16. Penaranda, Francisco, 2007. "Portfolio choice beyond the traditional approach," LSE Research Online Documents on Economics 24481, London School of Economics and Political Science, LSE Library.
    17. W. B. Brueggeman & A. H. Chen & T. G. Thihodeau, 1984. "Real Estate Investment Funds: Performance and Portfolio Considerations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 333-354.
    18. Bernard Dumas, 1993. "Partial- Vs. General-Equilibrium Models of the International Capital Market," NBER Working Papers 4446, National Bureau of Economic Research, Inc.
    19. Levent Alkan, 1997. "Forecasting of Corporate Performances on the Basis of Financial Indicators," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 1(4), pages 39-72.
    20. Ayse Yuce, 1997. "Effects of Turkish Liberalization Measures on Stock Prices," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 1(4), pages 1-14.

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