Die Passivseite der Bankbilanz. Ein Portfolio-Ansatz
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Volume (Year): 125 (1989)
Issue (Month): I (March)
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References listed on IDEAS
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- Dale W. Jorgenson & Jean-Jacques Laffont, 1974. "Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 615-640 National Bureau of Economic Research, Inc.
- Pindyck, Robert S, 1984.
"Risk, Inflation, and the Stock Market,"
American Economic Review,
American Economic Association, vol. 74(3), pages 335-351, June.
- Robert S. Pindyck, 1983. "Risk, Inflation, and the Stock Market," NBER Working Papers 1186, National Bureau of Economic Research, Inc.
- Pindyck, Robert S., 1983. "Risk, inflation, and the stock market," Working papers 1423-83., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Christensen, Laurits R & Jorgenson, Dale W & Lau, Lawrence J, 1975. "Transcendental Logarithmic Utility Functions," American Economic Review, American Economic Association, vol. 65(3), pages 367-383, June.
- Agnar Sandmo, 1977. "Portfolio Theory, Asset Demand and Taxation: Comparative Statics with Many Assets," Review of Economic Studies, Oxford University Press, vol. 44(2), pages 369-379.
- Friedman, Benjamin M, 1980. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," American Economic Review, American Economic Association, vol. 70(1), pages 32-48, March.
- Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-887, September.
- Benjamin M. Friedman, 1978. "Price Inflation, Portfolio Choice, and Nominal Interest Rates," NBER Working Papers 0235, National Bureau of Economic Research, Inc.
- William C. Brainard & James Tobin, 1968. "Pitfalls in Financial Model-Building," Cowles Foundation Discussion Papers 244, Cowles Foundation for Research in Economics, Yale University.
- G. O. Bierwag & M. A. Grove, 1968. "Slutsky Equations for Assets," Journal of Political Economy, University of Chicago Press, vol. 76, pages 114-114. Full references (including those not matched with items on IDEAS)
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