Bond Portfolios and Two-Fund Separation in the Lucas Asset-Pricing Model
Download full text from publisher
More about this item
KeywordsDynamically complete markets; general equilibrium; consol; bonds; interest rate fluctuation; reinvestment risk; bond laddering;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-04-09 (All new papers)
- NEP-DGE-2007-04-09 (Dynamic General Equilibrium)
- NEP-MAC-2007-04-09 (Macroeconomics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nwu:cmsems:1427. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Fran Walker). General contact details of provider: http://edirc.repec.org/data/cmnwuus.html .
We have no references for this item. You can help adding them by using this form .