Risk Attitudes of Bond Investors

In this paper the authors measure the risk attitudes of bond investors which can be revealed from settled market prices. They present an equilibrium model which focuses on the stochastic behavior of tastes in addition to the dynamics of investor beliefs.

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Year of publication:	2001
Authors:	Kellerhals, B. Philipp ; Schöbel, Rainer
Subject:	Anlageverhalten \| Risikoaversion \| Festverzinsliches Wertpapier

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Extent:	327680 bytes 40 p. application/pdf
Series:	Universität Tübingen - Fachbereich Wirtschaftswissenschaft - Zusammenfassung ausgewählter Arbeitsberichte Discussion Paper ; 208 (2001)
Type of publication:	Book / Working Paper
Language:	English
Classification:	D52 - Incomplete Markets ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; Financial theory ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005846139