STOCKS, BONDS, BILLS, AND INFLATION - SIMULATIONS OF FUTURE (1976-2000)

被引：14

作者：

IBBOTSON, RG

SINQUEFIELD, RA

机构：

[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637

[2] AMER NATL BANK & TRUST CO,CHICAGO,IL

来源：

JOURNAL OF BUSINESS | 1976年 / 49卷 / 03期

关键词：

D O I：

10.1086/295854

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：313 / 338

页数：26

共 18 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :637-654

[2] UNBIASED ESTIMATORS OF LONG-RUN EXPECTED RATES OF RETURN [J].

BLUME, ME .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (347) :634-638

[3] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].

FAMA, EF ;

MACBETH, JD .

JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) :607-636

[4]

FAMA EF, 1975, AM ECON REV, V65, P269

[5] DEMAND FOR INDEX BONDS [J].

FISCHER, S .

JOURNAL OF POLITICAL ECONOMY, 1975, 83 (03) :509-534

[6]

HESS PJ, 1975, J FINANC ECON, V2, P341

[7]

Hicks J. R., 1946, VALUE CAPITAL

[8]

Ibbotson R., 1975, J FINANC ECON, V2, P235, DOI DOI 10.1016/0304-405X(75)90015-X

[9] STOCKS, BONDS, BILLS, AND INFLATION - YEAR-BY-YEAR HISTORICAL RETURNS (1926-1974) [J].

IBBOTSON, RG ;

SINQUEFIELD, RA .

JOURNAL OF BUSINESS, 1976, 49 (01) :11-47

[10]

KESSEL RA, 1965, CYCLICAL BEHAVIOR TE

← 1 2 →