Structural Model of the U.S. Government Securities Market
Regular price
€44.99
14 days return policy
Shipping & Delivery
A01=V. Vance Roley
Absolute Risk Aversion
asset allocation models
Asset Demand Equations
Asset Demands
Assets Case
Author_V. Vance Roley
Bliss Point
Category=JPH
Category=KCH
Category=KFFM
Comparative Statics Properties
Constant Relative Risk Aversion
empirical asset demand estimation
Endogenous Assets
Endogenous Interest Rates
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
eq_society-politics
Expected Utility Maximization
financial intermediaries research
fixed income analysis
government bonds
government economics
government finance
government investment
government securities
Government Securities Market
Holding Period Yields
Initial Wealth
Level Initial Wealth
macroeconomics united states
macroeconomics US
market value
maturity classes
maturity structure demand
mean-variance optimisation
Multiperiod Model
national econometrics
national financial asset
Negative Exponential Utility Function
Nonfinancial Corporate Businesses
Portfolio Rate
Portfolio Selection Model
Portfolio Selection Problem
portfolio selection theory
Relative Risk Aversion
Riskless Asset
securities market
Sharpe Lintner Capital Asset Pricing Model
structural model
Symmetric Coefficient Matrix
U.S. Government securities
united states government securities
united states securities market
Product details
- ISBN 9780815350521
- Weight: 570g
- Dimensions: 174 x 246mm
- Publication Date: 25 Jun 2019
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Paperback
Secure
checkout
Fast Shipping
Easy returns
Originally published in 1979. This study focuses primarily on the development of a structural model for the U. S. Government securities market, ie. the specification and estimation of the demands for disaggregated maturity classes of U.S. Government securities by the individual investor groups participating in the market. A particularly important issue addressed involves the extent of the substitution relationship among different maturity classes of U.S. Government securities.
V. Vance Roley is Dean of the University of Hawaii at Mānoa's Shidler College of Business.
