T. N. Vinther

Finance · 2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it

Whom T. N. Vinther trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Nicholas Barberis
2. Jessica A. Wachter
3. Halbert White
4. John Y. Campbell

Papers from T. N. Vinther's perspective

Ordered by how strongly the researchers T. N. Vinther trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing
2. Investing for the Long Run When Returns are Predictable
3. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
4. The Equity Premium Puzzle
5. Appendix for "Who Should Buy Long-Term Bonds?"
6. Stochastic Interest Rates and the Bond-Stock Mix
7. Forecasting, Structural Time Series Models and the Kalman Filter
8. Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
10. Learning, Asset-Pricing Tests, and Market Efficiency

Their papers

• Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior? (2004) — 137 citations