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Long-term Asset Allocation under Dynamic Interaction of Earnings and Interest Rates

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  • Bolten, Steven E
  • Besley, Scott

Abstract

The interaction of interest rates and corporate earnings over the economic cycle generates stock price movements. These movements are captured in the present valuation contest. Superior returns are observed when long-term asset allocation techniques are applied to the model. Copyright 1991 by MIT Press.

Suggested Citation

  • Bolten, Steven E & Besley, Scott, 1991. "Long-term Asset Allocation under Dynamic Interaction of Earnings and Interest Rates," The Financial Review, Eastern Finance Association, vol. 26(2), pages 269-274, May.
    • Handle: RePEc:bla:finrev:v:26:y:1991:i:2:p:269-74
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    Cited by:

    1. Pinar Evrim-Mandaci & Hakan Kahyaoglu & Efe Caglar Cagli, 2011. "Stock and bond market interactions with two regime shifts: evidence from Turkey," Applied Financial Economics, Taylor & Francis Journals, vol. 21(18), pages 1355-1368.

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