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

Steven E Bolten and Scott Besley

The Financial Review, 1991, vol. 26, issue 2, 269-74

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.

Date: 1991
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