Yoram Landskroner
Biographic Data
| ID | 5739397 |
|---|---|
| NAME | Yoram Landskroner |
| GIVEN NAMES | Yoram |
| FAMILY NAME | Landskroner |
| SIGNATURE | LANDSKRONER Y |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1977 |
| LATEST PUBLICATION YEAR | 1983 |
| H-INDEX | 0 |
Inflation Uncertainties and Returns on Bonds
The new wave of research on the effect of inflation on interest rates revolves around the incorporation of inflation uncertainty into the analysis.1 In a recent paper, Liviatan and Levhari (1977) examine in a single-period model the market risk premium on nominal bonds awarded as compensation for inflation-related uncertainty, where this premium is determined by attitudes of investors towards risk and the risk of inflation. The hypothesis that no…
Nonmarketable Assets and the Determinants of the Market Price of Risk
T he original capital asset pricing model (hereafter CAPM) developed by Sharpe (1964), Lintner (1965) and Mossin (1966) was advanced to explain the return differential between risky assets and a risk-free asset under conditions of uncertainty. The model demonstrates that in equilibrium the return differential on a risky asset is determined by two factors: the market price of (unit) risk (hereafter MPR) which is common to all risky assets, and a r…
No prominent works on this page.
Nonmarketable Assets and the Determinants of the Market Price of Risk
T he original capital asset pricing model (hereafter CAPM) developed by Sharpe (1964), Lintner (1965) and Mossin (1966) was advanced to explain the return differential between risky assets and a risk-free asset under conditions of uncertainty. The model demonstrates that in equilibrium the return differential on a risky asset is determined by two factors: the market price of (unit) risk (hereafter MPR) which is common to all risky assets, and a r…
Inflation Uncertainties and Returns on Bonds
The new wave of research on the effect of inflation on interest rates revolves around the incorporation of inflation uncertainty into the analysis.1 In a recent paper, Liviatan and Levhari (1977) examine in a single-period model the market risk premium on nominal bonds awarded as compensation for inflation-related uncertainty, where this premium is determined by attitudes of investors towards risk and the risk of inflation. The hypothesis that no…
Econometrics (2 works) · Economics (2 works) · Financial economics (2 works) · Financial Markets and Investment Strategies (2 works) · Asset (computer security) (1 work) · Bond (1 work) · Capital asset pricing model (1 work) · Capital Investment and Risk Analysis (1 work) · Computer Science (1 work) · Consumption-based capital asset pricing model (1 work)