The demand for risky assets under uncertain inflation: An examination of some widely used assumptions

Keith Womer; R. Stephen Cantrell

doi:10.1016/0148-6195(87)90029-4

The demand for risky assets under uncertain inflation: An examination of some widely used assumptions

Keith Womer, R. Stephen Cantrell

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Economics and Business
Volume	39
DOIs	https://doi.org/10.1016/0148-6195(87)90029-4
State	Published - Nov 1987

Disciplines

Business
Economics

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@article{45ce883dd41a4cbb966735ce2f45871a,

title = "The demand for risky assets under uncertain inflation: An examination of some widely used assumptions",

author = "Keith Womer and Cantrell, \{R. Stephen\}",

note = "This paper examines the effect of the following commonly used methods of incorporating random inflation into discrete-time models of the demand for risky assets: 1) the use of a multivariate normal probability distribution for nominal asset returns and the random inflation rate, and 2) the approximation of real asset returns by the difference between nominal returns and the rate of inflation.",

year = "1987",

month = nov,

doi = "10.1016/0148-6195(87)90029-4",

language = "American English",

volume = "39",

journal = "Journal of Economics and Business",

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TY - JOUR

T1 - The demand for risky assets under uncertain inflation: An examination of some widely used assumptions

AU - Womer, Keith

AU - Cantrell, R. Stephen

N1 - This paper examines the effect of the following commonly used methods of incorporating random inflation into discrete-time models of the demand for risky assets: 1) the use of a multivariate normal probability distribution for nominal asset returns and the random inflation rate, and 2) the approximation of real asset returns by the difference between nominal returns and the rate of inflation.

PY - 1987/11

Y1 - 1987/11

UR - https://www.sciencedirect.com/science/article/abs/pii/0148619587900294

U2 - 10.1016/0148-6195(87)90029-4

DO - 10.1016/0148-6195(87)90029-4

M3 - Article

VL - 39

JO - Journal of Economics and Business

JF - Journal of Economics and Business

ER -

The demand for risky assets under uncertain inflation: An examination of some widely used assumptions

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