Strategic asset allocation : portfolio choice for long-term investors

Strategic asset allocation : portfolio choice for long-term investors / John Y. Campbell, Luis M. Viceira.

This volume offers a scientific foundation for the advice offered by financial planners to long-term investors. It gives statistical evidence on asset return behaviour, and, based on assumed investor objectives, derives optimal portfolio rules.

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Bibliographic Details
Main Author: Campbell, John Y.
Corporate Author: Oxford University Press
Other Authors: Viceira, Luis M.
Format: eBook
Language:English
Published: New York : Oxford University Press, 2002.
Series:Clarendon lectures in economics.
Subjects:
Asset allocation.
Portfolio management.
Investments.
Asset allocation
Investments
Portfolio management
Online Access:Click for online access

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