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Strategic asset allocation : portfolio choice for long-term investors

Author: John Y Campbell; Luis M Viceira
Publisher: New York : Oxford University Press, 2002.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

This work links cutting-edge academic analysis of portfolio choice to the practical concerns of institutional investors, financial planners, and individual investors. It shows in empirical detail how  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: John Y Campbell; Luis M Viceira
ISBN: 0198296940 9780198296942
OCLC Number: 48241322
Awards: Winner of Paul A. Samuelson Award 2002.
Description: xii, 257 pages : illustrations ; 22 cm
Contents: 1. Introduction --
2. Myopic Portfolio Choice --
3. Who Should Buy Long-Term Bonds? --
4. Is the Stock Market Safer for Long-Term Investors? --
5. Strategic Asset Allocation in Continuous Time --
6. Human Wealth and Financial Wealth --
7. Investing over the Life Cycle.
Responsibility: John Y. Campbell, Luis M. Viceira.
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Finance academics will find a lot to interest them in this book. Times Higher Education Supplement Strategic Asset Allocation represents the state of the art of normative asset allocation studies. Read more...

 
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