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Strategic asset allocation : portfolio choice for long-term investors

Author: John Y Campbell; Luis M Viceira
Publisher: Oxford [u.a.] : Oxford Univ. Press, 2003.
Series: Clarendon lectures in economics
Edition/Format:   Print book : English : ReprView all editions and formats
Summary:
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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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: John Y Campbell; Luis M Viceira
ISBN: 0198296940 9780198296942
OCLC Number: 52659842
Notes: Literaturverz. S. [226] - 240.
Awards: Winner of Co-winner of the 2002 Paul A. Samuelson Award.
Description: XII, 257 S : graph. Darst.
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
Series Title: Clarendon lectures in economics
Responsibility: John Y. Campbell ; Luis M. Viceira.

Abstract:

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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In Strategic Asset Allocation John Campbell and Luis Viceira go beyond the usual capital-markets research monographs that survey a broad swath of asset pricing and investment theory. Instead, they Read more...

 
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