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Campbell, John Y.

Works: 147 works in 1,181 publications in 4 languages and 11,527 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor, Other
Publication Timeline
Publications about John Y Campbell
Publications by John Y Campbell
Most widely held works by John Y Campbell
The econometrics of financial markets by John Y Campbell( Book )
25 editions published between 1994 and 2012 in English and held by 908 libraries worldwide
This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including the predictability of asset returns, tests of the random walk hypothesis, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing Theory, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as ARCH, neural networks, statistical fractals, and chaos theory
Strategic asset allocation : portfolio choice for long-term investors by John Y Campbell( Book )
39 editions published between 2001 and 2005 in 4 languages and held by 519 libraries worldwide
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
Risk aspects of investment-based social security reform ( Book )
16 editions published between 2001 and 2009 in English and held by 346 libraries worldwide
Our current social security system operates on a pay-as-you-go basis; benefits are paid almost entirely out of current revenues. As the ratio of retirees to taxpayers increases, concern about the high costs of providing benefits in a pay-as-you-go system has led economists to explore other options. One involves "prefunding," in which a person's withholdings are invested in financial instruments, such as stocks and bonds, the eventual returns from which would fund his or her retirement. The risks such a system would introduce--such as the volatility in the market prices of investment a
Asset prices and monetary policy ( Book )
14 editions published in 2008 in English and held by 289 libraries worldwide
"Economic growth, low inflation, and financial stability are among the most important goals of policy makers, and central banks such as the Federal Reserve are key institutions for achieving these aims. In Asset Prices and Monetary Policy, leading scholars and practitioners probe the interaction of central banks, asset markets, and the general economy to forge a new understanding of the challenges facing policy makers as they manage an increasingly complex economic system. The contributors examine how central bankers determine their policy prescriptions in an uncertain and even chaotic environment marked by fluctuating housing markets, the balance of debt and credit, changing beliefs of investors, the level of commodity prices, and other factors. At a time when the public has never been more involved in stocks, retirement funds, and real estate investment, this insightful book will be useful to all those concerned with the current state of the economy."--Jacket
Estimating the real rate of return on stocks over the long term by John Y Campbell( Book )
2 editions published in 2001 in English and held by 8 libraries worldwide
Alternative Names
Campbell, J. 1958-
Campbell, J. Y. 1958-
Campbell, John Y. 1958-
Campbell, John Y. (Young), 1958-
Campbell, John Young 1958-
John Y. Campbell American economist
John Y. Campbell Amerikaans econoom
John Y. Campbell amerikansk ekonom
John Y. Campbell amerikansk økonom
John Y. Campbell britisch-amerikanischer Ökonom und Hochschullehrer
John Y. Campbell economista estadounidense
John Y. Campbell économiste américain
Young Campbell, John 1958-
존 Y. 캠벨
キャンベル, ジョン・Y
English (93)
Spanish (1)
Chinese (1)
Japanese (1)
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