Strategic asset allocation : portfolio choice for long-term investors /

Strategic asset allocation : portfolio choice for long-term investors /

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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

Bibliographic Details
Main Author: Campbell, John Y
Other Authors: Viceira, Luis M
Format: Book
Language:English
Published: New York : Oxford University Press, 2002
Oxford : 2002
Oxford ; New York : 2002
Oxford ; New York : 2002
Oxford ; New York : 2002
Series:Clarendon lectures in economics
Subjects:
Asset allocation > Mathematical models
Asset allocation
Investments > Mathematical models
Investments
Portfolio management > Mathematical models
Portfolio management

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Call Number: HG4529.5 .C35 2002

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Call Number: HG4529.5 C35X 2002 (LC)

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