Strategic Asset Allocation: Portfolio Choice for Long-Term Investors by John Y. Campbell, Luis M. Viceira

Strategic Asset Allocation: Portfolio Choice for Long-Term Investors

Clarendon Lectures in Economics (Hardcover)

John Y. Campbell, Luis M. Viceira

274 pages missing pub info (editions)

nonfiction business economics medium-paced
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This volume provides a scientific foundation for the advice offered by financial planners to long-term investors. Based upon statistics on asset return behavior and assumed investor objectives, the authors derive optimal portfolio rules that inves...

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