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

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.
Corporate Author: Oxford University Press
Other Authors: Viceira, Luis M.
Format: eBook
Language:English
Language Notes:English.
Published: New York : Oxford University Press, 2002.
Series:Clarendon lectures in economics.
Subjects:
Online Access:Connect to the full text of this electronic book
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by Campbell, John Y.
Published 2002
Book