Strategic asset allocation : portfolio choice for long-term investors / John Y. Campbell, Luis M. Viceira.

Author
Campbell, John Y. [Browse]
Format
Book
Language
English
Published/​Created
New York : Oxford University Press, 2002.
Description
xii, 257 pages : illustrations ; 22 cm

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Firestone Library - Stacks HG4529.5 .C35 2002 Browse related items Request

    Details

    Subject(s)
    Summary note
    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 references
    Includes bibliographical references (p. [226]-240) and indexes.
    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.
    ISBN
    • 0198296940
    • 9780198296942
    LCCN
    2001046491
    OCLC
    48241322
    International Article Number
    • 9780198296942
    Statement on language in description
    Princeton University Library aims to describe library materials in a manner that is respectful to the individuals and communities who create, use, and are represented in the collections we manage. Read more...
    Other views
    Staff view