Strategic Asset Allocation: Portfolio Choice for Long-Term Investors / Edition 1

Strategic Asset Allocation: Portfolio Choice for Long-Term Investors / Edition 1

by John Y. Campbell, Luis M. Viceira
     
 

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ISBN-10: 0198296940

ISBN-13: 9780198296942

Pub. Date: 02/28/2002

Publisher: Oxford University Press

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 investors can compare with existing rules of thumb.

Overview

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 investors can compare with existing rules of thumb.

Product Details

ISBN-13:
9780198296942
Publisher:
Oxford University Press
Publication date:
02/28/2002
Series:
Clarendon Lectures in Economics Series
Edition description:
New Edition
Pages:
274
Product dimensions:
8.60(w) x 5.60(h) x 0.90(d)

Table of Contents

List of Figures
List of Tables
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
References
Author Index
Subject Index

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