Authors
John Y Campbell, Luis M Viceira
Publication date
2002
Publisher
Oxford University Press
Description
This short volume originates in the need to provide a scientific foundation for the advice offered by financial planners to long-term investors-individuals saving for retirement, or institutions such as universities. It provides statistical evidence on asset return behaviour, and, based on assumed investor objectives, derives optimal portfolio rules that can be compared with existing rules of thumb.
Total citations
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Scholar articles
JY Campbell, LM Viceira - 2002
LM Viceira, JY Campbell - 2002
JY Cambell, LM Viceira - 2002
JY Campbell, LM Viceira - Strategic Asset Allocation, 2002
JY Campbell - Strategic asset allocation
JY Campbell, LM Viceira - 邦訳 木島正明・野村證券金融経済研究所 (2005), 東洋 …, 2002