Strategic Asset Allocation

By Luis M. Viceira and John Y. Campbell

Book 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.

• Format: Hardcover
• Language: English
• ISBN: 0198296940
• ISBN13: 9780198296942
• Release Date: March 2002
• Publisher: Oxford University Press, USA
• Length: 274 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.8" x 5.8" x 8.8"