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.
Other Authors: Viceira, Luis M.
Format: eBook
Language:English
Published: New York Oxford University Press 2002, 2002
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:xii, 257 p. ill
ISBN:9780191596049