Strategic Asset Allocation
Portfolio Choice for Long-Term Investors
ISBN13: 9780198296942ISBN10: 0198296940
Hardback,
274 pages
Feb 2002,
In Stock
Price:
$65.00 (06)See more from the series
Co-Winner of the 2002 Paul A. Samuelson Award
Description
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.About the Author(s)
John Y. Campbell, Otto Eckstein Professor of Applied Economics, Harvard University, and Luis M. Viceira, Assistant Professor, Harvard Business School
