Strategic asset allocation : portfolio choice for long-term investors /
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Author / Creator: | Campbell, John Y. |
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Imprint: | Oxford ; New York : Oxford University Press, 2002 (2003 printing) |
Description: | xii, 257 p. : ill. ; 23 cm. |
Language: | English |
Series: | Clarendon lectures in economics |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/6104460 |
Summary: | 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. |
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Physical Description: | xii, 257 p. : ill. ; 23 cm. |
Bibliography: | Includes bibliographical references (p. [226]-240) and indexes. |
ISBN: | 0198296940 |