Strategic asset allocation : portfolio choice for long-term investors /

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Bibliographic Details
Author / Creator:Campbell, John Y.
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
Hidden Bibliographic Details
Varying Form of Title:Portfolio choice for long term investors
Strategic asset allocation
Other authors / contributors:Viceira, Luis M.
ISBN:0198296940
Notes:Includes bibliographical references (p. [226]-240) and indexes.
Description
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.
Physical Description:xii, 257 p. : ill. ; 23 cm.
Bibliography:Includes bibliographical references (p. [226]-240) and indexes.
ISBN:0198296940