Strategic Asset Allocation

副标题: Clarendon Lectures in Economics

ISBN: 9780198296942

出版社: Oxford University Press

出版年: 2002-3-15

页数: 274

定价: $65.00

装帧: Hardcover

内容简介

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.

作者简介

John Y. Campbell, Otto Eckstein Professor of Applied Economics, Harvard University , and Luis M. Viceira, Assistant Professor, Harvard Business School

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