Strategic Asset Allocation

✍ Scribed by John Y. Campbell, Luis M. Viceira

Publisher: Oxford University Press, USA
Year: 2002
Tongue: English
Leaves: 165
Edition: 1st
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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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