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In Strategic Asset Allocation John Campbell and Luis Viceira go beyond the usual capital-markets research monographs that survey a broad swath of asset pricing and investment theory. Instead, they dig deeply and insightfully into how an individual investor would best allocate wealth into broad asset classes over a lifetime, bearing in mind age, risk preferences, changing market conditions, and uninsurable income shocks. With this clearly written synthesis of the best recent research on the topic, much of it their own, Campbell and Viceira have achieved excellence!' Darrell Duffie, Graduate School of Business, Stanford University
At last we have a book that lays out how we should use the basic insights of mean-variance analysis to advise investors on their their lifetime portfolio problem. It is a pleasure to read when one sees such sensible and lucid application of highbrow financial theory to the most practical and important of problems. This book represents a major theoretical breakthrough that allows us to translate the principles of intertemporal financial and econometric theory into concrete advice for investing.' Robert J. Shiller, Yale University
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Previews available in: English
Subjects
Asset allocation, Portfolio management, InvestmentsShowing 1 featured edition. View all 1 editions?
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Strategic Asset Allocation
March 15, 2002, Oxford University Press, USA
in English
0198296940 9780198296942
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Book Details
First Sentence
"In this chapter, we review the theory of portfolio choice for short-term investors and explain the special cases in which long-term investors should make the same choices as short-term investors."
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- Created April 29, 2008
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July 29, 2014 | Edited by ImportBot | import new book |
April 6, 2014 | Edited by ImportBot | Added IA ID. |
August 5, 2010 | Edited by IdentifierBot | added LibraryThing ID |
April 24, 2010 | Edited by Open Library Bot | Fixed duplicate goodreads IDs. |
April 29, 2008 | Created by an anonymous user | Imported from amazon.com record |