Strategic asset allocation : portfolio choice for long-term investors / John Y. Campbell, Luis M. Viceira.
By: Campbell, John Y.
Contributor(s): Viceira, Luis M.
New York : Oxford University Press, 2002Description: xii, 257 p. : ill. ; 22 cm.ISBN: 9780198296942.Subject(s): Asset allocation | Investments | Portfolio managementGenre/Form: Print books.DDC classification: 332.6 Online resources: Table of contents only | Publisher description| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | HG4529.5 .C35 2002 (Browse shelf) | Available | AU0000000003085 |
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| HG4529 .R37 2021 Expectations investing : reading stock prices for better returns / | HG4529 .T74 2021 Effective trading in financial markets using technical analysis / | HG4529.5 .B783 2020 Student-Managed Investment Funds : Organization, Policy, and Portfolio Management. | HG4529.5 .C35 2002 Strategic asset allocation : portfolio choice for long-term investors / | HG4529.5 .D45 2021 Asset allocation and private markets : a guide to investing with private equity, private debt, and private real assets / | HG4529.5 .E45 2013 Winning the loser's game : timeless strategies for successful investing / | HG4529.5 .E47 2014 Modern portfolio theory and investment analysis / |
Includes bibliographical references (p. [226]-240) and indexes.
Machine generated contents note: 1. Introduction -- 2. Myopic Portfolio Choice -- 2.1. Short-Term Portfolio Choice -- 2.2. Myopic Long-Term Portfolio Choice -- 2.3. Conclusion -- 3. Who Should Buy Long-Term Bonds? -- 3.1. Long-Term Portfolio Choice in a Model -- with Constant Variances and Risk Premia -- 3.2. A Model of the Term Structure of Interest Rates -- 3.3. Conclusion: Bonds, James, Bonds -- 4. Is the Stock Market Safer for Long-Term Investors? -- 4.1. Long-Term Portfolio Choice in a VAR Model -- 4.2. Stock and Bond Market Risk in -- Historical US Data -- 4.3. Conclusion -- 5. Strategic Asset Allocation in Continuous Time -- 5.1. The Dynamic Programming Approach -- 5.2. The Martingale Approach -- 5.3. Recursive Utility in Continuous Time -- 5.4. Should Long-Term Investors Hedge Volatility Risk? -- 5.5. Parameter Uncertainty and Portfolio Choice -- 5.6. Conclusion -- 6. Human Wealth and Financial Wealth -- 6.1. Single-Period Models with Labor Income -- 6.2. Labor Income, Precautionary Savings, and -- Long-Horizon Portfolio Choice -- 6.3. Conclusion -- 7. Investing over the Life Cycle -- 7.1. What Do We Know about Household -- Asset Allocation? -- 7.2. A Life-Cycle Model of Portfolio Choice -- 7.3. Conclusion.