Strategic Asset Allocation
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Book Details
Author(s)
John Y. Campbell, Luis M. Viceira
Publisher
Oxford University Press
ISBN / ASIN
0198296940
ISBN-13
9780198296942
Category
Business & Economics
Marketplace
France 🇫🇷
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Description
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.
