[PDF.62fj] Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (Clarendon Lectures in Economics)

Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (Clarendon Lectures in Economics)

[PDF.hf68] Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (Clarendon Lectures in Economics)

Strategic Asset Allocation: Portfolio  John Y. Campbell, Luis M. Viceira epub
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 | #1051661 in eBooks |  2002-01-03 |  2002-01-03 | File type: PDF

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||46 of 49 people found the following review helpful.| Just very good|By Rats|This book sums up recent research on the "strategic" (as opposed to "tactical", see eg Wai Lee's recent good book) asset allocation decisions - those of people wanting to design a portfolio for the very long term.
I am a practitioner, but this is not a practicioners' book on many counts: some of the formalism is hard (eg chap 5 on continuous-time m| |`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 wo

Academic finance has had a remarkable impact on many financial services. Yet long-term investors have received curiously little guidance from academic financial economists.

Mean-variance analysis, developed almost fifty years ago, has provided a basic paradigm for portfolio choice. This approach usefully emphasizes the ability of diversification to reduce risk, but it ignores several critically important factors. Most notably, the analysis is static; it assume...

You can specify the type of files you want, for your gadget.Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (Clarendon Lectures in Economics)   |  John Y. Campbell, Luis M. Viceira. A good, fresh read, highly recommended.

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