Professor Luis M Viceira: 1 book

Book cover of Strategic Asset Allocation

Strategic Asset Allocation

Portfolio Choice for Long-Term Investors

by Professor John Y. Campbell, Professor Luis M. Viceira
Language: English
Release Date: January 3, 2002

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...
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