A multivariate model of strategic asset allocation

Journal of Financial Economics

Volumn 67, Issue 1, 2003, Pages 41-80

  Campbell, John Y ^a,d   Chan, Yeung Lewis ^b   Viceira, Luis M ^c,d,e  

^a HARVARD UNIVERSITY   (United States)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^c HARVARD BUSINESS SCHOOL   (United States)

^d NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^e CEPR   (United Kingdom)

Author keywords

Intertemporal hedging demand; Portfolio choice; Predictability; Strategic asset allocation

Indexed keywords

EID: 0037213303     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00231-3     Document Type: Article

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