A multivariate model of strategic asset allocation

A multivariate model of strategic asset allocation

Bibliographic Details
Main Author: Campbell, John Y.
Other Authors: Chan, Yeung Lewis, Viceira, Luis M.
Format: Book
Language:English
Published: Cambridge, Mass. National Bureau of Economic Research 2001
Series:NBER working paper series no. 8566
Subjects:
Investments > Mathematical models.
Portfolio management > Mathematical models.