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Strategic asset allocation : (Campbell John Y)

Bibliographical information (record 203296)

Strategic asset allocation :
Subtitle:	portfolio choice for long-term investors /
Author:	Campbell John Y Search Author in Amazon Books
Publisher:	Oxford University Press,
ISBN:	0198296940
Edition:	2003.
Classification:	HG4529.5
Dewey:	332.6
URL:	http://www.loc.gov/catdir/toc/fy022/2001046491.html http://www.loc.gov/catdir/enhancements/fy0612/2001046491-d.html

Additional related names

Viceira Luis M

Detailed notes

- Includes bibliographical references (p. [226]-240) and indexes.

- Machine generated contents note: 1. Introduction -- 2. Myopic Portfolio Choice -- 2.1. Short-Term Portfolio Choice -- 2.2. Myopic Long-Term Portfolio Choice -- 2.3. Conclusion -- 3. Who Should Buy Long-Term Bonds? -- 3.1. Long-Term Portfolio Choice in a Model -- with Constant Variances and Risk Premia -- 3.2. A Model of the Term Structure of Interest Rates -- 3.3. Conclusion: Bonds, James, Bonds -- 4. Is the Stock Market Safer for Long-Term Investors? -- 4.1. Long-Term Portfolio Choice in a VAR Model -- 4.2. Stock and Bond Market Risk in -- Historical US Data -- 4.3. Conclusion -- 5. Strategic Asset Allocation in Continuous Time -- 5.1. The Dynamic Programming Approach -- 5.2. The Martingale Approach -- 5.3. Recursive Utility in Continuous Time -- 5.4. Should Long-Term Investors Hedge Volatility Risk? -- 5.5. Parameter Uncertainty and Portfolio Choice -- 5.6. Conclusion -- 6. Human Wealth and Financial Wealth -- 6.1. Single-Period Models with Labor Income -- 6.2. Labor Income, Precautionary Savings, and -- Long-Horizon Portfolio Choice -- 6.3. Conclusion -- 7. Investing over the Life Cycle -- 7.1. What Do We Know about Household -- Asset Allocation? -- 7.2. A Life-Cycle Model of Portfolio Choice -- 7.3. Conclusion.