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Strategic Asset Allocation :portfoli...

Campbell, John Y.

Strategic Asset Allocation :portfolio choice for long-term investors /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Strategic Asset Allocation :John Y. Campbell, Luis M. Viceira.
其他題名:	portfolio choice for long-term investors /
作者:	Campbell, John Y.
其他作者:	Viceira, Luis M.
出版者:	New York :Oxford University Press,2002.
面頁冊數:	xii, 257 p. :ill. ;22 cm.
標題:	Asset allocation.
ISBN:	0198296940 :

Strategic Asset Allocation :portfolio choice for long-term investors /
Campbell, John Y.

Strategic Asset Allocation :portfolio choice for long-term investors /John Y. Campbell, Luis M. Viceira. - New York :Oxford University Press,2002. - xii, 257 p. :ill. ;22 cm.

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.

ISBN: 0198296940 :NT$1700

LCCN: 2001046491Subjects--Topical Terms:

209567
Asset allocation.

LC Class. No.: HG4529.5 / .C35 2002

Dewey Class. No.: 332.6

Strategic Asset Allocation :portfolio choice for long-term investors /
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300 $a xii, 257 p. : $b ill. ; $c 22 cm.
504 $a Includes bibliographical references (p. [226]-240) and indexes.
505 8 $a 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.
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650 0 $a Portfolio management. $3 186383
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700 1 $a Viceira, Luis M. $3 269446