Strategic asset allocation in a continuous-time var model
By: John Y. Campbell, ... [et al.].
Contributors: Campbell, John Y.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9547.; Working paper series (National Bureau of Economic Research) -- working paper no. 9547.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 21
Subjects: Asset allocation; Portfolio management; Investments
Notes: "March 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).