A multivariate model of strategic asset allocation
By: John Y. Campbell, Yeung Lewis Chan, Luis M. Viceira.
Contributors: Chan, Yeung Lewis.; Viciera, Luis M.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8566; Working paper series (National Bureau of Economic Research) -- working paper no. 8566.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 38
Subjects: Stock price forecasting.; Portfolio management.; Asset allocation.
Notes: "October 2001."

JEL no. G12.

Includes bibliographical references (p. 33-38).

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Electronic version available via the Internet at the NBER World Wide Web site.