Article | Journal of Financial Economics | January 2003

A Multivariate Model of Strategic Asset Allocation

by Luis M. Viceira, John Y. Campbell and Y. Lewis Chan

Keywords: Assets; Resource Allocation;

Citation:

Viceira, Luis M., John Y. Campbell, and Y. Lewis Chan. "A Multivariate Model of Strategic Asset Allocation." Journal of Financial Economics 67, no. 1 (January 2003): 41–80. (Click here for Appendix. Winner of the second 2003 Fama/DFA Prize for Capital Markets and Asset Pricing.)