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Publications
Publications
  • January 2003
  • Article
  • Journal of Financial Economics

A Multivariate Model of Strategic Asset Allocation

By: Luis M. Viceira, John Y. Campbell and Y. Lewis Chan
  • Format:Print
  • | Pages:40
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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.)
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About The Author

Luis M. Viceira

Finance
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