Publications
Publications
- January 2003
- Journal of Financial Economics
A Multivariate Model of Strategic Asset Allocation
By: Luis M. Viceira, John Y. Campbell and Y. Lewis Chan
Keywords
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.)