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

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.)

About The Author

Luis M. Viceira

Finance

More Publications