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Publications
Publications
  • October 2004
  • Article
  • Journal of Economic Dynamics & Control

Strategic Asset Allocation in a Continuous-time VAR Model

By: John Y. Campbell, George Chacko, Jorge Rodriguez and Luis M. Viceira
  • Format:Print
  • | Pages:20
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Keywords

Assets; Resource Allocation; Strategy

Citation

Campbell, John Y., George Chacko, Jorge Rodriguez, and Luis M. Viceira. "Strategic Asset Allocation in a Continuous-time VAR Model." Journal of Economic Dynamics & Control 28, no. 11 (October 2004): 2195–2214.
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About The Author

Luis M. Viceira

Finance
→More Publications

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More from the Authors
  • Valuing Yahoo! in 2013 (Abridged) By: Luis M. Viceira
  • PE Secondaries: Blackstone Strategic Partners By: Victoria Ivashina, Luis M. Viceira, John D. Dionne and Alys Ferragamo
  • Brown Capital Management By: Luis M. Viceira, Emily R. McComb and Sarah Mehta
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