Faculty & Research
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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.

About The Author

Luis M. Viceira

Finance
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