Publications
Publications
- October 2004
- 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
Keywords
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.