Strategic asset allocation : portfolio choice for long-term investors / John Y. Campbell, Luis M. Viceira.
نوع المادة :
نصالسلاسل:Clarendon lectures in economicsالناشر:New York : Oxford University Press, 2002وصف:xii, 257 pages : illustrations ; 22 cmنوع المحتوى:- text
- unmediated
- volume
- 0198296940 (hbk)
- 9780198296942 (hbk)
- HG4529.5 C35 2002
| نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
|---|---|---|---|---|---|---|---|
كتاب
|
UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG4529.5 C35 2002 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000109867 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
| HG4529.5 .B43 2012 How the stock market works : a beginner's guide to investment / | HG4529.5 .B43 2012 How the stock market works : a beginner's guide to investment / | HG4529.5 .B43 2012 How the stock market works : a beginner's guide to investment / | HG4529.5 C35 2002 Strategic asset allocation : portfolio choice for long-term investors / | HG4529.5 .D384 2012 Behavioral investment management : an efficient alternative to modern portfolio theory / | HG4529.5 .D384 2012 Behavioral investment management : an efficient alternative to modern portfolio theory / | HG4529.5 .D384 2012 Behavioral investment management : an efficient alternative to modern portfolio theory / |
"Clarendon lectures in economics"--Jacket.
Includes bibliographical references (pages [226]-240) and indexes.
Machine generated contents note: 1. Introduction -- 2. Myopic Portfolio Choice -- 2.1. Short-Term Portfolio Choice -- 2.2. Myopic Long-Term Portfolio Choice -- 2.3. Conclusion -- 3. Who Should Buy Long-Term Bonds? -- 3.1. Long-Term Portfolio Choice in a Model -- with Constant Variances and Risk Premia -- 3.2. A Model of the Term Structure of Interest Rates -- 3.3. Conclusion: Bonds, James, Bonds -- 4. Is the Stock Market Safer for Long-Term Investors? -- 4.1. Long-Term Portfolio Choice in a VAR Model -- 4.2. Stock and Bond Market Risk in -- Historical US Data -- 4.3. Conclusion -- 5. Strategic Asset Allocation in Continuous Time -- 5.1. The Dynamic Programming Approach -- 5.2. The Martingale Approach -- 5.3. Recursive Utility in Continuous Time -- 5.4. Should Long-Term Investors Hedge Volatility Risk? -- 5.5. Parameter Uncertainty and Portfolio Choice -- 5.6. Conclusion -- 6. Human Wealth and Financial Wealth -- 6.1. Single-Period Models with Labor Income -- 6.2. Labor Income, Precautionary Savings, and -- Long-Horizon Portfolio Choice -- 6.3. Conclusion -- 7. Investing over the Life Cycle -- 7.1. What Do We Know about Household -- Asset Allocation? -- 7.2. A Life-Cycle Model of Portfolio Choice -- 7.3. Conclusion.
