scholarly journals A Multivariate Model of Strategic Asset Allocation

10.3386/w8566 ◽  
2001 ◽  
Author(s):  
John Campbell ◽  
Yeung Lewis Chan ◽  
Luis Viceira
Keyword(s):  
Asset Allocation ◽  
Multivariate Model ◽  
Strategic Asset Allocation

A Multivariate Model of Strategic Asset Allocation

CFA Digest ◽  
2003 ◽  
Vol 33 (3) ◽  
pp. 76-78
Author(s):  
Christopher J. Sullivan
Keyword(s):  
Asset Allocation ◽  
Multivariate Model ◽  
Strategic Asset Allocation

scholarly journals A Multivariate Model of Strategic Asset Allocation with Longevity Risk

2014 ◽  
Author(s):  
Emilio Bisetti ◽  
Giacomo Nocera ◽  
Carlo A. Favero ◽  
Claudio Tebaldi
Keyword(s):  
Asset Allocation ◽  
Multivariate Model ◽  
Longevity Risk ◽  
Strategic Asset Allocation

scholarly journals A Multivariate Model of Strategic Asset Allocation with Longevity Risk

2015 ◽  
Author(s):  
Emilio Bisetti ◽  
Carlo A. Favero ◽  
Giacomo Nocera ◽  
Claudio Tebaldi
Keyword(s):  
Asset Allocation ◽  
Multivariate Model ◽  
Longevity Risk ◽  
Strategic Asset Allocation

scholarly journals A multivariate model of strategic asset allocation

2003 ◽  
Vol 67 (1) ◽  
pp. 41-80 ◽  
Author(s):  
John Y. Campbell ◽  
Yeung Lewis Chan ◽  
Luis M. Viceira
Keyword(s):  
Asset Allocation ◽  
Multivariate Model ◽  
Strategic Asset Allocation
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