scholarly journals Strategic Asset Allocation in a Continuous-Time VAR Model

10.3386/w9547 ◽  
2003 ◽  
Author(s):  
John Campbell ◽  
George Chacko ◽  
Jorge Rodriguez ◽  
Luis Viciera
Keyword(s):  
Asset Allocation ◽  
Continuous Time ◽  
Var Model ◽  
Strategic Asset Allocation

scholarly journals Strategic Asset Allocation in a Continuous-Time VAR Model

2002 ◽  
Author(s):  
John Y. Campbell ◽  
George Chacko ◽  
Jorge F. Rodriguez ◽  
Luis M. Viceira
Keyword(s):  
Asset Allocation ◽  
Continuous Time ◽  
Var Model ◽  
Strategic Asset Allocation

scholarly journals Strategic asset allocation in a continuous-time VAR model

2004 ◽  
Vol 28 (11) ◽  
pp. 2195-2214 ◽  
Author(s):  
John Y Campbell ◽  
George Chacko ◽  
Jorge Rodriguez ◽  
Luis M Viceira
Keyword(s):  
Asset Allocation ◽  
Continuous Time ◽  
Var Model ◽  
Strategic Asset Allocation
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