Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
ISBN: 9780191596049
Platform/Publisher: Oxford Academic / Oxford University Press
Digital rights: Users: Unlimited; Printing: Unlimited; Download: Unlimited
Subjects: Economics and Finance;

This volume provides a scientific foundation for the advice offered by financial planners to long-term investors. Based upon statistics on asset return behavior and assumed investor objectives, the authors derive optimal portfolio rules that investors can compare with existing rules of thumb.


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