Oxford University Press, USA
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
Key Metrics
- John Y Campbell
- Oxford University Press, USA
- Hardcover
- 9780198296942
- 8.82 X 5.8 X 0.78 inches
- 0.96 pounds
- Business & Economics > Investments & Securities - General
- English
Secure TransactionBook Description
Author Bio
John Y. Campbell is the Morton L. and Carole S. Olshan Professor of Economics at Harvard University, where he has taught since 1994.
Campbell has published over 100 articles on various aspects of finance and macroeconomics, including fixed-income securities, equity valuation, portfolio choice, and household finance. His books include Financial Decisions and Markets: A Course in Asset Pricing (Princeton University Press 2018), The Squam Lake Report: Fixing the Financial System (with the Squam Lake Group of financial economists, PUP 2010), Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (with Luis Viceira, Oxford University Press 2002), and The Econometrics of Financial Markets (with Andrew Lo and Craig MacKinlay, PUP 1997).
Campbell delivered the Ely Lecture to the American Economic Association in 2016 and served as President of the American Finance Association in 2005.
He is a Research Associate and former Director of the Program in Asset Pricing at the National Bureau of Economic Research, a Fellow of the Econometric Society and the American Academy of Arts and Sciences, a Corresponding Fellow of the British Academy and Honorary Fellow of Corpus Christi College, Oxford, and holds honorary doctorates from BI Norwegian Business School, the University of Maastricht, the University of Paris Dauphine, and Copenhagen Business School. Campbell is also a founding partner of Arrowstreet Capital, LP, a Boston-based quantitative asset management firm.
Source: Harvard University
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