Citation:
John Campbell, Yeung Lewis Chan, and Luis Viceira. 2003. “A Multivariate Model of Strategic Asset Allocation.” Journal of Financial Economics, 67, 1, Pp. 41-80.
Luis M. Viceira
George E. Bates Professor, Senior Associate Dean, Executive Education, and Senior Associate Dean, HBS Online
Publications by Type
- Book (1)
- Book Chapter (5)
- Journal Article (20)
- Working Paper (4)
Recent Publications
- Macroeconomic Drivers of Bond and Equity Risks
- Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
- Bond Risk, Bond Return Volatility, and the Term Structure of Interest Rates
- The Excess Burden of Government Indecision
- Optimal Value and Growth Tilts in Long-Horizon Portfolios
- Inflation-Indexed Bonds and the Expectations Hypothesis
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