The Term Structure of the Risk–Return Trade-Off
Author:
Affiliation:
1. John Y. Campbell is the Otto Eckstein Professor of Applied Economics at Harvard University, Cambridge, MA.
2. Luis M. Viceira is an associate professor at the Harvard Business School, Boston.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v61.n1.2682
Reference33 articles.
1. Variable Selection for Portfolio Choice
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5. Strategic asset allocation
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