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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"SpringerLink / Bücher"
~person:"Campbell, John Y."
~subject:"Portfolio selection"
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Campbell, John Y.
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
2
Strategic asset allocation in a continuous time VAR model
Campbell, John Y.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001903027
Saved in:
3
Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.
;
Chacko, George
;
Rodriguez, Jorge
; …
- In:
Journal of economic dynamics & control
28
(
2004
)
11
,
pp. 2195-2214
Persistent link: https://www.econbiz.de/10002171788
Saved in:
4
Foreign currency for long-term investors
Campbell, John Y.
-
2002
Persistent link: https://www.econbiz.de/10013424043
Saved in:
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