STRATEGIC ASSET ALLOCATION IN A CONTINUOUS-TIME VAR MODEL

By John Y. Campbell, George K. Chacko, Jorge F. Rodriguez, Luis M. Viceira. 2004

121 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/af4651232057217e47dfbefcaeb6ae6caa1ba2b4

Citations in the corpus

• Uncertainty, Time-Varying Fear, and Asset Prices (2013, unknown): “This approximation has been used successfully in the portfolio choice literature (see Campbell et al. (2004)).”
• Information Quality and Long‐Run Risk: Asset Pricing Implications (2010, unknown): “In fact, using the log-linear approximation method proposed in Campbell et al. (2004), one can show that”