John Y. Campbell
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| John Y. Campbell | |
|---|---|
 Courtesy of Tony Rinaldo Photography | |
| Born | May 17, 1958 |
| Nationality | English |
| Alma mater | Yale University |
| Occupation | Academic, author |
| Notable work | Strategic Asset Allocation |
| Website | Campbell at Harvard |
John Y. Campbell is the Otto Eckstein Professor of Applied Economics at Harvard University - Department of Economics. He has authored and co-authored three books. He is also the editor and co-editor of three books.
Papers
Campbell has written over eighty papers and earned awards.[1][2]
| Year | Award | Study |
|---|---|---|
| 2003 | Fama-DFA Prize | A multivariate model of strategic asset allocations[3] |
| 2001 | Amundi Smith Breeden Prizes | Have Individual Stocks Become More Volatile: An Empirical Exploration of Idiosyncratic Risk[4] |
| 1993 | Amundi Smith Breedan Prizes | What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns[5] |
Books
- John Y. Campbell et al, The Squam Lake Report: Fixing the Financial System, with the Squam Lake Group (Kenneth French, Chair), Princeton University Press, (2010). ISBN 978-1405125048
- John Y. Campbell, ed., Asset Prices and Monetary Policy, University of Chicago Press: Chicago, IL, (2008). ISBN 978-0226092119
- John Y. Campbell and Luis M. Viceira, Strategic Asset Allocation: Portfolio Choice for Long-Term Investors, Clarendon Lectures in Economics, Oxford University Press, (2002). ISBN 978-0198296942
- John Y. Campbell, ed. and Martin Feldstein, ed., Risk Aspects of Investment-Based Social Security Reform, University of Chicago Press: Chicago, IL, (2001). ISBN 978-0226092553
- John Y. Campbell, Andrew W. Lo and A. Craig MacKinlay, The Econometrics of Financial Markets, Princeton University Press, (1997) ISBN 978-0691043012
- John Y. Campbell, ed. and with Angelo Melino, ed., Annals of Econometrics: Econometric Methods and Financial Time Series, supplement to Journal of Econometrics 45, North-Holland, Amsterdam, July/August 1990.
References
- ↑ "Amundi Smith Breeden Prizes". American Finance Association. http://www.afajof.org/details/page/2870731/Prizes.html. Retrieved December 17, 2015.
- ↑ "Fama-DFA Prizes". Journal of Financial Economics. http://jfe.rochester.edu/winners.htm. Retrieved December 17, 2015.
- ↑ Campbell, John Y.; Chan, Yeung Lewis; Viceira, Luis M. (2003). A multivariate model of strategic asset allocations. Journal of Financial Economics. pp. 41-80. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=ailQ-KAAAAAJ&cstart=200&sortby=pubdate&citation_for_view=ailQ-KAAAAAJ:9ZlFYXVOiuMC.
- ↑ Campbell, John Y.; Lettau, Matin; Malkiel, Burton; Xu, Yexiao. (2001). Have Individual Stocks Become More Volatile: An Empirical Exploration of Idiosyncratic Risk. Journal of Finance. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=ailQ-KAAAAAJ&citation_for_view=ailQ-KAAAAAJ:IjCSPb-OGe4C.
- ↑ Campbell, John Y.; Ammer, John (1993). What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns. The Journal of Finance. Blackwell Publishing Ltd. pp. 3-37. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=ailQ-KAAAAAJ&cstart=300&pagesize=100&sortby=pubdate&citation_for_view=ailQ-KAAAAAJ:hqOjcs7Dif8C.
External links
- Home page, Harvard
- [1], Academic search (beta)
- John Y. Campbell : Citation Profile,CitEc
- Google Scholars page
- NBER page
- RePEc/IDEAS
- SSRN Working papers
- Lectures, on You Tube
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