John Y. Campbell

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John Y. Campbell
JohnCampbell.jpg
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

  1. ↑ "Amundi Smith Breeden Prizes". American Finance Association. http://www.afajof.org/details/page/2870731/Prizes.html. Retrieved December 17, 2015.
  2. ↑ "Fama-DFA Prizes". Journal of Financial Economics. http://jfe.rochester.edu/winners.htm. Retrieved December 17, 2015.
  3. ↑ 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.
  4. ↑ 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.
  5. ↑ 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

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