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
|
---|
| Academics A - B | |
---|
Academics C - E | |
---|
Academics F - H | |
---|
Academics I -L | |
---|
Academics M - R | |
---|
Academics S - T | |
---|
Academics W - Z | |
---|
|
---|
| Academics A - B |
---|
| | | Academics C - E |
---|
| | | Academics F - H |
---|
| | | Academics I -L |
---|
| | | Academics M - R |
---|
| | | Academics S - T |
---|
| | | Academics W - Z |
---|
| |
|