This is a summary of links featured on Quantocracy on Saturday, 06/13/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Portfolio simulations [OSM]In our last post, we compared the three most common methods used to set return expectations prior to building a portfolio. Of the threehistorical averages, discounted cash flow models, and risk premia modelsno single method dominated the others on average annual returns over one, three, and five-year periods. Accuracy improved as the time frame increased. Additionally, aggregating all three