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Summary Report: Back Testing of Investment Performance by Asset Class
contemporary practices may be influenced by recent (2000 to the present) market performance. What would have ... past time periods (1974 -2010, 1974 -1994, 1980 -2000, 1985 -2005 and 1990 -2010). The researchers looked ...- Authors: Society of Actuaries
- Date: Mar 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Portfolio management - ERM; Finance & Investments>Investment strategy - Finance & Investments; Pensions & Retirement>Pension investments & asset liability management