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Expected Geometric Returns
46 σ p2 Figure 1: Formula for Rate of Return Table 1 shows the expected geometric rates of return for ... Martin McCaulay, FSA, EA, is an actuary for the U.S. Department of Energy in Washington, D.C., and can ...- Authors: Philip McCaulay
- Date: May 2016
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Pension Section News
- Topics: Finance & Investments>Risk measurement - Finance & Investments; Pensions & Retirement>Assumptions and methods; Pensions & Retirement>Pension investments & asset liability management