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Expected Geometric Returns
Expected Geometric Returns The article has formulas for calculating the geometric return of a portfolio using the arithmetic return and the variance Asset modeling;Return on investment;risk ...- 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
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Flight Paths – A Dynamic Investment Strategy
Flight Paths – A Dynamic Investment Strategy The article describes a dynamic investment strategy for defined benefit pension funds to de-risk the plan by changing the asset mix based on the ...- Authors: Philip McCaulay
- Date: May 2014
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Pension Section News
- Topics: Pensions & Retirement>Pension investments & asset liability management