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- Wed Jul 05, 2017 9:19 pm
- Forum: General questions and comments
- Topic: Reversion to mean constraints?
- Replies: 1
- Views: 1096
This very interesting article suggests that planning tools could be more accurate if they had some way to constrain the portfolio models with long-term reversion to the mean. Thoughts? Kitces: Does Monte Carlo Analysis Actually Overstate Tail Risk In Retirement Projections? (Article content removed ...