Reversion to mean constraints?

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Joined: Wed Jul 05, 2017 9:06 pm

Reversion to mean constraints?

Post by gecko10x » Wed Jul 05, 2017 9:19 pm

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?

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Joined: Thu Feb 28, 2008 6:48 pm

Re: Reversion to mean constraints?

Post by jimr » Thu Jul 06, 2017 6:51 am

It is an interesting article.

Kitces 'Nerd's Eye View' blog is chock full of interesting content. It's in my RSS feed as a must read.

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