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  • Tactical Asset Allocation, Part II [View article]
    Oleg:

    QPP uses three years of data to initialize the model as the baseline input--but projections have been extensively tested out of sample over decades. Black Swans may exist that defy the model---no one did well with 9/11 or 1987 crash---fair points. I have written about testing for extreme tails in a range of articles if you are interested.
    Oct 08 12:39 pm |Rating: 0 0
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