Sentences with phrase «monthly asset class returns»

The data sources for monthly asset class returns are listed below.

Using monthly asset class returns and factor estimation inputs during 1996 through 2013, they find that: Keep Reading

Using monthly asset class returns as specified and monthly inflation data during January 1926 through December 2012, he finds that: Keep Reading

Not exact matches

Aside borrowers, investors benefit from regular monthly returns at an average rate of 15.5 per cent, which is significantly higher than other asset classes.

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for DBV and the average pairwise correlation of DBV monthly returns with the monthly returns of the above assets.

Using adjusted monthly returns for DBV and the above nine asset class proxies from September 2006 (first return available for DBV) through April 2013 (79 monthly returns), we find that: Keep Reading

Using monthly returns for the asset class proxies during January 1995 through October 2015 and longer samples to estimate ten - year returns and return correlations, they find that: Keep Reading

Using monthly total returns in pounds sterling for the selected asset classes and values of the UK consumer price index during 1970 through 2015, they find that: Keep Reading

Using adjusted monthly returns for BWX and the above nine asset class proxies from November 2007 (first return available for BWX) through April 2013 (66 monthly returns), we find that: Keep Reading

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for BWX and the average pairwise correlation of BWX monthly returns with the monthly returns of the above assets.

GMO publishes a monthly asset class forecast that mainly assumes that in 7 years time valuations return to long term averages.

Notice that I added a new column at the end for the weighted average return for all ten asset classes (assuming a ten percent stake in each asset class rebalanced monthly).

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXX and the average pairwise correlation of VXX monthly returns with the monthly returns of the above assets.

Using adjusted monthly returns for VXZ and the above nine asset class proxies from March 2009 (first return available for VXZ) through April 2013 (only 50 monthly returns), we find that: Keep Reading

First, per the findings of «Asset Class Diversification Effectiveness Factors», we measure the average monthly return for VXZ and the average pairwise correlation of VXZ monthly returns with the monthly returns of the above assets.

Using adjusted monthly returns for VXX and the above nine asset class proxies from February 2009 (first return available for VXX) through April 2013 (only 51 monthly returns), we find that: Keep Reading