Using Machine Learning to Model Advised-Investor Behavior.
During periods of extreme market volatility, such as that experienced during the COVID-19
pandemic, advised investors may consider impulsive and inappropriate investment …
pandemic, advised investors may consider impulsive and inappropriate investment …
Health state and the savings required for a sustainable retirement
Life expectancy varies greatly with health conditions, but very rarely is this relationship
incorporated into retirement investment planning. This is surprising given that the vast …
incorporated into retirement investment planning. This is surprising given that the vast …
The Role of Options in Goals-Based Wealth Management
We develop a facile methodology using dynamic programming for goals-based wealth
management over long horizons where rebalancing uses the standard securities and also …
management over long horizons where rebalancing uses the standard securities and also …
Investment Risk for Long-Term Investors
G Warren - Available at SSRN 3820435, 2021 - papers.ssrn.com
Investment risk is addressed from the perspective of long-term investors, with key concepts
being discussed and methods outlined for evaluating risk over long horizons. The main …
being discussed and methods outlined for evaluating risk over long horizons. The main …
Sequence Risk: Is It Really a Big Deal?
J Estrada - The Journal of Investing, 2021 - joi.pm-research.com
Financial planners are keenly aware of, and routinely warn clients about, sequence risk; that
is, the possibility of facing a sequence of low returns early in retirement that may force …
is, the possibility of facing a sequence of low returns early in retirement that may force …
The Intertemporal Capital Asset Pricing Model
JM Chen, JM Chen - Econophysics and Capital Asset Pricing: Splitting the …, 2017 - Springer
Conventional asset pricing models assume, rather unrealistically, that investors live for
exactly a single time span, during which they will confront no potential changes in …
exactly a single time span, during which they will confront no potential changes in …
The Intertemporal Capital Asset Pricing Model: Hedging Investment Risk Across Time
JM Chen, JM Chen - Finance and the Behavioral Prospect: Risk …, 2016 - Springer
The previous\ter traced the nuances of the low-volatility anomaly across behavioral space.
Specifically, it explored whether examining beta on either side of mean returns or separately …
Specifically, it explored whether examining beta on either side of mean returns or separately …