• No results found

Strategic Asset Allocation Of Credit Guarantors

N/A
N/A
Protected

Academic year: 2020

Share "Strategic Asset Allocation Of Credit Guarantors"

Copied!
12
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Table 1. Descriptive Statistics of Bond Indices and Projected Guarantee PortfoliosPanel A:  Statistics of Monthly returns from January 1992 through December 2012
Table 3. Volatilities of the Combinations between Bond Indexes and Guarantee Portfolios Volatilities of the combined returns between a bond index and a guarantee portfolio are estimated with monthly data starting from January 1992 to December 2012
Table 4. Out of Sample Performance: 100% Leverage on the High-yield Short-term Guarantee PortfolioThe out of sample performances are the annual performances from 1995 to 2013 of four asset allocation models
Table 6. Out of Sample Performance: 200% Leverage on High-grade Short-term Guarantee Portfolio The out of sample performances are the annual performances from 1995 to 2013 of four asset allocation models
+2

References

Related documents

Assumptions: 6% annual distribution rate after retirement (indexed at 2.9% annually); average annual investment return pre-retirement based on Russell Glide Path and

East of the Sun and West of the Moon.

The fund seeks to achieve as high a total rate of return on an annual basis as is considered consistent with prudent investment risk and the preservation of capital. Allocation

While authors of several of the qualitative studies raised the issue of the effect of anti-smoking public health campaigns on patient or health professional stigma and

Sachin Dubey1, Reena Rani2, Saroj Kumari3, Neelam Sharma," VLSI Implementation Of Fast Addition Using Quaternary Signed Digit Number System", IEEE International

Because of the comparative capacity of air source heat pumps it is essential to do an accurate survey of a building and carry out a correct heat loss calculation.. Heat

A) Convert each quoted return to an effective annual rate. B) Convert each quoted return to an annual nominal rate. C) Convert each quoted return to a monthly nominal rate. D)

A 50% investment return rate means that for each year of exploitation, the annual return is equal with half of the initial investment.. The analyze of the economic efficiency