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1. Introduction
2. Best practice
3. What's the problem?
4. Why do we want bond market Betas?
5. Why do we want equity market Betas?
6. S and P 500 real annual return since 1871
7. UK equity market 1693 - 2008
8. It's time in the market, not market timing - really?
9. Dynamic asset allocation
10. Today's best practice model
11. Two key weaknesses
12. Expect the unexpected
13. Governance and utility
14. Forecasting returns
15. US forecast returns vs. actual
16. Forecasting terminal PE ratios
17. US median PE ratios within Inflation bands
18. Shiller PE and returns
19. Challenges for the industry
20. A sea change
21. Important information

Topics Covered

• Best practice
• Why do we want bond market Betas?
• Why do we want equity market Betas?
• Dynamic asset allocation
• Today's best practice model
• Expect the unexpected
• Governance and utility
• Forecasting returns
• Forecasting PE terminal ratios
• Challenges for the industry
• A sea change

Links

Series:

• Quantitative Financial Risk Management

Categories:

• Finance, Accounting & Economics

Talk Citation

Publication History

• Published on July 19, 2010
• Archived on April 4, 2022