At the 2018 GMO Fall Conference, Matt Kadnar and Martin Tarlie frame the retirement problem around a simple question: What do you need and when do you need it? They discuss the importance of a flexible framework and the significant impact that mean reversion has on expected returns for a portfolio.
Key points:
At the 2018 GMO Fall Conference, Matt Kadnar and Martin Tarlie frame the retirement problem around a simple question: What do you need and when do you need it? They discuss the importance of a flexible framework and the significant impact that mean reversion has on expected returns for a portfolio.
Key points: