One way for an investor to find an asset allocation suitable to his risk tolerance is to track the behavior of a set of model portfolios. The investor considers the historical returns achieved by various diversified portfolios, each of which differs according to its percentage allocation to fixed income (bonds) versus equities (stocks). A low… Read more »
Longevity Risk and Portfolio Sustainability - An Annotated Bibliography
Investment Publications: Patrick Collins et al.
Cooking up a Diversified Portfolio