Referring to the retirement example in Example 11.7, rerun the model for a planning horizon of 10

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Referring to the retirement example in Example 11.7, rerun the model for a planning horizon of 10 years;

15 years; 25 years. For each, which set of investment weights maximizes the VAR 5% (the 5th percentile) of final cash in today’s dollars? Does it appear that a portfolio heavy in stocks is better for long horizons but not for shorter horizons?

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Practical Management Science

ISBN: 9781111531317

4th Edition

Authors: Wayne L. Winston, S. Christian Albright

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Question Posted: Oct 23, 2024 08:04 AM

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Referring to the retirement example in Example 11.7, rerun the model for a planning horizon of 10

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Practical Management Science

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