Flirting with Models

The Research Library of Newfound Research

Month: January 2013 (Page 1 of 2)

The 4 Percent Rule: Static Decisions In A Dynamic World

The 4 percent rule is widely used to manage retirement withdrawals, but such a static rule does not mesh well with the dynamics of the market.

Decisions under Uncertainty in Complex Environments

Simple decision-making rules in complex systems can lead to better risk management and a more robust behavior amidst the chaos.

Understanding Optimization: What We Wish it Was and What it Never Will Be

Optimization can be very beneficial when expectations of what it can accomplish are reasonable. It will never be able to react to drastic paradigm shifts.

Understanding Optimization: A Taxonomy of Optimization Algorithms

Many optimization algorithms exist, each with its own merits and pitfalls. Understanding optimization helps avoid falling prey to data mining in disguise

Relative Volatility, a Bastion of Capital Market Normalcy

While relative shifts in return are common, both over short and long periods, relative shifts in volatility tend to persist over a variety of time horizons.

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