Modify the model from Example 12.7 so that you use only the years 1970 to 2001 of historical data. Run the simulation for the same three sets of investment weights. Comment on whether your results...


Modify the model from Example 12.7 so that you use only the years 1970 to 2001 of historical data. Run the simulation for the same three sets of investment weights. Comment on whether your results differ in any important way from those in the example.



May 25, 2022
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