Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Barton Waring"'
Autor:
Barton Waring, Laurence B. Siegel
Publikováno v:
SSRN Electronic Journal.
Autor:
M. Barton Waring
Publikováno v:
The Journal of Investing. 31:9-10
Autor:
Barton Waring
Publikováno v:
SSRN Electronic Journal.
In this reference note, intended for easy reference use by finance generalists, we derive the formulae for a) the prices and dual and single durations and convexities for b) growing and nominal instruments, including c) coupon bonds, zero coupon bond
Autor:
Laurence B. Siegel, M. Barton Waring
Publikováno v:
The Journal of Retirement. 6:7-26
In our experience, many investment professionals don’t articulate risk well to clients. This research uniquely and graphically reveals the nature of strategic asset allocation investment risk not only for single-period investors, but also for multi
Autor:
M. Barton Waring, Laurence B. Siegel
Publikováno v:
The Journal of Investing. 26:57-69
Individual retirement savings are becoming the key to retirement security as defined benefit retirement plans slowly disappear. Yet, little guidance is available to show a saver how to safely plan to achieve his or her desired retirement savings targ
Autor:
M. Barton Waring, Laurence B. Siegel
Publikováno v:
Practical Applications.
Practical Applications Summary In What Investment Risk Means to You, Illustrated: Strategic Asset Allocation, the Budget Constraint, and the Volatility of Spending During Retirement , from the Fall 2018 issue of The Journal of Retirement , Barton War
Autor:
M. Barton Waring, Laurence B. Siegel
Publikováno v:
The Journal of Portfolio Management. 42:1-5
1. M. Barton Waring 1. is the retired former CIO for investment policy and strategy at Barclays Global Investors (now BlackRock) in San Francisco, CA. barton . (waring{at}aya.yale.edu) 2. Laurence B. Siegel 1. is the Gary P. Brinson director of resea
Autor:
Laurence B. Siegel, M. Barton Waring
Publikováno v:
Financial Analysts Journal. 71:91-107
After examining an array of approaches to determining a spending rule for retirees, the authors propose the annually recalculated virtual annuity. Each year, one should spend (at most) the amount that a freshly purchased annuity—with a purchase pri
Autor:
Duane Whitney, M. Barton Waring
Publikováno v:
The Journal of Portfolio Management. 35:111-130
Despite the simplicity of its strategic asset allocation policy prescription, the original Two-Fund Theorem has never been used by practitioners. The authors present a new capital asset pricing model (CAPM) that incorporates investors’ deferred spe