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Capital Market Assumptions and Strategic Allocation

Expected returns, volatilities and correlations for each asset class built from yields, growth and risk premiums and checked against history, the uncertainty of these assumptions shown as ranges, and a strategic allocation chosen from them under the constraints of the investor.

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How this module runs

  1. 01 · IntroductionWhat it is and why it matters
  2. 02 · Key PointsThe most important points
  3. 03 · The Math + PythonFormula, step by step, code
  4. 04 · Real WorldWhere it is used, best practice, common mistakes
  5. 05 · QuestionsExercises and interview
  6. Mini projectOne small program
Mini projectA strategic allocation for five asset classes, and how far it moves when the assumptions moveOne small program on the topic, to run and to extend step by step.

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