In our exclusive series of videos and podcasts, the consultants at Cass Business School share their world-class industry expertise, unrivalled knowledge and experience of finance, actuarial science and insurance, and management.
In our exclusive series of videos and podcasts, the consultants at Cass Business School share their world-class industry expertise, unrivalled knowledge and experience of finance, actuarial science and insurance, and management.
Stephen Thomas, Professor of Finance at Cass Business School introduces the optimal asset allocations across a two-century period for the UK, in the context of a range of plausible investment evaluation periods, finally demonstrating that both the frequency of evaluation which achieves indifference between equities and bonds, and the optimal asset allocation profile, vary significantly over time.