Search found 107 matches
- Sun Jan 23, 2005 5:53 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
hocus: Here's an interesting scenario: First, look at E10/P for our 80% / 20% portfolio (1928 - 2000) The average is 7.0%. Now, assuming that we have one of those 80% / 20% portfolios, we want to increase or decrease our annual withdrawals based upon the current E10/P value. To this end, we do this:...
- Sun Jan 23, 2005 5:31 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sun Jan 23, 2005 5:09 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sun Jan 23, 2005 2:56 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sun Jan 23, 2005 2:47 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
hocus: I went to sleep (after my last post) and now I wake up and realize that I don't really understand this scheme that will stand the financial world on its head. When I look back at your post (above, somewhere) you say: The number used in the conventional studies is the long-term average return ...
- Sat Jan 22, 2005 9:30 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
P.S. I said (above, somewhere), that there is little of my own stuff on my website. One of the things that I thought was my own stuff is the double rotor thingy described here: http://www.gummy-stuff.org/boat-and-wind.htm BUT, just before I wrote that long-winded post above, I read my e-mail. It was...
- Sat Jan 22, 2005 9:19 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sat Jan 22, 2005 8:00 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
The tutorial (with the changes) is here:
Like my new TV, it's quite colourful
http://www.gummy-stuff.org/JWR.htm
I was going to change the name from JWR.htm to NFB.htm and discover that I already have a NFB.htm
... so I thought, maybe SWR.htm, but I got me one of them too
Like my new TV, it's quite colourful
http://www.gummy-stuff.org/JWR.htm
I was going to change the name from JWR.htm to NFB.htm and discover that I already have a NFB.htm
... so I thought, maybe SWR.htm, but I got me one of them too
- Sat Jan 22, 2005 2:28 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sat Jan 22, 2005 7:25 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
Considering the amount of content at your site, you rarely use the words I think. Almost all of the stuff on my website is the work of others. I just describe them in terms (hopefully!) that the average reader might understand. There are very few of my own contributions (which may explain the few &...
- Sat Jan 22, 2005 7:15 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sat Jan 22, 2005 5:45 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sat Jan 22, 2005 1:57 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
another P.S. Since I was interested in the relationship between a year's E10/P and that years' Portfolio Return (for various portfolios) I made up a spreadsheet: http://www.gummy-stuff.org/SS/E10-P.xls I think it's quite interesting: Another thing that I find interesting (as noted in the spreadsheet...
- Sat Jan 22, 2005 1:29 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
P.S. For pedagogical reasons (when your tutorial is complete), I think I should colour the various definitions (HSWR, HFWR, Calculated Rate, Safe Withdrawal Rate, High Risk Rate, etc.) so the reader will recognize them when they occur ... as I did here (near the bottom): http://www.gummy-stuff.org/p...
- Sat Jan 22, 2005 1:14 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Sat Jan 22, 2005 12:55 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
Back on page 1, gummy wrote ... ... then comes stuff about colour TV. John Where's this page 1 you speak of? (The 50th birthday of colour TV was last year ... and the first sets cost about as much as a car :D ) Anyway, in my colour TV tutorial (on my website)**, I mentioned that our TV would arrive...
- Fri Jan 21, 2005 12:42 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
The thing about HDBR (or HSWR or HFWR or ...) is that they are constant withdrawal rates, fixed for thirty years. The only thing that changes the amount withdrawn is inflation. If inflation were zero, you'd withdraw a constant dollar amount each year. I'm not sure what the correlation between some c...
- Thu Jan 20, 2005 12:58 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Thu Jan 20, 2005 12:43 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229
- Thu Jan 20, 2005 11:47 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 118229