Читать книгу Alternative Investments 2.0 - Группа авторов - Страница 84

Quelle: Schroders, efficient frontier with 100 global equity-bond portfolios, using Schroders long-term return forecasts. Risk defined as realised volatility of returns; Global equities: MSCI World in USD from January 1986 to September 2018, global bonds: Barclays Capital Global Aggregate Index in USD from February 1990 to September 2018, cat bonds: Swiss Re Global Cat Bond TR Index from February 2002 to September 2018. Returns for cat bonds are non-normally distributed and tail risks are not shown in the analysis