USPropertyAndCasualtyPortfolios_USEquityRiskModel_FactorPredictedActualReturnCorrelation

Chart of the correlations between predicted returns constructed using a multi-factor statistical equity risk model and actual historical returns for the equity portfolios of over 500 U.S. Property and Casualty Insurance Companies

U.S. Property and Casualty Insurance Equity Portfolios: Correlation between a multi-factor statistical equity risk model’s predictions and actual monthly returns

U.S. Property and Casualty Insurance Equity Portfolios: Correlation between a multi-factor statistical equity risk model’s predictions and actual monthly returns

Leave a Reply

Your email address will not be published.