The Ibbotson-Sinquefield Simulation Made Easy
The Ibbotson-Sinquefield Simulation Made Easy
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Author / Creator
Publisher
Chicago: University of Chicago Press
Journal title
Language
English
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Publication information
Publisher
Chicago: University of Chicago Press
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Scope and Contents
Contents
The Ibbotson-Sinquefield simulation for common stock returns, published in this Journal in 1976, can be considerably simplified. The model predicts that a future stock return will be given by a historical risk premium, randomly drawn, added to an expected T-bill rate implied by the yield curve. Actual random drawings are not really necessary; the m...
Alternative Titles
Full title
The Ibbotson-Sinquefield Simulation Made Easy
Authors, Artists and Contributors
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Record Identifier
TN_cdi_proquest_journals_236353876
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_236353876
Other Identifiers
ISSN
0021-9398
E-ISSN
1537-5374
DOI
10.1086/296081
