In the last of three articles, authors Colin Grenfell and Cary Helenius illustrate trends in long-term share market investment performance auto-correlations based on data over both 124 and 64 years,…
In the second of three articles written by Colin Grenfell and Cary Helenius, the authors illustrate the significance of negative share market investment auto-correlations and highlight the importance of including…
Does your superannuation or wealth management projection model allow for negative auto-correlations of share investment performance? Given their presence in the actual historical share data and their related…
In this article, Colin Grenfell suggests how skewness and kurtosis can be incorporated into stochastic models of Australian investment performance and related financial indicators such as inflation and the 10-year…
