Time Series

Expected Risk

Expected Returns

Optimization

Simulation

Exposure to Loss

Risk Budgets

Factor Analysis

Cash Flow Analysis

Historical Returns

Equally-weighted historical average expected return model

The Historical Return model uses historical data from the selected time series returns to estimate expected return. The return for a given time series is calculated in annualized discrete terms.

Missing Data

To account for missing or incomplete data, select “Use Maximum Likelihood Estimators.”

Historical estimation options

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