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To: Dr. Saeed Assadi who wrote (31853)4/14/1998 12:08:00 PM
From: AK2004  Read Replies (1) | Respond to of 1574056
 
Saeed
we use similar techniques, I think, for short term decision making. Over the extended period of time correlation matrix does not hold. I still use the multi-factor stochastic models for long term projections but I have few K securities to diversify with and most of them are bonds (Corps,MBSs, etc).
Regards
-Albert



To: Dr. Saeed Assadi who wrote (31853)4/14/1998 3:59:00 PM
From: greg nus  Read Replies (1) | Respond to of 1574056
 
Dr. S.A. waiting functions or Weighting functions??