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o: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebalancing date
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebala
o: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebalancing date
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebala
o: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebalancing date
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of 1-year realized volatilities on each rebala
o: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of I -year realized volatilities on each rebalancing date
Risk-weighted Portfolio: Cash Equity Risk Premia 3.7% 4.4% 7.6% 0.49 -26% 3.2% 1.38 -7% 7% 4% MSCI World PR 3.8% 16.4% 0.23 -59% Source Deutsche Bank AG. Bloomberg. Risk-weighted Portfolio is monthly rebalanced. Premia are weighted proportional to inverse of I -year realized volatilities on each rebal
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