2 ms·
Retirement Income Analysis with Scenario Matrices
- Bostonian 7y agoThere is Matlab code to do the simulations. Translating the code to a language not dependent on proprietary software could be worthwhile. There is an an interview of the author, William Sharpe, Nobel laureate known for the Capital Asset Pricing Model and the Sharpe ratio, in Barron's: https://www.barrons.com/articles/william-sharpe-how-to-secure-lasting-retirement-income-51573837934 https://www.barrons.com/articles/william-sharpe-how-to-secur... Nobel Prize-Winning Economist on How to Solve the ‘Nastiest, Hardest Problem’ in Retirement BY SARAH MAX Nov. 15, 2019