The Use and Misuse of Models in Investment Management

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CFA Institute Conference Proceedings Quarterly
December 2009 | Vol. 26 | No. 4 | 9 pages
Source: CFA Institute
Douglas T. Breeden

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Abstract

Financial models can be extremely helpful in adding disciplined thinking to the investment decision-making process. A failure to recognize some common misuses of models, however, such as overreliance on recent historical experiences and volatilities or a failure to identify nonlinear relationships, makes the use of models less effective than they would be otherwise. Understanding the difficulties and estimation risks associated with modeling complex securities can lead to better investment decisions in the future.

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Topics
Derivatives
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Economics
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Fixed Income
    :
  • Structured Products
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Quantitative Methods
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