Sep 6, 2022

Part 6 - Asset Allocation and Portfolio Longevity with a Capital Market Line

This post is part 6 of a series on Portfolio Longevity, a series made up of these links:The point of this post is to:  
  1. Extend the other 5 posts by now adding leverage and a risk free asset. i.e., a capital market line.

  2. Look at the impact of "asset allocation choice" on portfolio longevity, using the same set-up we started with in the first link, and

  3. Compare or contrast the impact of allocation choice along: a) a traditional efficient frontier vs b) the impact of allocation choice along a capital market line.

  4. Try to infer what is going on. Maybe. Sorta.