Wednesday, August 24, 2011

Capital Market Expectations, Asset Allocation, and Safe Withdrawal Rates: Additional Results

This is the online appendix for my article, Capital Market Expectations, Asset Allocation, and Safe Withdrawal Rates,”which is currently scheduled to appear in the January 2012 Journal of Financial Planning. First I will show Figures 3 through 9, which are described in the paper, but which are omitted from the final published version due to space constraints.  After showing these figures, I include a variety of figures which show the relationship between portfolio returns and volatilities for a wide variety of retirement durations and acceptable failure rates. An earlier draft of the paper which does include Figures 3-9 can be found  here


































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Supplemental Figures































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