Wilkie investment model
id:
wilkie-investment-model-280-1042813
title:
Wilkie investment model
text:
The Wilkie investment model, often just called Wilkie model, is a stochastic asset model developed by A. D. Wilkie that describes the behavior of various economics factors as stochastic time series. These time series are generated by autoregressive models. The main factor of the model which influences all asset prices is the consumer price index. The model is mainly in use for actuarial work and asset liability management. Because of the stochastic properties of that model it is mainly combined
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Wilkie_investment_model
date created:
date modified:
2023-06-13T06:18:11Z
main entity:
{"identifier":"Q8002498","url":"https://www.wikidata.org/entity/Q8002498"}
image:
fields total:
13
integrity:
13