The document discusses methodologies for calculating long-term asset returns for equities, Treasury/Government bonds, corporate bonds, US property, and commodities. It includes mean reversion techniques for price and yield calculations, using historical data and trends.
doj/DataSet10/EFTA01384484.pdf
{"title":"Long-Term Asset Return Study: The Next Financial Crisis","document_date":"September 2017","document_type":"financial","key_locations":["London"],"document_subtype":"financial analysis report","key_organizations":["Deutsche Bank AG"],"reference_numbers":["DB-SDNY-0084719","SDNY_GM_00230903","EFTA01384484"]}