Are GMO’s Predictions Prescient? Using Them to Predict Vanguard’s Mutual Fund Returns, October 2010
13 Pages Posted: 3 Nov 2010 Last revised: 9 Nov 2010
Date Written: October 1, 2010
Abstract
Each month, GMO publishes on the web its predictions of the real rate of return for various asset styles over the next seven years. Its web library retains its quarterly predictions, dating back to the end of the second quarter of 2000. This inquiry explores whether they predict the performance of the Vanguard mutual funds that invest in these styles?
Suggested Citation: Suggested Citation
Tower, Edward, Are GMO’s Predictions Prescient? Using Them to Predict Vanguard’s Mutual Fund Returns, October 2010 (October 1, 2010). Available at SSRN: https://ssrn.com/abstract=1701947 or http://dx.doi.org/10.2139/ssrn.1701947
Do you have negative results from your research you’d like to share?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.