Do not put all your eggs in one (Time) basket

Keyphrases

• Risky Assets 100%
• Geometric Brownian Motion 100%
• Monte Carlo Simulation 50%
• Selling 50%
• Expected Returns 50%
• S&P 500 50%
• Sharpe Ratio 50%
• Bootstrap 50%
• Investment Horizon 50%
• Jump-diffusion Process 50%
• All-at-once 50%

Mathematics

• Brownian Motion 100%
• Risky Asset 100%
• Monte Carlo 50%
• Variance 50%
• Sharpe Ratio 50%
• Simplest Case 50%
• Diffusion Process 50%

Economics, Econometrics and Finance

• Levy Process 100%
• Monte Carlo Simulation 50%