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

See all articles by Edward Tower

Edward Tower

Duke University - Department of Economics; Chulalongkorn University-Economics Department

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

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

Edward Tower (Contact Author)

Duke University - Department of Economics ( email )

213 Social Sciences Building
Box 90097
Durham, NC 27708-0204
United States
919-660-1818 (Phone)
919-684-8974 (Fax)

Chulalongkorn University-Economics Department

Bangkok
Thailand

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