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Creating portfolio risk and return models [5]

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Bullet points include: Need to choose a model structure: What types of risk do we want to model? What types of output do we want the model to provide? How will we create and implement the model? Clarity and transparency usually important, but also: How different/tailored does the model need to be? Do we want it to have USP’s? Do users really know all they want the model to do (or merely just some of what the model should do)? Importance of model validation

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