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Are GMO's Predictions Prescient? Using them to predict Vanguard's Mutual Fund Returns

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Author Info
Tower, Edward

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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 also retains its quarterly predictions, dating back to the end of the second quarter of 2000. I ask whether these predictions are accurate. My technique is to compare the predictions with the performance of the Vanguard mutual funds that invest in these styles.

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Paper provided by Duke University, Department of Economics in its series Working Papers with number 07-01.

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Length: 5 pages
Date of creation: 2007
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Handle: RePEc:duk:dukeec:07-01

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