Table A4 Simulation III: Asset... | Emerald Publishing

Table A4

Simulation III: Asset allocation (proposal)

(Unit: %)
Year	Domestic stock	Foreign stock	Domestic bond	Foreign bond	Alternative investment	E(⁠ $r_{p}$ ⁠)	$σ_{p}$	SF
2011	20.0	20.0	10.0	29.5	20.5	5.26	6.34	6.67
2012	28.3	20.0	10.0	10.0	31.7	5.40	8.38	14.23
2013	20.0	38.2	10.0	10.0	21.8	5.51	8.79	14.64
2014	20.0	39.9	10.0	10.0	20.1	6.70	6.31	2.34
2015	20.0	39.1	10.0	10.0	20.9	6.14	5.61	2.41
2016	20.0	40.0	10.0	10.0	20.0	6.25	5.44	2.86
2017	20.0	39.3	10.0	10.0	20.7	5.14	4.93	5.61
2018	39.1	20.4	10.0	10.0	20.6	4.87	4.18	4.84
2019	39.9	20.0	10.0	10.0	20.1	5.35	5.25	6.48
2020	36.8	20.0	10.0	10.0	23.2	4.72	5.67	14.99

(Unit: %)
Year	Domestic stock	Foreign stock	Domestic bond	Foreign bond	Alternative investment	E( $r_{p}$ )	$σ_{p}$	SF
2011	20.0	20.0	10.0	29.5	20.5	5.26	6.34	6.67
2012	28.3	20.0	10.0	10.0	31.7	5.40	8.38	14.23
2013	20.0	38.2	10.0	10.0	21.8	5.51	8.79	14.64
2014	20.0	39.9	10.0	10.0	20.1	6.70	6.31	2.34
2015	20.0	39.1	10.0	10.0	20.9	6.14	5.61	2.41
2016	20.0	40.0	10.0	10.0	20.0	6.25	5.44	2.86
2017	20.0	39.3	10.0	10.0	20.7	5.14	4.93	5.61
2018	39.1	20.4	10.0	10.0	20.6	4.87	4.18	4.84
2019	39.9	20.0	10.0	10.0	20.1	5.35	5.25	6.48
2020	36.8	20.0	10.0	10.0	23.2	4.72	5.67	14.99