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econ-ark / REMARK

Replications and Explorations Made using the ARK
https://econ-ark.github.io/REMARK/
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update params for CGMPortfolio #46

Closed MridulS closed 4 years ago

MridulS commented 4 years ago

After the update to ConsPortfolioModel to accept age varying riskyavg and riskystd, RiskyDstnFunc and RiskyDrawFunc lambda function aren't required as part of params. It should instead be RiskyAvg, RiskyStd

mnwhite commented 4 years ago

We do need to update the parameter files, but I don't think we need to put age-varying RiskyAvg and RiskyStd here at all, nor their XXXTrue variants. It's an optional feature that isn't used here. RiskyAvg = mu and RiskyStd = sigma would suffice.

llorracc commented 4 years ago

@mnwhite, just before your comment, I've just added some comments explaining a bit what is going on. Could you edit as required for your proposed code revision?

mnwhite commented 4 years ago

Yeah, if you and Mridul agree that we shouldn't have complications where we don't need them.

On Sat, Mar 7, 2020 at 5:14 PM Christopher Llorracc Carroll < notifications@github.com> wrote:

@mnwhite https://github.com/mnwhite, just before your comment, I've just added some comments explaining a bit what is going on. Could you edit as required for your proposed code revision?

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MridulS commented 4 years ago

+1 I’ll remove the age_varying stuff from base parameters

This should only swap in RiskyAvg and RiskyStd

On 08-Mar-2020, at 3:53 AM, Matthew N. White notifications@github.com wrote:

Yeah, if you and Mridul agree that we shouldn't have complications where we don't need them.

On Sat, Mar 7, 2020 at 5:14 PM Christopher Llorracc Carroll < notifications@github.com> wrote:

@mnwhite https://github.com/mnwhite, just before your comment, I've just added some comments explaining a bit what is going on. Could you edit as required for your proposed code revision?

— You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub https://github.com/econ-ark/REMARK/pull/46?email_source=notifications&email_token=ADKRAFPO67MOKJFRS7X5HITRGLBOBA5CNFSM4LDTHLCKYY3PNVWWK3TUL52HS4DFVREXG43VMVBW63LNMVXHJKTDN5WW2ZLOORPWSZGOEOEGWGY#issuecomment-596142875, or unsubscribe https://github.com/notifications/unsubscribe-auth/ADKRAFMQXJDELD3GOFJMC3TRGLBOBANCNFSM4LDTHLCA .

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MridulS commented 4 years ago 
 # Make a [list] of beliefs about Mu and Std by age
# Allows beliefs to vary with age (and, depending on 
# implementation in simulation, potentially outcomes as well)
# For example, inexperience might cause low returns when young,
# and cognitive decline when old

this should be in the documentation of ConsPortfolioModel not in the CGM portfolio REMARK