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SDHY - Risk Premia Forecasts: Major Asset Classes | 4 October 2021
PGIM Short Duration High Yield Opportunities Fund
Global Market Index is useful as a starting point for research on asset allocation and portfolio design.
Predictions for the market components are subject to greater uncertainty compared with aggregating forecasts, a process that may cancel out some of the errors through time.
Combining forecasts via several models may provide a more reliable set of predictions vs. estimates from any one model.